CHDEX vs. SCHD
Compare and contrast key facts about Cullen High Dividend Equity Fund (CHDEX) and Schwab US Dividend Equity ETF (SCHD).
CHDEX is managed by Cullen Funds Trust. It was launched on Aug 1, 2003. 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: CHDEX or SCHD.
Key characteristics
| CHDEX | SCHD | |
|---|---|---|
| YTD Return | 13.68% | 15.93% |
| 1Y Return | 22.20% | 25.99% |
| 3Y Return (Ann) | 4.51% | 6.43% |
| 5Y Return (Ann) | 7.00% | 12.42% |
| 10Y Return (Ann) | 7.11% | 11.46% |
| Sharpe Ratio | 2.24 | 2.25 |
| Sortino Ratio | 3.11 | 3.25 |
| Omega Ratio | 1.40 | 1.39 |
| Calmar Ratio | 2.24 | 3.05 |
| Martin Ratio | 12.86 | 12.25 |
| Ulcer Index | 1.71% | 2.04% |
| Daily Std Dev | 9.84% | 11.09% |
| Max Drawdown | -49.12% | -33.37% |
| Current Drawdown | -2.22% | -1.82% |
Correlation
The correlation between CHDEX and SCHD is 0.93, 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
CHDEX vs. SCHD - Performance Comparison
In the year-to-date period, CHDEX achieves a 13.68% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, CHDEX has underperformed SCHD with an annualized return of 7.11%, while SCHD has yielded a comparatively higher 11.46% 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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CHDEX vs. SCHD - Expense Ratio Comparison
CHDEX has a 1.00% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
CHDEX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cullen High Dividend Equity Fund (CHDEX) 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
CHDEX vs. SCHD - Dividend Comparison
CHDEX's dividend yield for the trailing twelve months is around 10.82%, more than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHDEX Cullen High Dividend Equity Fund | 10.82% | 12.45% | 8.23% | 10.94% | 11.08% | 6.24% | 14.64% | 9.93% | 5.24% | 5.05% | 7.06% | 2.23% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
CHDEX vs. SCHD - Drawdown Comparison
The maximum CHDEX drawdown since its inception was -49.12%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CHDEX and SCHD. For additional features, visit the drawdowns tool.
Volatility
CHDEX vs. SCHD - Volatility Comparison
The current volatility for Cullen High Dividend Equity Fund (CHDEX) is 2.76%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.55%. This indicates that CHDEX 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.