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CGDV vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGDV and SCHD is 0.76, 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.


Performance

CGDV vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Dividend Value ETF (CGDV) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CGDV:

0.60

SCHD:

0.08

Sortino Ratio

CGDV:

0.99

SCHD:

0.32

Omega Ratio

CGDV:

1.15

SCHD:

1.04

Calmar Ratio

CGDV:

0.73

SCHD:

0.15

Martin Ratio

CGDV:

3.06

SCHD:

0.49

Ulcer Index

CGDV:

3.42%

SCHD:

4.96%

Daily Std Dev

CGDV:

16.64%

SCHD:

16.03%

Max Drawdown

CGDV:

-21.81%

SCHD:

-33.37%

Current Drawdown

CGDV:

-4.74%

SCHD:

-11.26%

Returns By Period

In the year-to-date period, CGDV achieves a 0.93% return, which is significantly higher than SCHD's -4.97% return.


CGDV

YTD

0.93%

1M

6.01%

6M

-3.45%

1Y

9.63%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-4.97%

1M

3.04%

6M

-9.89%

1Y

1.08%

5Y*

12.64%

10Y*

10.39%

*Annualized

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CGDV vs. SCHD - Expense Ratio Comparison

CGDV has a 0.33% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Risk-Adjusted Performance

CGDV vs. SCHD — Risk-Adjusted Performance Rank

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

CGDV
The Risk-Adjusted Performance Rank of CGDV is 7171
Overall Rank
The Sharpe Ratio Rank of CGDV is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of CGDV is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CGDV is 7070
Omega Ratio Rank
The Calmar Ratio Rank of CGDV is 7676
Calmar Ratio Rank
The Martin Ratio Rank of CGDV is 7676
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2828
Overall Rank
The Sharpe Ratio Rank of SCHD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CGDV vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) 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.


The current CGDV Sharpe Ratio is 0.60, which is higher than the SCHD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of CGDV 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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Dividends

CGDV vs. SCHD - Dividend Comparison

CGDV's dividend yield for the trailing twelve months is around 1.61%, less than SCHD's 4.04% yield.


TTM20242023202220212020201920182017201620152014
CGDV
Capital Group Dividend Value ETF
1.61%1.60%1.66%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.04%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

CGDV vs. SCHD - Drawdown Comparison

The maximum CGDV drawdown since its inception was -21.81%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CGDV and SCHD. For additional features, visit the drawdowns tool.


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Volatility

CGDV vs. SCHD - Volatility Comparison

Capital Group Dividend Value ETF (CGDV) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 5.87% and 5.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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