ADX vs. SCHD
Compare and contrast key facts about Adams Diversified Equity Fund, Inc. (ADX) and Schwab US Dividend Equity ETF (SCHD).
ADX is managed by Adams Funds. It was launched on Jan 2, 1990. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADX or SCHD.
Key characteristics
| ADX | SCHD | |
|---|---|---|
| YTD Return | 30.02% | 17.07% |
| 1Y Return | 41.62% | 29.98% |
| 3Y Return (Ann) | 11.66% | 6.85% |
| 5Y Return (Ann) | 16.60% | 12.79% |
| 10Y Return (Ann) | 13.83% | 11.62% |
| Sharpe Ratio | 3.02 | 2.64 |
| Sortino Ratio | 4.02 | 3.81 |
| Omega Ratio | 1.54 | 1.47 |
| Calmar Ratio | 4.56 | 2.92 |
| Martin Ratio | 16.69 | 14.57 |
| Ulcer Index | 2.54% | 2.04% |
| Daily Std Dev | 14.02% | 11.26% |
| Max Drawdown | -60.58% | -33.37% |
| Current Drawdown | -0.36% | -0.86% |
Correlation
The correlation between ADX and SCHD is 0.78, 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
ADX vs. SCHD - Performance Comparison
In the year-to-date period, ADX achieves a 30.02% return, which is significantly higher than SCHD's 17.07% return. Over the past 10 years, ADX has outperformed SCHD with an annualized return of 13.83%, while SCHD has yielded a comparatively lower 11.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ADX vs. SCHD - Expense Ratio Comparison
ADX has a 0.59% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
ADX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Adams Diversified Equity Fund, Inc. (ADX) 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.
Dividends
ADX vs. SCHD - Dividend Comparison
ADX's dividend yield for the trailing twelve months is around 7.53%, more than SCHD's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 7.53% | 7.34% | 7.36% | 1.13% | 5.96% | 9.00% | 15.85% | 9.18% | 1.57% | 1.17% | 8.63% | 6.43% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
ADX vs. SCHD - Drawdown Comparison
The maximum ADX drawdown since its inception was -60.58%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ADX and SCHD. For additional features, visit the drawdowns tool.
Volatility
ADX vs. SCHD - Volatility Comparison
Adams Diversified Equity Fund, Inc. (ADX) has a higher volatility of 3.74% compared to Schwab US Dividend Equity ETF (SCHD) at 3.51%. This indicates that ADX'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.