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

Correlation

The correlation between AHITX and SCHD is 0.41, 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.


-0.50.00.51.00.4

Performance

AHITX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds American High-Income Trust (AHITX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.35%
13.24%
AHITX
SCHD

Key characteristics

Sharpe Ratio

AHITX:

3.65

SCHD:

2.03

Sortino Ratio

AHITX:

6.40

SCHD:

2.96

Omega Ratio

AHITX:

1.89

SCHD:

1.36

Calmar Ratio

AHITX:

6.97

SCHD:

3.78

Martin Ratio

AHITX:

27.86

SCHD:

10.93

Ulcer Index

AHITX:

0.47%

SCHD:

2.07%

Daily Std Dev

AHITX:

3.59%

SCHD:

11.16%

Max Drawdown

AHITX:

-34.94%

SCHD:

-33.37%

Current Drawdown

AHITX:

0.00%

SCHD:

-2.51%

Returns By Period

In the year-to-date period, AHITX achieves a 9.84% return, which is significantly lower than SCHD's 16.58% return. Over the past 10 years, AHITX has underperformed SCHD with an annualized return of 5.24%, while SCHD has yielded a comparatively higher 11.86% annualized return.


AHITX

YTD

9.84%

1M

0.51%

6M

6.36%

1Y

13.36%

5Y (annualized)

5.74%

10Y (annualized)

5.24%

SCHD

YTD

16.58%

1M

-1.00%

6M

13.24%

1Y

22.38%

5Y (annualized)

12.41%

10Y (annualized)

11.86%

Compare stocks, funds, or ETFs

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


AHITX vs. SCHD - Expense Ratio Comparison

AHITX has a 0.69% expense ratio, which is higher than SCHD's 0.06% expense ratio.


AHITX
American Funds American High-Income Trust
Expense ratio chart for AHITX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

AHITX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds American High-Income Trust (AHITX) 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 ratio
The chart of Sharpe ratio for AHITX, currently valued at 3.65, compared to the broader market-1.000.001.002.003.004.005.003.652.03
The chart of Sortino ratio for AHITX, currently valued at 6.40, compared to the broader market-2.000.002.004.006.008.0010.0012.006.402.96
The chart of Omega ratio for AHITX, currently valued at 1.89, compared to the broader market1.002.003.004.001.891.36
The chart of Calmar ratio for AHITX, currently valued at 6.97, compared to the broader market0.005.0010.0015.006.973.78
The chart of Martin ratio for AHITX, currently valued at 27.86, compared to the broader market0.0020.0040.0060.0080.0027.8610.93
AHITX
SCHD

The current AHITX Sharpe Ratio is 3.65, which is higher than the SCHD Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of AHITX 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.65
2.03
AHITX
SCHD

Dividends

AHITX vs. SCHD - Dividend Comparison

AHITX's dividend yield for the trailing twelve months is around 5.67%, more than SCHD's 2.54% yield.


TTM20232022202120202019201820172016201520142013
AHITX
American Funds American High-Income Trust
5.67%6.43%5.52%4.28%5.81%6.19%6.31%5.47%5.60%6.95%6.37%6.27%
SCHD
Schwab US Dividend Equity ETF
2.54%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

AHITX vs. SCHD - Drawdown Comparison

The maximum AHITX drawdown since its inception was -34.94%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AHITX and SCHD. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-2.51%
AHITX
SCHD

Volatility

AHITX vs. SCHD - Volatility Comparison

The current volatility for American Funds American High-Income Trust (AHITX) is 0.61%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 2.79%. This indicates that AHITX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.61%
2.79%
AHITX
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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