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CVY vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVY vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Zacks Multi-Asset Income ETF (CVY) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CVY achieves a 10.45% return, which is significantly lower than SCHD's 20.66% return. Over the past 10 years, CVY has underperformed SCHD with an annualized return of 8.96%, while SCHD has yielded a comparatively higher 12.91% annualized return.


CVY

1D
0.94%
1M
3.26%
YTD
10.45%
6M
9.84%
1Y
18.64%
3Y*
15.39%
5Y*
7.49%
10Y*
8.96%

SCHD

1D
0.89%
1M
3.47%
YTD
20.66%
6M
19.57%
1Y
26.72%
3Y*
14.90%
5Y*
8.75%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVY vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVY
Invesco Zacks Multi-Asset Income ETF
10.45%11.00%10.28%17.87%-9.27%25.31%-10.56%25.97%-10.77%15.91%
SCHD
Schwab U.S. Dividend Equity ETF
20.66%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Correlation

The correlation between CVY and SCHD is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.82

The correlation between CVY and SCHD has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.

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Return for Risk

CVY vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CVY
CVY Risk / Return Rank: 5555
Overall Rank
CVY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CVY Sortino Ratio Rank: 5757
Sortino Ratio Rank
CVY Omega Ratio Rank: 5353
Omega Ratio Rank
CVY Calmar Ratio Rank: 5656
Calmar Ratio Rank
CVY Martin Ratio Rank: 5454
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 8787
Overall Rank
SCHD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 9090
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8383
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9393
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CVY vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Zacks Multi-Asset Income ETF (CVY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CVYSCHDDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.29

1.43

-0.14

Calmar ratioReturn relative to maximum drawdown

2.46

5.70

-3.24

Martin ratioReturn relative to average drawdown

8.22

13.97

-5.74

CVY vs. SCHD - Sharpe Ratio Comparison

The current CVY Sharpe Ratio is 1.65, which is lower than the SCHD Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of CVY and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CVY vs. SCHD - Drawdown Comparison

The maximum CVY drawdown since its inception was -66.86%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CVY and SCHD.


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Drawdown Indicators


CVYSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-66.86%

-33.37%

-33.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-4.61%

-2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.79%

-16.13%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

-16.85%

-4.73%

Max Drawdown (10Y)

Largest decline over 10 years

-50.47%

-33.37%

-17.10%

Current Drawdown

Current decline from peak

0.00%

-0.03%

+0.03%

Average Drawdown

Average peak-to-trough decline

-10.40%

-3.31%

-7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.89%

+0.32%

Volatility

CVY vs. SCHD - Volatility Comparison

Invesco Zacks Multi-Asset Income ETF (CVY) and Schwab U.S. Dividend Equity ETF (SCHD) have volatilities of 3.13% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVYSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

3.05%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

7.53%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

11.04%

10.93%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

14.38%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

16.72%

+2.83%

CVY vs. SCHD - Expense Ratio Comparison

CVY has a 1.21% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Dividends

CVY vs. SCHD - Dividend Comparison

CVY's dividend yield for the trailing twelve months is around 3.65%, more than SCHD's 3.22% yield.


PositionTTM20252024202320222021202020192018201720162015
CVY
Invesco Zacks Multi-Asset Income ETF
3.65%3.99%4.07%4.41%5.18%2.37%3.40%3.22%4.44%3.94%4.50%5.89%
SCHD
Schwab U.S. Dividend Equity ETF
3.22%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Frequently Asked Questions


CVY and SCHD have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVY has higher volatility (3.13%) compared to SCHD (3.05%). In terms of maximum drawdown, CVY dropped -66.86% vs SCHD's -33.37%.

On 10-year performance, SCHD leads with 12.91% vs 8.96% for CVY. On fees, SCHD is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHD has performed better with a 12.91% return vs 8.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHD is cheaper with a 0.06% expense ratio, compared with 1.21% for CVY.

CVY has the higher dividend yield at 3.65%, compared with 3.22% for SCHD.

CVY is categorized as Diversified Portfolio, while SCHD is Dividend. CVY tracks Zacks Multi-Asset Income Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Invesco and Charles Schwab. Their fees differ too: 1.21% for CVY and 0.06% for SCHD.

SCHD currently has the higher Sharpe Ratio (2.41 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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