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FADMX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FADMX and SCHD is 0.39, 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.


-0.50.00.51.00.4

Performance

FADMX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Strategic Income Fund (FADMX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
18.62%
106.50%
FADMX
SCHD

Key characteristics

Sharpe Ratio

FADMX:

1.52

SCHD:

1.20

Sortino Ratio

FADMX:

2.24

SCHD:

1.76

Omega Ratio

FADMX:

1.28

SCHD:

1.21

Calmar Ratio

FADMX:

0.99

SCHD:

1.69

Martin Ratio

FADMX:

8.03

SCHD:

5.86

Ulcer Index

FADMX:

0.70%

SCHD:

2.30%

Daily Std Dev

FADMX:

3.67%

SCHD:

11.25%

Max Drawdown

FADMX:

-16.68%

SCHD:

-33.37%

Current Drawdown

FADMX:

-1.94%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, FADMX achieves a 5.89% return, which is significantly lower than SCHD's 11.54% return.


FADMX

YTD

5.89%

1M

-0.68%

6M

2.84%

1Y

6.08%

5Y*

2.19%

10Y*

N/A

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FADMX vs. SCHD - Expense Ratio Comparison

FADMX has a 0.66% expense ratio, which is higher than SCHD's 0.06% expense ratio.


FADMX
Fidelity Strategic Income Fund
Expense ratio chart for FADMX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FADMX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Income Fund (FADMX) 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.


Sharpe ratio
The chart of Sharpe ratio for FADMX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.521.01
The chart of Sortino ratio for FADMX, currently valued at 2.24, compared to the broader market-2.000.002.004.006.008.0010.002.241.51
The chart of Omega ratio for FADMX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.18
The chart of Calmar ratio for FADMX, currently valued at 0.99, compared to the broader market0.002.004.006.008.0010.0012.0014.000.991.42
The chart of Martin ratio for FADMX, currently valued at 8.03, compared to the broader market0.0020.0040.0060.008.034.91
FADMX
SCHD

The current FADMX Sharpe Ratio is 1.52, which is comparable to the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of FADMX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.52
1.01
FADMX
SCHD

Dividends

FADMX vs. SCHD - Dividend Comparison

FADMX's dividend yield for the trailing twelve months is around 3.77%, more than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
FADMX
Fidelity Strategic Income Fund
3.77%4.32%3.67%2.75%3.33%3.46%2.61%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

FADMX vs. SCHD - Drawdown Comparison

The maximum FADMX drawdown since its inception was -16.68%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FADMX and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.94%
-6.72%
FADMX
SCHD

Volatility

FADMX vs. SCHD - Volatility Comparison

The current volatility for Fidelity Strategic Income Fund (FADMX) is 1.14%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.88%. This indicates that FADMX 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.14%
3.88%
FADMX
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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