^GSPC vs. SCHD

In the year-to-date period, ^GSPC achieves a -1.34% return, which is significantly higher than SCHD's -4.38% return. Both investments have delivered pretty close results over the past 10 years, with ^GSPC having a 10.68% annualized return and SCHD not far behind at 10.46%.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for S&P 500 (^GSPC) and Schwab US 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.

The current ^GSPC Sharpe Ratio is 0.52, which is higher than the SCHD Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of ^GSPC and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^GSPC drawdown since its inception was -56.78%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ^GSPC and SCHD. For additional features, visit the drawdowns tool.

S&P 500 (^GSPC) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 4.37% and 4.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.