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

Correlation

The correlation between BINC and SCHD is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

BINC vs. SCHD - Performance Comparison

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

10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.20%
23.77%
BINC
SCHD

Key characteristics

Sharpe Ratio

BINC:

2.35

SCHD:

1.20

Sortino Ratio

BINC:

3.34

SCHD:

1.76

Omega Ratio

BINC:

1.46

SCHD:

1.21

Calmar Ratio

BINC:

4.94

SCHD:

1.69

Martin Ratio

BINC:

14.22

SCHD:

5.86

Ulcer Index

BINC:

0.44%

SCHD:

2.30%

Daily Std Dev

BINC:

2.67%

SCHD:

11.25%

Max Drawdown

BINC:

-1.95%

SCHD:

-33.37%

Current Drawdown

BINC:

-0.60%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, BINC achieves a 5.72% return, which is significantly lower than SCHD's 11.54% return.


BINC

YTD

5.72%

1M

0.40%

6M

3.70%

1Y

6.08%

5Y*

N/A

10Y*

N/A

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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BINC vs. SCHD - Expense Ratio Comparison

BINC has a 0.40% expense ratio, which is higher than SCHD's 0.06% expense ratio.


BINC
BlackRock Flexible Income ETF
Expense ratio chart for BINC: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
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

BINC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Flexible Income ETF (BINC) 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 BINC, currently valued at 2.35, compared to the broader market0.002.004.002.351.20
The chart of Sortino ratio for BINC, currently valued at 3.34, compared to the broader market-2.000.002.004.006.008.0010.003.341.76
The chart of Omega ratio for BINC, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.21
The chart of Calmar ratio for BINC, currently valued at 4.94, compared to the broader market0.005.0010.0015.004.941.69
The chart of Martin ratio for BINC, currently valued at 14.22, compared to the broader market0.0020.0040.0060.0080.00100.0014.225.86
BINC
SCHD

The current BINC Sharpe Ratio is 2.35, which is higher than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of BINC 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.35
1.20
BINC
SCHD

Dividends

BINC vs. SCHD - Dividend Comparison

BINC's dividend yield for the trailing twelve months is around 6.14%, more than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
BINC
BlackRock Flexible Income ETF
6.14%3.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

BINC vs. SCHD - Drawdown Comparison

The maximum BINC drawdown since its inception was -1.95%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BINC and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.60%
-6.72%
BINC
SCHD

Volatility

BINC vs. SCHD - Volatility Comparison

The current volatility for BlackRock Flexible Income ETF (BINC) is 0.76%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.88%. This indicates that BINC 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.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.76%
3.88%
BINC
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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