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

Correlation

The correlation between ARCC 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ARCC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ares Capital Corporation (ARCC) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

340.00%360.00%380.00%400.00%420.00%440.00%460.00%480.00%NovemberDecember2025FebruaryMarchApril
418.86%
369.64%
ARCC
SCHD

Key characteristics

Sharpe Ratio

ARCC:

0.57

SCHD:

0.18

Sortino Ratio

ARCC:

0.92

SCHD:

0.35

Omega Ratio

ARCC:

1.14

SCHD:

1.05

Calmar Ratio

ARCC:

0.61

SCHD:

0.18

Martin Ratio

ARCC:

2.78

SCHD:

0.64

Ulcer Index

ARCC:

4.13%

SCHD:

4.44%

Daily Std Dev

ARCC:

20.23%

SCHD:

15.99%

Max Drawdown

ARCC:

-79.36%

SCHD:

-33.37%

Current Drawdown

ARCC:

-9.31%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, ARCC achieves a -1.35% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, ARCC has outperformed SCHD with an annualized return of 12.35%, while SCHD has yielded a comparatively lower 10.28% annualized return.


ARCC

YTD

-1.35%

1M

-5.04%

6M

2.29%

1Y

12.07%

5Y*

23.92%

10Y*

12.35%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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Risk-Adjusted Performance

ARCC vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARCC
The Risk-Adjusted Performance Rank of ARCC is 7272
Overall Rank
The Sharpe Ratio Rank of ARCC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ARCC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ARCC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ARCC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ARCC is 7878
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARCC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ares Capital Corporation (ARCC) 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 chart of Sharpe ratio for ARCC, currently valued at 0.57, compared to the broader market-2.00-1.000.001.002.003.00
ARCC: 0.57
SCHD: 0.18
The chart of Sortino ratio for ARCC, currently valued at 0.92, compared to the broader market-6.00-4.00-2.000.002.004.00
ARCC: 0.92
SCHD: 0.35
The chart of Omega ratio for ARCC, currently valued at 1.14, compared to the broader market0.501.001.502.00
ARCC: 1.14
SCHD: 1.05
The chart of Calmar ratio for ARCC, currently valued at 0.61, compared to the broader market0.001.002.003.004.005.00
ARCC: 0.61
SCHD: 0.18
The chart of Martin ratio for ARCC, currently valued at 2.78, compared to the broader market-5.000.005.0010.0015.0020.00
ARCC: 2.78
SCHD: 0.64

The current ARCC Sharpe Ratio is 0.57, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of ARCC 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.57
0.18
ARCC
SCHD

Dividends

ARCC vs. SCHD - Dividend Comparison

ARCC's dividend yield for the trailing twelve months is around 9.10%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
ARCC
Ares Capital Corporation
9.10%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

ARCC vs. SCHD - Drawdown Comparison

The maximum ARCC drawdown since its inception was -79.36%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ARCC and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.31%
-11.47%
ARCC
SCHD

Volatility

ARCC vs. SCHD - Volatility Comparison

Ares Capital Corporation (ARCC) has a higher volatility of 15.61% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that ARCC'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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.61%
11.20%
ARCC
SCHD