CHMI vs. SCHD
Compare and contrast key facts about Cherry Hill Mortgage Investment Corporation (CHMI) and Schwab U.S. Dividend Equity ETF (SCHD).
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.
Performance
CHMI vs. SCHD - Performance Comparison
Loading graphics...
CHMI vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHMI Cherry Hill Mortgage Investment Corporation | -1.24% | 14.92% | -21.94% | -18.91% | -17.19% | 1.54% | -28.09% | -6.76% | 9.80% | 10.00% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, CHMI achieves a -1.24% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, CHMI has underperformed SCHD with an annualized return of -3.69%, while SCHD has yielded a comparatively higher 12.25% annualized return.
CHMI
- 1D
- -3.20%
- 1M
- -8.09%
- YTD
- -1.24%
- 6M
- 7.20%
- 1Y
- -12.10%
- 3Y*
- -10.38%
- 5Y*
- -10.85%
- 10Y*
- -3.69%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CHMI vs. SCHD — Risk / Return Rank
CHMI
SCHD
CHMI vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cherry Hill Mortgage Investment Corporation (CHMI) 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.
| CHMI | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.33 | 0.88 | -1.21 |
Sortino ratioReturn per unit of downside risk | -0.22 | 1.32 | -1.54 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.19 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.49 | 1.05 | -1.54 |
Martin ratioReturn relative to average drawdown | -1.00 | 3.55 | -4.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CHMI | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 0.88 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.58 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.74 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.84 | -0.91 |
Correlation
The correlation between CHMI and SCHD is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CHMI vs. SCHD - Dividend Comparison
CHMI's dividend yield for the trailing twelve months is around 18.60%, more than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHMI Cherry Hill Mortgage Investment Corporation | 18.60% | 19.61% | 22.73% | 17.82% | 18.62% | 13.06% | 13.24% | 12.20% | 12.03% | 10.89% | 11.60% | 15.23% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
CHMI vs. SCHD - Drawdown Comparison
The maximum CHMI drawdown since its inception was -81.93%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CHMI and SCHD.
Loading graphics...
Drawdown Indicators
| CHMI | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.93% | -33.37% | -48.56% |
Max Drawdown (1Y)Largest decline over 1 year | -25.37% | -12.74% | -12.63% |
Max Drawdown (5Y)Largest decline over 5 years | -61.98% | -16.85% | -45.13% |
Max Drawdown (10Y)Largest decline over 10 years | -81.93% | -33.37% | -48.56% |
Current DrawdownCurrent decline from peak | -62.29% | -3.43% | -58.86% |
Average DrawdownAverage peak-to-trough decline | -28.09% | -3.34% | -24.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.11% | 3.75% | +9.36% |
Volatility
CHMI vs. SCHD - Volatility Comparison
Cherry Hill Mortgage Investment Corporation (CHMI) has a higher volatility of 10.08% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that CHMI'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.
Loading graphics...
Volatility by Period
| CHMI | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.08% | 2.33% | +7.75% |
Volatility (6M)Calculated over the trailing 6-month period | 21.80% | 7.96% | +13.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.65% | 15.69% | +20.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.50% | 14.40% | +18.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.75% | 16.70% | +26.05% |