CGBIX vs. SCHD
Compare and contrast key facts about Calvert Green Bond Fund (CGBIX) and Schwab US Dividend Equity ETF (SCHD).
CGBIX is managed by Calvert Research and Management. It was launched on Oct 31, 2013. 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: CGBIX or SCHD.
Key characteristics
| CGBIX | SCHD | |
|---|---|---|
| YTD Return | -2.58% | 3.43% |
| 1Y Return | 0.63% | 12.26% |
| 3Y Return (Ann) | -3.15% | 4.90% |
| 5Y Return (Ann) | 0.18% | 11.58% |
| 10Y Return (Ann) | 1.50% | 11.22% |
| Sharpe Ratio | 0.22 | 0.89 |
| Daily Std Dev | 6.08% | 11.77% |
| Max Drawdown | -17.17% | -33.37% |
| Current Drawdown | -10.76% | -3.10% |
Correlation
The correlation between CGBIX and SCHD is -0.12. 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
CGBIX vs. SCHD - Performance Comparison
In the year-to-date period, CGBIX achieves a -2.58% return, which is significantly lower than SCHD's 3.43% return. Over the past 10 years, CGBIX has underperformed SCHD with an annualized return of 1.50%, while SCHD has yielded a comparatively higher 11.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CGBIX vs. SCHD - Expense Ratio Comparison
CGBIX has a 0.48% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
CGBIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Green Bond Fund (CGBIX) 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
CGBIX vs. SCHD - Dividend Comparison
CGBIX's dividend yield for the trailing twelve months is around 3.41%, which matches SCHD's 3.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGBIX Calvert Green Bond Fund | 3.41% | 3.07% | 2.22% | 1.98% | 1.85% | 2.82% | 2.26% | 2.73% | 3.22% | 2.01% | 2.48% | 0.22% |
SCHD Schwab US Dividend Equity ETF | 3.42% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
CGBIX vs. SCHD - Drawdown Comparison
The maximum CGBIX drawdown since its inception was -17.17%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CGBIX and SCHD. For additional features, visit the drawdowns tool.
Volatility
CGBIX vs. SCHD - Volatility Comparison
The current volatility for Calvert Green Bond Fund (CGBIX) is 1.74%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.87%. This indicates that CGBIX 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.