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BZFDW vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BZFDW vs. SCHD - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BZFDW vs. SCHD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

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

BZFDW
BZFDW Risk / Return Rank: 3333
Overall Rank
BZFDW Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BZFDW Sortino Ratio Rank: 5151
Sortino Ratio Rank
BZFDW Omega Ratio Rank: 5252
Omega Ratio Rank
BZFDW Calmar Ratio Rank: 1313
Calmar Ratio Rank
BZFDW Martin Ratio Rank: 2020
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 8080
Overall Rank
SCHD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8484
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7373
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7575
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.

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.


BZFDWSCHDDifference
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

BZFDW vs. SCHD - Sharpe Ratio Comparison

The current BZFDW Sharpe Ratio is -0.30, which is lower than the SCHD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of BZFDW and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BZFDWSCHDDifference

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


BZFDWSCHDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-98.06%

-1.40%

-96.66%

Average Drawdown

Average peak-to-trough decline

-81.20%

-3.32%

-77.88%

Ulcer Index

Depth 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


BZFDWSCHDDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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