CIHIX vs. SCHD
Compare and contrast key facts about Cullen International High Dividend Fund (CIHIX) and Schwab US Dividend Equity ETF (SCHD).
CIHIX is managed by Cullen Funds Trust. It was launched on Dec 14, 2005. 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: CIHIX or SCHD.
Key characteristics
| CIHIX | SCHD | |
|---|---|---|
| YTD Return | 5.63% | 15.93% |
| 1Y Return | 14.95% | 25.99% |
| 3Y Return (Ann) | 4.28% | 6.43% |
| 5Y Return (Ann) | 5.78% | 12.42% |
| 10Y Return (Ann) | 3.75% | 11.46% |
| Sharpe Ratio | 1.31 | 2.25 |
| Sortino Ratio | 1.79 | 3.25 |
| Omega Ratio | 1.24 | 1.39 |
| Calmar Ratio | 1.68 | 3.05 |
| Martin Ratio | 6.11 | 12.25 |
| Ulcer Index | 2.41% | 2.04% |
| Daily Std Dev | 11.22% | 11.09% |
| Max Drawdown | -61.58% | -33.37% |
| Current Drawdown | -6.66% | -1.82% |
Correlation
The correlation between CIHIX and SCHD is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CIHIX vs. SCHD - Performance Comparison
In the year-to-date period, CIHIX achieves a 5.63% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, CIHIX has underperformed SCHD with an annualized return of 3.75%, 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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CIHIX vs. SCHD - Expense Ratio Comparison
CIHIX has a 1.00% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
CIHIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cullen International High Dividend Fund (CIHIX) 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
CIHIX vs. SCHD - Dividend Comparison
CIHIX's dividend yield for the trailing twelve months is around 3.63%, more than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIHIX Cullen International High Dividend Fund | 3.63% | 4.04% | 2.85% | 3.00% | 2.21% | 3.54% | 3.14% | 3.34% | 3.10% | 2.93% | 4.61% | 2.41% |
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
CIHIX vs. SCHD - Drawdown Comparison
The maximum CIHIX drawdown since its inception was -61.58%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CIHIX and SCHD. For additional features, visit the drawdowns tool.
Volatility
CIHIX vs. SCHD - Volatility Comparison
The current volatility for Cullen International High Dividend Fund (CIHIX) is 3.13%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.55%. This indicates that CIHIX 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.