Correlation
The correlation between EIG and SCHD is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
EIG vs. SCHD
Compare and contrast key facts about Employers Holdings, Inc. (EIG) 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: EIG or SCHD.
Performance
EIG vs. SCHD - Performance Comparison
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Key characteristics
EIG:
0.95
SCHD:
0.35
EIG:
1.49
SCHD:
0.56
EIG:
1.19
SCHD:
1.07
EIG:
1.63
SCHD:
0.33
EIG:
4.03
SCHD:
0.99
EIG:
5.45%
SCHD:
5.36%
EIG:
22.50%
SCHD:
16.40%
EIG:
-63.87%
SCHD:
-33.37%
EIG:
-8.04%
SCHD:
-9.75%
Returns By Period
In the year-to-date period, EIG achieves a -3.81% return, which is significantly lower than SCHD's -3.35% return. Both investments have delivered pretty close results over the past 10 years, with EIG having a 10.92% annualized return and SCHD not far behind at 10.58%.
EIG
-3.81%
0.82%
-7.65%
21.11%
9.31%
14.37%
10.92%
SCHD
-3.35%
1.36%
-9.75%
5.67%
3.71%
12.22%
10.58%
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Risk-Adjusted Performance
EIG vs. SCHD — Risk-Adjusted Performance Rank
EIG
SCHD
EIG vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Employers Holdings, Inc. (EIG) 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.
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Dividends
EIG vs. SCHD - Dividend Comparison
EIG's dividend yield for the trailing twelve months is around 2.51%, less than SCHD's 3.97% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIG Employers Holdings, Inc. | 2.51% | 2.30% | 2.79% | 7.60% | 2.42% | 3.11% | 2.11% | 1.91% | 1.35% | 0.91% | 0.88% | 1.02% |
SCHD Schwab US Dividend Equity ETF | 3.97% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
EIG vs. SCHD - Drawdown Comparison
The maximum EIG drawdown since its inception was -63.87%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EIG and SCHD.
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Volatility
EIG vs. SCHD - Volatility Comparison
Employers Holdings, Inc. (EIG) has a higher volatility of 6.45% compared to Schwab US Dividend Equity ETF (SCHD) at 4.90%. This indicates that EIG'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.
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