CUSUX vs. SCHD
Compare and contrast key facts about Six Circles U.S. Unconstrained Equity Fund (CUSUX) and Schwab U.S. Dividend Equity ETF (SCHD).
CUSUX is managed by Six Circles. It was launched on Jul 9, 2018. 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
CUSUX vs. SCHD - Performance Comparison
Loading graphics...
CUSUX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CUSUX Six Circles U.S. Unconstrained Equity Fund | -9.56% | 19.35% | 24.86% | 30.38% | -21.28% | 30.27% | 22.69% | 24.95% | -11.01% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -7.12% |
Returns By Period
In the year-to-date period, CUSUX achieves a -9.56% return, which is significantly lower than SCHD's 12.79% return.
CUSUX
- 1D
- -0.29%
- 1M
- -7.02%
- YTD
- -9.56%
- 6M
- -6.09%
- 1Y
- 13.27%
- 3Y*
- 17.56%
- 5Y*
- 10.79%
- 10Y*
- —
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CUSUX vs. SCHD - Expense Ratio Comparison
CUSUX has a 0.05% expense ratio, which is lower than SCHD's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
CUSUX vs. SCHD — Risk / Return Rank
CUSUX
SCHD
CUSUX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Six Circles U.S. Unconstrained Equity Fund (CUSUX) 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.
| CUSUX | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.89 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.35 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.19 | -0.34 |
Martin ratioReturn relative to average drawdown | 3.43 | 3.99 | -0.56 |
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
| CUSUX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.89 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.59 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.84 | -0.26 |
Correlation
The correlation between CUSUX and SCHD is 0.71, 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.
Dividends
CUSUX vs. SCHD - Dividend Comparison
CUSUX's dividend yield for the trailing twelve months is around 10.15%, more than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CUSUX Six Circles U.S. Unconstrained Equity Fund | 10.15% | 9.18% | 6.64% | 1.19% | 2.68% | 16.48% | 1.55% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
CUSUX vs. SCHD - Drawdown Comparison
The maximum CUSUX drawdown since its inception was -35.55%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CUSUX and SCHD.
Loading graphics...
Drawdown Indicators
| CUSUX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -33.37% | -2.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -12.74% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -35.55% | -16.85% | -18.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -11.01% | -2.89% | -8.12% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -3.34% | -5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.89% | -0.76% |
Volatility
CUSUX vs. SCHD - Volatility Comparison
Six Circles U.S. Unconstrained Equity Fund (CUSUX) has a higher volatility of 4.10% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that CUSUX'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
| CUSUX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 2.40% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 7.96% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 15.74% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.73% | 14.40% | +6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 16.70% | +4.99% |