BISIX vs. SCHD
Compare and contrast key facts about BlackRock International Dividend Fund (BISIX) and Schwab US Dividend Equity ETF (SCHD).
BISIX is managed by Blackrock. It was launched on Sep 26, 1997. 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: BISIX or SCHD.
Performance
BISIX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, BISIX achieves a 1.23% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, BISIX has underperformed SCHD with an annualized return of 1.39%, while SCHD has yielded a comparatively higher 11.46% annualized return.
BISIX
1.23%
-7.91%
-5.71%
7.42%
5.15%
1.39%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| BISIX | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.68 | 2.25 |
| Sortino Ratio | 1.01 | 3.25 |
| Omega Ratio | 1.12 | 1.39 |
| Calmar Ratio | 0.43 | 3.05 |
| Martin Ratio | 2.98 | 12.25 |
| Ulcer Index | 2.81% | 2.04% |
| Daily Std Dev | 12.25% | 11.09% |
| Max Drawdown | -66.03% | -33.37% |
| Current Drawdown | -12.61% | -1.82% |
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BISIX vs. SCHD - Expense Ratio Comparison
BISIX has a 0.84% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between BISIX and SCHD is 0.72, 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
BISIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock International Dividend Fund (BISIX) 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
BISIX vs. SCHD - Dividend Comparison
BISIX's dividend yield for the trailing twelve months is around 1.69%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BISIX BlackRock International Dividend Fund | 1.69% | 1.72% | 1.45% | 2.30% | 2.26% | 2.39% | 2.88% | 1.37% | 4.75% | 0.20% | 2.84% | 0.18% |
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
BISIX vs. SCHD - Drawdown Comparison
The maximum BISIX drawdown since its inception was -66.03%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BISIX and SCHD. For additional features, visit the drawdowns tool.
Volatility
BISIX vs. SCHD - Volatility Comparison
BlackRock International Dividend Fund (BISIX) has a higher volatility of 4.27% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that BISIX'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.