DDJIX vs. SCHX
Compare and contrast key facts about Polen DDJ Opportunistic High Yield Fund (DDJIX) and Schwab U.S. Large-Cap ETF (SCHX).
DDJIX is managed by Polen Capital. It was launched on Jul 16, 2015. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DDJIX or SCHX.
Performance
DDJIX vs. SCHX - Performance Comparison
Returns By Period
In the year-to-date period, DDJIX achieves a 8.03% return, which is significantly lower than SCHX's 27.18% return.
DDJIX
8.03%
0.41%
4.17%
11.09%
4.10%
N/A
SCHX
27.18%
2.30%
14.79%
33.93%
17.23%
14.85%
Key characteristics
| DDJIX | SCHX | |
|---|---|---|
| Sharpe Ratio | 5.55 | 2.79 |
| Sortino Ratio | 9.66 | 3.70 |
| Omega Ratio | 2.72 | 1.52 |
| Calmar Ratio | 3.34 | 4.03 |
| Martin Ratio | 59.88 | 18.05 |
| Ulcer Index | 0.19% | 1.91% |
| Daily Std Dev | 2.03% | 12.37% |
| Max Drawdown | -21.42% | -34.33% |
| Current Drawdown | -0.14% | -0.76% |
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DDJIX vs. SCHX - Expense Ratio Comparison
DDJIX has a 0.79% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Correlation
The correlation between DDJIX and SCHX is 0.41, 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.
Risk-Adjusted Performance
DDJIX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen DDJ Opportunistic High Yield Fund (DDJIX) and Schwab U.S. Large-Cap ETF (SCHX). 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
DDJIX vs. SCHX - Dividend Comparison
DDJIX's dividend yield for the trailing twelve months is around 7.29%, more than SCHX's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDJIX Polen DDJ Opportunistic High Yield Fund | 7.29% | 8.53% | 7.59% | 5.96% | 7.01% | 8.24% | 9.08% | 9.14% | 7.73% | 2.52% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.18% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
DDJIX vs. SCHX - Drawdown Comparison
The maximum DDJIX drawdown since its inception was -21.42%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for DDJIX and SCHX. For additional features, visit the drawdowns tool.
Volatility
DDJIX vs. SCHX - Volatility Comparison
The current volatility for Polen DDJ Opportunistic High Yield Fund (DDJIX) is 0.62%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 4.14%. This indicates that DDJIX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.