LSVQX vs. SCHD
LSVQX (LSV Small Cap Value Fund) and SCHD (Schwab U.S. Dividend Equity ETF) are both funds - LSVQX is a Small Cap Value Equities fund managed by LSV, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, LSVQX returned 8.88%/yr vs 12.77%/yr for SCHD. A 0.80 correlation means they provide meaningful diversification when combined. LSVQX charges 0.83%/yr vs 0.06%/yr for SCHD.
Performance
LSVQX vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, LSVQX achieves a 13.77% return, which is significantly lower than SCHD's 19.01% return. Over the past 10 years, LSVQX has underperformed SCHD with an annualized return of 8.88%, while SCHD has yielded a comparatively higher 12.77% annualized return.
LSVQX
- 1D
- 0.86%
- 1M
- 3.25%
- YTD
- 13.77%
- 6M
- 13.52%
- 1Y
- 27.94%
- 3Y*
- 15.06%
- 5Y*
- 7.70%
- 10Y*
- 8.88%
SCHD
- 1D
- 0.00%
- 1M
- 2.70%
- YTD
- 19.01%
- 6M
- 18.63%
- 1Y
- 27.16%
- 3Y*
- 15.09%
- 5Y*
- 8.36%
- 10Y*
- 12.77%
LSVQX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSVQX LSV Small Cap Value Fund | 13.77% | 7.31% | 4.23% | 19.02% | -6.24% | 34.54% | -5.98% | 20.59% | -17.41% | 6.12% |
SCHD Schwab U.S. Dividend Equity ETF | 19.01% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between LSVQX and SCHD is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2013 | 0.80 |
The correlation between LSVQX and SCHD shifts across timeframes, from 0.70 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LSVQX vs. SCHD — Risk / Return Rank
LSVQX
SCHD
LSVQX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Small Cap Value Fund (LSVQX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.
| LSVQX | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.45 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 5.91 | -2.41 |
| Martin ratioReturn relative to average drawdown | 10.35 | 14.53 | -4.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LSVQX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.49 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.58 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.77 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.86 | -0.46 |
Drawdowns
LSVQX vs. SCHD - Drawdown Comparison
The maximum LSVQX drawdown since its inception was -54.77%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for LSVQX and SCHD.
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Drawdown Indicators
| LSVQX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.77% | -33.37% | -21.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -4.61% | -3.87% |
Max Drawdown (3Y)Largest decline over 3 years | -25.76% | -16.13% | -9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -25.76% | -16.85% | -8.91% |
Max Drawdown (10Y)Largest decline over 10 years | -54.77% | -33.37% | -21.40% |
Current DrawdownCurrent decline from peak | 0.00% | -1.40% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -3.32% | -4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 1.88% | +0.98% |
Volatility
LSVQX vs. SCHD - Volatility Comparison
LSV Small Cap Value Fund (LSVQX) has a higher volatility of 4.26% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.66%. This indicates that LSVQX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSVQX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 2.66% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 7.66% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 10.96% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.36% | 14.38% | +5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.30% | 16.72% | +7.58% |
LSVQX vs. SCHD - Expense Ratio Comparison
LSVQX has a 0.83% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Dividends
LSVQX vs. SCHD - Dividend Comparison
LSVQX's dividend yield for the trailing twelve months is around 7.14%, more than SCHD's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSVQX LSV Small Cap Value Fund | 7.14% | 8.13% | 1.78% | 4.73% | 2.02% | 1.45% | 1.83% | 2.04% | 7.00% | 4.78% | 2.35% | 3.59% |
SCHD Schwab U.S. Dividend Equity ETF | 3.26% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
LSVQX and SCHD have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSVQX has higher volatility (4.26%) compared to SCHD (2.66%). In terms of maximum drawdown, LSVQX dropped -54.77% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.49 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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