BZFDW vs. SCHD
BZFDW (BuzzFeed) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 5 years, BZFDW returned -48.26%/yr vs 8.36%/yr for SCHD. At a 0.04 correlation, their price movements are largely independent.
Performance
BZFDW vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, BZFDW achieves a 15.48% return, which is significantly lower than SCHD's 19.01% return.
BZFDW
- 1D
- 0.00%
- 1M
- 35.98%
- YTD
- 15.48%
- 6M
- 7.38%
- 1Y
- -66.36%
- 3Y*
- -28.41%
- 5Y*
- -48.26%
- 10Y*
- —
SCHD
- 1D
- 0.00%
- 1M
- 2.70%
- YTD
- 19.01%
- 6M
- 18.63%
- 1Y
- 27.16%
- 3Y*
- 15.09%
- 5Y*
- 8.36%
- 10Y*
- 12.77%
BZFDW vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BZFDW BuzzFeed | 15.48% | -86.00% | 337.96% | 2.75% | -92.00% | -66.67% |
SCHD Schwab U.S. Dividend Equity ETF | 19.01% | 4.34% | 11.66% | 4.54% | -3.26% | 18.71% |
Correlation
The correlation between BZFDW and SCHD is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2021 | 0.04 |
The correlation between BZFDW and SCHD shifts across timeframes, from -0.17 (1 year) to 0.05 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
BZFDW vs. SCHD — Risk / Return Rank
BZFDW
SCHD
BZFDW vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BuzzFeed (BZFDW) 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.
| BZFDW | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.80 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.45 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 5.91 | -6.66 |
| Martin ratioReturn relative to average drawdown | -1.03 | 14.53 | -15.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BZFDW | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.30 | 2.49 | -2.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.58 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 0.86 | -1.08 |
Drawdowns
BZFDW vs. SCHD - Drawdown Comparison
The maximum BZFDW drawdown since its inception was -99.15%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BZFDW and SCHD.
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Drawdown Indicators
| BZFDW | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.15% | -33.37% | -65.78% |
Max Drawdown (1Y)Largest decline over 1 year | -88.81% | -4.61% | -84.20% |
Max Drawdown (3Y)Largest decline over 3 years | -96.54% | -16.13% | -80.41% |
Max Drawdown (5Y)Largest decline over 5 years | -99.14% | -16.85% | -82.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -98.06% | -1.40% | -96.66% |
Average DrawdownAverage peak-to-trough decline | -81.20% | -3.32% | -77.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 64.39% | 1.88% | +62.51% |
Volatility
BZFDW vs. SCHD - Volatility Comparison
BuzzFeed (BZFDW) has a higher volatility of 79.36% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.66%. This indicates that BZFDW'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
| BZFDW | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 79.36% | 2.66% | +76.70% |
Volatility (6M)Calculated over the trailing 6-month period | 155.43% | 7.66% | +147.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 218.78% | 10.96% | +207.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 246.58% | 14.38% | +232.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 242.74% | 16.72% | +226.02% |
Dividends
BZFDW vs. SCHD - Dividend Comparison
BZFDW has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BZFDW BuzzFeed | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.26% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
BZFDW and SCHD have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BZFDW has higher volatility (79.36%) compared to SCHD (2.66%). In terms of maximum drawdown, BZFDW dropped -99.15% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.49 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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