Correlation
The correlation between ESGIX and SCHD is 0.79, 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.
ESGIX vs. SCHD
Compare and contrast key facts about Dana Epiphany ESG Equity Fund (ESGIX) and Schwab US Dividend Equity ETF (SCHD).
ESGIX is managed by Dana Investment. It was launched on Feb 13, 2008. 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: ESGIX or SCHD.
Performance
ESGIX vs. SCHD - Performance Comparison
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Key characteristics
ESGIX:
0.37
SCHD:
0.42
ESGIX:
0.62
SCHD:
0.49
ESGIX:
1.09
SCHD:
1.07
ESGIX:
0.33
SCHD:
0.28
ESGIX:
1.19
SCHD:
0.84
ESGIX:
5.96%
SCHD:
5.32%
ESGIX:
21.09%
SCHD:
16.46%
ESGIX:
-42.39%
SCHD:
-33.37%
ESGIX:
-4.61%
SCHD:
-9.68%
Returns By Period
In the year-to-date period, ESGIX achieves a 0.71% return, which is significantly higher than SCHD's -3.27% return.
ESGIX
0.71%
7.85%
-2.88%
7.70%
7.92%
10.52%
N/A
SCHD
-3.27%
1.16%
-9.40%
6.77%
3.50%
12.24%
10.57%
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ESGIX vs. SCHD - Expense Ratio Comparison
ESGIX has a 1.12% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
ESGIX vs. SCHD — Risk-Adjusted Performance Rank
ESGIX
SCHD
ESGIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dana Epiphany ESG Equity Fund (ESGIX) 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
ESGIX vs. SCHD - Dividend Comparison
ESGIX's dividend yield for the trailing twelve months is around 1.93%, less than SCHD's 3.97% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGIX Dana Epiphany ESG Equity Fund | 1.93% | 1.99% | 0.76% | 1.09% | 1.81% | 2.08% | 18.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
ESGIX vs. SCHD - Drawdown Comparison
The maximum ESGIX drawdown since its inception was -42.39%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ESGIX and SCHD.
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Volatility
ESGIX vs. SCHD - Volatility Comparison
Dana Epiphany ESG Equity Fund (ESGIX) has a higher volatility of 5.20% compared to Schwab US Dividend Equity ETF (SCHD) at 4.91%. This indicates that ESGIX'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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