Correlation
The correlation between ^W1DOW and SCHX is 0.88, 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.
^W1DOW vs. SCHX
Compare and contrast key facts about Dow Jones Global Index (^W1DOW) and Schwab U.S. Large-Cap ETF (SCHX).
SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^W1DOW or SCHX.
Performance
^W1DOW vs. SCHX - Performance Comparison
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Key characteristics
^W1DOW:
0.79
SCHX:
0.77
^W1DOW:
1.05
SCHX:
1.14
^W1DOW:
1.16
SCHX:
1.17
^W1DOW:
0.66
SCHX:
0.76
^W1DOW:
2.70
SCHX:
2.86
^W1DOW:
3.93%
SCHX:
5.06%
^W1DOW:
14.38%
SCHX:
19.84%
^W1DOW:
-59.33%
SCHX:
-34.33%
^W1DOW:
-0.66%
SCHX:
-3.59%
Returns By Period
In the year-to-date period, ^W1DOW achieves a 4.60% return, which is significantly higher than SCHX's 0.99% return. Over the past 10 years, ^W1DOW has underperformed SCHX with an annualized return of 7.02%, while SCHX has yielded a comparatively higher 14.12% annualized return.
^W1DOW
4.60%
5.89%
2.37%
11.83%
9.79%
11.19%
7.02%
SCHX
0.99%
6.53%
-1.24%
15.26%
15.50%
16.69%
14.12%
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Risk-Adjusted Performance
^W1DOW vs. SCHX — Risk-Adjusted Performance Rank
^W1DOW
SCHX
^W1DOW vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and Schwab U.S. Large-Cap ETF (SCHX). 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.
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Drawdowns
^W1DOW vs. SCHX - Drawdown Comparison
The maximum ^W1DOW drawdown since its inception was -59.33%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for ^W1DOW and SCHX.
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Volatility
^W1DOW vs. SCHX - Volatility Comparison
The current volatility for Dow Jones Global Index (^W1DOW) is 3.15%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 4.86%. This indicates that ^W1DOW experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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