FADMX vs. SCHD
Compare and contrast key facts about Fidelity Strategic Income Fund (FADMX) and Schwab US Dividend Equity ETF (SCHD).
FADMX is managed by Fidelity. It was launched on Oct 31, 1994. 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: FADMX or SCHD.
Performance
FADMX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, FADMX achieves a 6.71% return, which is significantly lower than SCHD's 17.35% return.
FADMX
6.71%
0.35%
4.93%
11.38%
2.47%
N/A
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| FADMX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.85 | 2.40 |
| Sortino Ratio | 4.55 | 3.44 |
| Omega Ratio | 1.58 | 1.42 |
| Calmar Ratio | 1.36 | 3.63 |
| Martin Ratio | 16.66 | 12.99 |
| Ulcer Index | 0.66% | 2.05% |
| Daily Std Dev | 3.84% | 11.09% |
| Max Drawdown | -16.68% | -33.37% |
| Current Drawdown | -0.84% | -0.62% |
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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.
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.
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.
Dividends
FADMX vs. SCHD - Dividend Comparison
FADMX's dividend yield for the trailing twelve months is around 4.33%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FADMX Fidelity Strategic Income Fund | 4.33% | 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 | 3.37% | 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.
Volatility
FADMX vs. SCHD - Volatility Comparison
The current volatility for Fidelity Strategic Income Fund (FADMX) is 0.87%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.48%. 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.