DGII vs. SCHD
Compare and contrast key facts about Digi International Inc. (DGII) and Schwab US Dividend Equity ETF (SCHD).
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: DGII or SCHD.
Key characteristics
| DGII | SCHD | |
|---|---|---|
| YTD Return | 4.04% | 5.32% |
| 1Y Return | -15.73% | 17.75% |
| 3Y Return (Ann) | 14.24% | 4.45% |
| 5Y Return (Ann) | 18.03% | 12.64% |
| 10Y Return (Ann) | 12.72% | 11.32% |
| Sharpe Ratio | -0.35 | 1.60 |
| Daily Std Dev | 43.55% | 11.24% |
| Max Drawdown | -94.61% | -33.37% |
| Current Drawdown | -37.01% | -1.33% |
Correlation
The correlation between DGII and SCHD is 0.43, 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
DGII vs. SCHD - Performance Comparison
In the year-to-date period, DGII achieves a 4.04% return, which is significantly lower than SCHD's 5.32% return. Over the past 10 years, DGII has outperformed SCHD with an annualized return of 12.72%, while SCHD has yielded a comparatively lower 11.32% 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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Risk-Adjusted Performance
DGII vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Digi International Inc. (DGII) 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
DGII vs. SCHD - Dividend Comparison
DGII has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.36%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGII Digi International Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DGII vs. SCHD - Drawdown Comparison
The maximum DGII drawdown since its inception was -94.61%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DGII and SCHD. For additional features, visit the drawdowns tool.
Volatility
DGII vs. SCHD - Volatility Comparison
Digi International Inc. (DGII) has a higher volatility of 20.38% compared to Schwab US Dividend Equity ETF (SCHD) at 2.70%. This indicates that DGII'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.