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BUFDX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFDX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Dividend Focus Fund (BUFDX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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BUFDX vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFDX
Buffalo Dividend Focus Fund
-3.24%8.39%20.13%20.07%-8.77%20.95%16.62%27.67%-5.06%17.64%
SCHD
Schwab U.S. Dividend Equity ETF
12.79%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, BUFDX achieves a -3.24% return, which is significantly lower than SCHD's 12.79% return. Both investments have delivered pretty close results over the past 10 years, with BUFDX having a 11.77% annualized return and SCHD not far ahead at 12.31%.


BUFDX

1D
-0.18%
1M
-7.33%
YTD
-3.24%
6M
-2.28%
1Y
6.99%
3Y*
13.43%
5Y*
9.64%
10Y*
11.77%

SCHD

1D
0.66%
1M
-2.61%
YTD
12.79%
6M
14.49%
1Y
13.97%
3Y*
12.05%
5Y*
8.44%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFDX vs. SCHD - Expense Ratio Comparison

BUFDX has a 0.93% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

BUFDX vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BUFDX
BUFDX Risk / Return Rank: 1919
Overall Rank
BUFDX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BUFDX Sortino Ratio Rank: 1717
Sortino Ratio Rank
BUFDX Omega Ratio Rank: 2020
Omega Ratio Rank
BUFDX Calmar Ratio Rank: 1717
Calmar Ratio Rank
BUFDX Martin Ratio Rank: 2222
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUFDX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Dividend Focus Fund (BUFDX) and Schwab U.S. 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.


BUFDXSCHDDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.89

-0.42

Sortino ratio

Return per unit of downside risk

0.77

1.35

-0.57

Omega ratio

Gain probability vs. loss probability

1.12

1.19

-0.07

Calmar ratio

Return relative to maximum drawdown

0.50

1.19

-0.69

Martin ratio

Return relative to average drawdown

2.33

3.99

-1.67

BUFDX vs. SCHD - Sharpe Ratio Comparison

The current BUFDX Sharpe Ratio is 0.48, which is lower than the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BUFDX 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.


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Sharpe Ratios by Period


BUFDXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.89

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.59

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.74

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.84

-0.02

Correlation

The correlation between BUFDX 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.


Dividends

BUFDX vs. SCHD - Dividend Comparison

BUFDX's dividend yield for the trailing twelve months is around 1.64%, less than SCHD's 3.44% yield.


TTM20252024202320222021202020192018201720162015
BUFDX
Buffalo Dividend Focus Fund
1.64%1.23%1.26%1.95%2.61%1.72%0.46%1.09%5.20%1.76%0.96%3.23%
SCHD
Schwab U.S. Dividend Equity ETF
3.44%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

BUFDX vs. SCHD - Drawdown Comparison

The maximum BUFDX drawdown since its inception was -33.11%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BUFDX and SCHD.


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Drawdown Indicators


BUFDXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-33.11%

-33.37%

+0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.95%

-12.74%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

-16.85%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.11%

-33.37%

+0.26%

Current Drawdown

Current decline from peak

-7.66%

-2.89%

-4.77%

Average Drawdown

Average peak-to-trough decline

-3.17%

-3.34%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

3.89%

-1.32%

Volatility

BUFDX vs. SCHD - Volatility Comparison

Buffalo Dividend Focus Fund (BUFDX) has a higher volatility of 3.95% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that BUFDX'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.


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Volatility by Period


BUFDXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

2.40%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.00%

7.96%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.13%

15.74%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

14.40%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

16.70%

-0.82%