AMZA vs. SCHD
Compare and contrast key facts about InfraCap MLP ETF (AMZA) and Schwab US Dividend Equity ETF (SCHD).
AMZA and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMZA is an actively managed fund by Virtus Investment Partners. It was launched on Oct 7, 2014. 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: AMZA or SCHD.
Performance
AMZA vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, AMZA achieves a 38.19% return, which is significantly higher than SCHD's 17.35% return. Over the past 10 years, AMZA has underperformed SCHD with an annualized return of -2.45%, while SCHD has yielded a comparatively higher 11.54% annualized return.
AMZA
38.19%
14.02%
20.25%
36.58%
13.53%
-2.45%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| AMZA | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.93 | 2.40 |
| Sortino Ratio | 2.61 | 3.44 |
| Omega Ratio | 1.32 | 1.42 |
| Calmar Ratio | 0.80 | 3.63 |
| Martin Ratio | 9.08 | 12.99 |
| Ulcer Index | 4.03% | 2.05% |
| Daily Std Dev | 18.92% | 11.09% |
| Max Drawdown | -91.46% | -33.37% |
| Current Drawdown | -22.61% | -0.62% |
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AMZA vs. SCHD - Expense Ratio Comparison
AMZA has a 2.01% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between AMZA and SCHD is 0.52, 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.
Risk-Adjusted Performance
AMZA vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for InfraCap MLP ETF (AMZA) 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
AMZA vs. SCHD - Dividend Comparison
AMZA's dividend yield for the trailing twelve months is around 6.82%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMZA InfraCap MLP ETF | 6.82% | 9.40% | 7.65% | 10.24% | 22.13% | 19.47% | 34.46% | 24.16% | 18.36% | 18.21% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
AMZA vs. SCHD - Drawdown Comparison
The maximum AMZA drawdown since its inception was -91.46%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AMZA and SCHD. For additional features, visit the drawdowns tool.
Volatility
AMZA vs. SCHD - Volatility Comparison
InfraCap MLP ETF (AMZA) has a higher volatility of 5.51% compared to Schwab US Dividend Equity ETF (SCHD) at 3.49%. This indicates that AMZA'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.