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^IMXL vs. SCHG
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^IMXL and SCHG is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

^IMXL vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Islamic Market Titans 100 Index (^IMXL) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%December2025FebruaryMarchAprilMay
344.52%
841.59%
^IMXL
SCHG

Key characteristics

Sharpe Ratio

^IMXL:

0.30

SCHG:

0.52

Sortino Ratio

^IMXL:

-0.02

SCHG:

0.87

Omega Ratio

^IMXL:

1.00

SCHG:

1.12

Calmar Ratio

^IMXL:

-0.10

SCHG:

0.54

Martin Ratio

^IMXL:

-0.33

SCHG:

1.81

Ulcer Index

^IMXL:

6.04%

SCHG:

6.97%

Daily Std Dev

^IMXL:

17.20%

SCHG:

24.88%

Max Drawdown

^IMXL:

-48.36%

SCHG:

-34.59%

Current Drawdown

^IMXL:

-9.77%

SCHG:

-10.56%

Returns By Period

In the year-to-date period, ^IMXL achieves a -6.11% return, which is significantly higher than SCHG's -6.61% return. Over the past 10 years, ^IMXL has underperformed SCHG with an annualized return of 9.97%, while SCHG has yielded a comparatively higher 15.30% annualized return.


^IMXL

YTD

-6.11%

1M

13.36%

6M

-7.11%

1Y

6.47%

5Y*

11.95%

10Y*

9.97%

SCHG

YTD

-6.61%

1M

16.75%

6M

-5.66%

1Y

12.85%

5Y*

17.95%

10Y*

15.30%

*Annualized

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Risk-Adjusted Performance

^IMXL vs. SCHG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^IMXL
The Risk-Adjusted Performance Rank of ^IMXL is 2727
Overall Rank
The Sharpe Ratio Rank of ^IMXL is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IMXL is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ^IMXL is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ^IMXL is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ^IMXL is 2424
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 5959
Overall Rank
The Sharpe Ratio Rank of SCHG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^IMXL vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market Titans 100 Index (^IMXL) and Schwab U.S. Large-Cap Growth ETF (SCHG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current ^IMXL Sharpe Ratio is 0.30, which is lower than the SCHG Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ^IMXL and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.30
0.46
^IMXL
SCHG

Drawdowns

^IMXL vs. SCHG - Drawdown Comparison

The maximum ^IMXL drawdown since its inception was -48.36%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ^IMXL and SCHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.77%
-10.56%
^IMXL
SCHG

Volatility

^IMXL vs. SCHG - Volatility Comparison

The current volatility for Dow Jones Islamic Market Titans 100 Index (^IMXL) is 5.42%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.85%. This indicates that ^IMXL experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
5.42%
6.85%
^IMXL
SCHG