BRASX vs. SCHD
Compare and contrast key facts about BlackRock Allocation Target Shares Series S Portfolio (BRASX) and Schwab US Dividend Equity ETF (SCHD).
BRASX is managed by Blackrock. It was launched on Sep 30, 2004. 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: BRASX or SCHD.
Key characteristics
| BRASX | SCHD | |
|---|---|---|
| YTD Return | 0.47% | 2.29% |
| 1Y Return | 3.96% | 13.67% |
| 3Y Return (Ann) | 0.62% | 4.36% |
| 5Y Return (Ann) | 1.99% | 11.21% |
| 10Y Return (Ann) | 2.06% | 11.00% |
| Sharpe Ratio | 1.72 | 1.11 |
| Daily Std Dev | 2.44% | 11.38% |
| Max Drawdown | -10.61% | -33.37% |
| Current Drawdown | -0.44% | -4.17% |
Correlation
The correlation between BRASX and SCHD is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
BRASX vs. SCHD - Performance Comparison
In the year-to-date period, BRASX achieves a 0.47% return, which is significantly lower than SCHD's 2.29% return. Over the past 10 years, BRASX has underperformed SCHD with an annualized return of 2.06%, while SCHD has yielded a comparatively higher 11.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BRASX vs. SCHD - Expense Ratio Comparison
BRASX has a 0.00% expense ratio, which is lower than SCHD's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
BRASX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Allocation Target Shares Series S Portfolio (BRASX) 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
BRASX vs. SCHD - Dividend Comparison
BRASX's dividend yield for the trailing twelve months is around 3.97%, more than SCHD's 3.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRASX BlackRock Allocation Target Shares Series S Portfolio | 3.97% | 4.03% | 2.85% | 1.60% | 2.64% | 3.07% | 2.24% | 2.88% | 3.36% | 3.26% | 1.78% | 0.64% |
SCHD Schwab US Dividend Equity ETF | 3.46% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
BRASX vs. SCHD - Drawdown Comparison
The maximum BRASX drawdown since its inception was -10.61%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BRASX and SCHD. For additional features, visit the drawdowns tool.
Volatility
BRASX vs. SCHD - Volatility Comparison
The current volatility for BlackRock Allocation Target Shares Series S Portfolio (BRASX) is 0.51%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.59%. This indicates that BRASX 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.