CIAOX vs. SCHD
Compare and contrast key facts about Capital Advisors Growth Fund (CIAOX) and Schwab US Dividend Equity ETF (SCHD).
CIAOX is managed by Capital Advisors. It was launched on Dec 31, 1999. 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: CIAOX or SCHD.
Key characteristics
| CIAOX | SCHD | |
|---|---|---|
| YTD Return | 22.27% | 14.92% |
| 1Y Return | 32.69% | 26.38% |
| 3Y Return (Ann) | 3.66% | 6.30% |
| 5Y Return (Ann) | 10.78% | 12.31% |
| 10Y Return (Ann) | 6.38% | 11.48% |
| Sharpe Ratio | 2.65 | 2.33 |
| Sortino Ratio | 3.52 | 3.35 |
| Omega Ratio | 1.49 | 1.41 |
| Calmar Ratio | 1.96 | 2.39 |
| Martin Ratio | 15.21 | 12.66 |
| Ulcer Index | 2.16% | 2.04% |
| Daily Std Dev | 12.40% | 11.10% |
| Max Drawdown | -66.49% | -33.37% |
| Current Drawdown | -2.13% | -1.49% |
Correlation
The correlation between CIAOX and SCHD is 0.78, 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
CIAOX vs. SCHD - Performance Comparison
In the year-to-date period, CIAOX achieves a 22.27% return, which is significantly higher than SCHD's 14.92% return. Over the past 10 years, CIAOX has underperformed SCHD with an annualized return of 6.38%, while SCHD has yielded a comparatively higher 11.48% 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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CIAOX vs. SCHD - Expense Ratio Comparison
CIAOX has a 1.01% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
CIAOX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Advisors Growth Fund (CIAOX) 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
CIAOX vs. SCHD - Dividend Comparison
CIAOX's dividend yield for the trailing twelve months is around 0.35%, less than SCHD's 3.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIAOX Capital Advisors Growth Fund | 0.35% | 0.42% | 0.02% | 0.00% | 0.11% | 0.28% | 0.20% | 0.19% | 0.22% | 0.60% | 1.07% | 1.41% |
SCHD Schwab US Dividend Equity ETF | 3.44% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
CIAOX vs. SCHD - Drawdown Comparison
The maximum CIAOX drawdown since its inception was -66.49%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CIAOX and SCHD. For additional features, visit the drawdowns tool.
Volatility
CIAOX vs. SCHD - Volatility Comparison
Capital Advisors Growth Fund (CIAOX) has a higher volatility of 3.52% compared to Schwab US Dividend Equity ETF (SCHD) at 2.86%. This indicates that CIAOX'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.