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

Correlation

The correlation between FADMX and SCHD is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

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%NovemberDecember2025FebruaryMarchApril
20.20%
95.99%
FADMX
SCHD

Key characteristics

Sharpe Ratio

FADMX:

1.86

SCHD:

0.18

Sortino Ratio

FADMX:

2.80

SCHD:

0.35

Omega Ratio

FADMX:

1.35

SCHD:

1.05

Calmar Ratio

FADMX:

1.57

SCHD:

0.18

Martin Ratio

FADMX:

7.35

SCHD:

0.64

Ulcer Index

FADMX:

0.98%

SCHD:

4.44%

Daily Std Dev

FADMX:

3.88%

SCHD:

15.99%

Max Drawdown

FADMX:

-16.68%

SCHD:

-33.37%

Current Drawdown

FADMX:

-1.11%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, FADMX achieves a 0.80% return, which is significantly higher than SCHD's -5.19% return.


FADMX

YTD

0.80%

1M

0.34%

6M

0.99%

1Y

7.21%

5Y*

3.75%

10Y*

N/A

SCHD

YTD

-5.19%

1M

-7.50%

6M

-7.13%

1Y

3.21%

5Y*

12.75%

10Y*

10.34%

*Annualized

Compare stocks, funds, or ETFs

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FADMX vs. SCHD - Expense Ratio Comparison

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


Expense ratio chart for FADMX: current value is 0.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FADMX: 0.66%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

FADMX vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FADMX
The Risk-Adjusted Performance Rank of FADMX is 9090
Overall Rank
The Sharpe Ratio Rank of FADMX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FADMX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FADMX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FADMX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FADMX is 9090
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FADMX, currently valued at 1.86, compared to the broader market-1.000.001.002.003.00
FADMX: 1.86
SCHD: 0.20
The chart of Sortino ratio for FADMX, currently valued at 2.80, compared to the broader market-2.000.002.004.006.008.00
FADMX: 2.80
SCHD: 0.39
The chart of Omega ratio for FADMX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.00
FADMX: 1.35
SCHD: 1.05
The chart of Calmar ratio for FADMX, currently valued at 1.57, compared to the broader market0.002.004.006.008.0010.00
FADMX: 1.57
SCHD: 0.20
The chart of Martin ratio for FADMX, currently valued at 7.35, compared to the broader market0.0010.0020.0030.0040.0050.00
FADMX: 7.35
SCHD: 0.72

The current FADMX Sharpe Ratio is 1.86, which is higher than the SCHD Sharpe Ratio of 0.18. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.86
0.20
FADMX
SCHD

Dividends

FADMX vs. SCHD - Dividend Comparison

FADMX's dividend yield for the trailing twelve months is around 4.15%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
FADMX
Fidelity Strategic Income Fund
4.15%4.21%4.32%3.67%2.75%3.33%3.46%2.61%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.11%
-11.47%
FADMX
SCHD

Volatility

FADMX vs. SCHD - Volatility Comparison

The current volatility for Fidelity Strategic Income Fund (FADMX) is 1.86%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
1.86%
11.20%
FADMX
SCHD