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CEFS vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEFS vs. SCHD - Performance Comparison

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

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CEFS vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEFS
Saba Closed-End Funds ETF
-0.33%16.67%23.48%20.99%-7.08%17.86%3.40%28.41%-9.97%7.63%
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%13.84%

Returns By Period

In the year-to-date period, CEFS achieves a -0.33% return, which is significantly lower than SCHD's 12.79% return.


CEFS

1D
2.04%
1M
-2.99%
YTD
-0.33%
6M
3.31%
1Y
14.56%
3Y*
17.06%
5Y*
11.58%
10Y*

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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CEFS vs. SCHD - Expense Ratio Comparison

CEFS has a 3.80% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

CEFS vs. SCHD — Risk / Return Rank

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

CEFS
CEFS Risk / Return Rank: 6666
Overall Rank
CEFS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CEFS Sortino Ratio Rank: 6363
Sortino Ratio Rank
CEFS Omega Ratio Rank: 7070
Omega Ratio Rank
CEFS Calmar Ratio Rank: 6161
Calmar Ratio Rank
CEFS Martin Ratio Rank: 7272
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.

CEFS vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saba Closed-End Funds ETF (CEFS) 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.


CEFSSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.89

+0.22

Sortino ratio

Return per unit of downside risk

1.54

1.35

+0.19

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.43

1.19

+0.24

Martin ratio

Return relative to average drawdown

6.94

3.99

+2.95

CEFS vs. SCHD - Sharpe Ratio Comparison

The current CEFS Sharpe Ratio is 1.11, which is comparable to the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of CEFS 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


CEFSSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.89

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.59

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.84

-0.14

Correlation

The correlation between CEFS and SCHD is 0.47, 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.


Dividends

CEFS vs. SCHD - Dividend Comparison

CEFS's dividend yield for the trailing twelve months is around 8.01%, more than SCHD's 3.44% yield.


TTM20252024202320222021202020192018201720162015
CEFS
Saba Closed-End Funds ETF
8.01%7.84%8.79%9.20%11.32%10.73%8.61%8.10%10.43%5.02%0.00%0.00%
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

CEFS vs. SCHD - Drawdown Comparison

The maximum CEFS drawdown since its inception was -38.99%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CEFS and SCHD.


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Drawdown Indicators


CEFSSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-38.99%

-33.37%

-5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

-12.74%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-16.85%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-3.75%

-2.89%

-0.86%

Average Drawdown

Average peak-to-trough decline

-3.73%

-3.34%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

3.89%

-1.87%

Volatility

CEFS vs. SCHD - Volatility Comparison

Saba Closed-End Funds ETF (CEFS) has a higher volatility of 4.75% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that CEFS'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


CEFSSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

2.40%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

7.96%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

13.15%

15.74%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.99%

14.40%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.38%

16.70%

-1.32%