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

Key characteristics


BLXSCHD
YTD Return20.79%6.21%
1Y Return82.58%16.75%
3Y Return (Ann)32.97%6.45%
5Y Return (Ann)15.58%12.79%
10Y Return (Ann)7.73%11.66%
Sharpe Ratio3.211.47
Daily Std Dev26.09%11.53%
Max Drawdown-95.52%-33.37%
Current Drawdown-1.77%0.00%

Correlation

0.49
-1.001.00

The correlation between BLX and SCHD is 0.49, 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.

Performance

BLX vs. SCHD - Performance Comparison

In the year-to-date period, BLX achieves a 20.79% return, which is significantly higher than SCHD's 6.21% return. Over the past 10 years, BLX has underperformed SCHD with an annualized return of 7.73%, while SCHD has yielded a comparatively higher 11.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
283.74%
371.17%
BLX
SCHD

Compare stocks, funds, or ETFs


Banco Latinoamericano de Comercio Exterior, S.A

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

BLX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Latinoamericano de Comercio Exterior, S.A (BLX) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BLX
Banco Latinoamericano de Comercio Exterior, S.A
3.21
SCHD
Schwab US Dividend Equity ETF
1.47

BLX vs. SCHD - Sharpe Ratio Comparison

The current BLX Sharpe Ratio is 3.21, which is higher than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of BLX and SCHD.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
3.21
1.47
BLX
SCHD

Dividends

BLX vs. SCHD - Dividend Comparison

BLX's dividend yield for the trailing twelve months is around 4.26%, more than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
BLX
Banco Latinoamericano de Comercio Exterior, S.A
4.26%4.04%6.17%6.02%7.17%7.20%8.90%5.72%5.23%4.45%5.93%4.28%
SCHD
Schwab US Dividend Equity ETF
3.33%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

BLX vs. SCHD - Drawdown Comparison

The maximum BLX drawdown since its inception was -95.52%, which is greater than SCHD's maximum drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for BLX and SCHD


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.77%
0
BLX
SCHD

Volatility

BLX vs. SCHD - Volatility Comparison

Banco Latinoamericano de Comercio Exterior, S.A (BLX) has a higher volatility of 4.57% compared to Schwab US Dividend Equity ETF (SCHD) at 2.69%. This indicates that BLX'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2024FebruaryMarch
4.57%
2.69%
BLX
SCHD