EVF vs. SCHD
Compare and contrast key facts about Eaton Vance Senior Income Trust (EVF) 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: EVF or SCHD.
Correlation
The correlation between EVF and SCHD is 0.33, 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.
Performance
EVF vs. SCHD - Performance Comparison
Key characteristics
EVF:
-0.21
SCHD:
0.08
EVF:
-0.27
SCHD:
0.32
EVF:
0.96
SCHD:
1.04
EVF:
-0.21
SCHD:
0.15
EVF:
-0.89
SCHD:
0.49
EVF:
3.93%
SCHD:
4.96%
EVF:
13.17%
SCHD:
16.03%
EVF:
-62.17%
SCHD:
-33.37%
EVF:
-8.02%
SCHD:
-11.26%
Returns By Period
The year-to-date returns for both investments are quite close, with EVF having a -5.14% return and SCHD slightly higher at -4.97%. Over the past 10 years, EVF has underperformed SCHD with an annualized return of 6.32%, while SCHD has yielded a comparatively higher 10.39% annualized return.
EVF
-5.14%
3.77%
-6.40%
-2.75%
11.46%
6.32%
SCHD
-4.97%
-0.54%
-9.89%
1.26%
12.61%
10.39%
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Risk-Adjusted Performance
EVF vs. SCHD — Risk-Adjusted Performance Rank
EVF
SCHD
EVF vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Income Trust (EVF) 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
EVF vs. SCHD - Dividend Comparison
EVF's dividend yield for the trailing twelve months is around 10.94%, more than SCHD's 4.04% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVF Eaton Vance Senior Income Trust | 10.94% | 10.13% | 10.51% | 9.45% | 5.37% | 6.16% | 6.58% | 6.27% | 5.57% | 6.06% | 7.73% | 5.87% |
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
EVF vs. SCHD - Drawdown Comparison
The maximum EVF drawdown since its inception was -62.17%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EVF and SCHD. For additional features, visit the drawdowns tool.
Volatility
EVF vs. SCHD - Volatility Comparison
The current volatility for Eaton Vance Senior Income Trust (EVF) is 4.80%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 5.61%. This indicates that EVF experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.