BIBDX vs. SCHD
Compare and contrast key facts about BlackRock Global Dividend Portfolio (BIBDX) and Schwab US Dividend Equity ETF (SCHD).
BIBDX is managed by Blackrock. It was launched on Apr 6, 2008. 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: BIBDX or SCHD.
Performance
BIBDX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, BIBDX achieves a 11.18% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, BIBDX has underperformed SCHD with an annualized return of 6.84%, while SCHD has yielded a comparatively higher 11.46% annualized return.
BIBDX
11.18%
-4.09%
3.35%
17.69%
7.89%
6.84%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| BIBDX | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.89 | 2.25 |
| Sortino Ratio | 2.66 | 3.25 |
| Omega Ratio | 1.33 | 1.39 |
| Calmar Ratio | 2.93 | 3.05 |
| Martin Ratio | 12.36 | 12.25 |
| Ulcer Index | 1.52% | 2.04% |
| Daily Std Dev | 9.92% | 11.09% |
| Max Drawdown | -42.34% | -33.37% |
| Current Drawdown | -4.09% | -1.82% |
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BIBDX vs. SCHD - Expense Ratio Comparison
BIBDX has a 0.75% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between BIBDX and SCHD is 0.85, 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.
Risk-Adjusted Performance
BIBDX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) 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
BIBDX vs. SCHD - Dividend Comparison
BIBDX's dividend yield for the trailing twelve months is around 1.60%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 1.60% | 2.00% | 2.07% | 1.73% | 2.39% | 2.82% | 3.29% | 2.33% | 2.29% | 2.75% | 3.43% | 2.60% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
BIBDX vs. SCHD - Drawdown Comparison
The maximum BIBDX drawdown since its inception was -42.34%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BIBDX and SCHD. For additional features, visit the drawdowns tool.
Volatility
BIBDX vs. SCHD - Volatility Comparison
The current volatility for BlackRock Global Dividend Portfolio (BIBDX) is 2.88%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.55%. This indicates that BIBDX 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.