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AFL vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AFLSCHD
YTD Return4.44%6.21%
1Y Return37.91%16.75%
3Y Return (Ann)21.35%6.45%
5Y Return (Ann)14.15%12.79%
10Y Return (Ann)13.31%11.66%
Sharpe Ratio1.971.47
Daily Std Dev19.71%11.53%
Max Drawdown-82.71%-33.37%
Current Drawdown0.00%0.00%

Correlation

0.69
-1.001.00

The correlation between AFL and SCHD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

AFL vs. SCHD - Performance Comparison

In the year-to-date period, AFL achieves a 4.44% return, which is significantly lower than SCHD's 6.21% return. Over the past 10 years, AFL has outperformed SCHD with an annualized return of 13.31%, while SCHD has yielded a comparatively lower 11.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%350.00%400.00%450.00%OctoberNovemberDecember2024FebruaryMarch
463.73%
371.17%
AFL
SCHD

Compare stocks, funds, or ETFs


Aflac Incorporated

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

AFL vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AFL
Aflac Incorporated
1.97
SCHD
Schwab US Dividend Equity ETF
1.47

AFL vs. SCHD - Sharpe Ratio Comparison

The current AFL Sharpe Ratio is 1.97, which is higher than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of AFL and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.97
1.47
AFL
SCHD

Dividends

AFL vs. SCHD - Dividend Comparison

AFL's dividend yield for the trailing twelve months is around 2.06%, less than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
AFL
Aflac Incorporated
2.06%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%
SCHD
Schwab US Dividend Equity ETF
3.33%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

AFL vs. SCHD - Drawdown Comparison

The maximum AFL drawdown since its inception was -82.71%, which is greater than SCHD's maximum drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for AFL and SCHD


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
AFL
SCHD

Volatility

AFL vs. SCHD - Volatility Comparison

Aflac Incorporated (AFL) has a higher volatility of 3.30% compared to Schwab US Dividend Equity ETF (SCHD) at 2.69%. This indicates that AFL'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.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
3.30%
2.69%
AFL
SCHD