FAMEX vs. SCHD
Compare and contrast key facts about FAM Dividend Focus Fund (FAMEX) and Schwab US Dividend Equity ETF (SCHD).
FAMEX is managed by FAM. It was launched on Apr 1, 1996. 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: FAMEX or SCHD.
Performance
FAMEX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, FAMEX achieves a 16.08% return, which is significantly lower than SCHD's 18.85% return. Over the past 10 years, FAMEX has underperformed SCHD with an annualized return of 9.55%, while SCHD has yielded a comparatively higher 11.69% annualized return.
FAMEX
16.08%
3.17%
6.11%
21.47%
10.79%
9.55%
SCHD
18.85%
3.78%
14.95%
27.79%
13.14%
11.69%
Key characteristics
| FAMEX | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.72 | 2.49 |
| Sortino Ratio | 2.45 | 3.58 |
| Omega Ratio | 1.29 | 1.44 |
| Calmar Ratio | 3.26 | 3.79 |
| Martin Ratio | 9.85 | 13.58 |
| Ulcer Index | 2.18% | 2.05% |
| Daily Std Dev | 12.45% | 11.15% |
| Max Drawdown | -58.01% | -33.37% |
| Current Drawdown | -0.23% | 0.00% |
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FAMEX vs. SCHD - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between FAMEX and SCHD is 0.83, 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.
Risk-Adjusted Performance
FAMEX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) 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
FAMEX vs. SCHD - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 0.22%, less than SCHD's 3.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 0.22% | 0.37% | 0.20% | 0.03% | 0.28% | 0.55% | 0.83% | 0.70% | 1.02% | 1.20% | 1.31% | 0.98% |
SCHD Schwab US Dividend Equity ETF | 3.33% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
FAMEX vs. SCHD - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -58.01%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FAMEX and SCHD. For additional features, visit the drawdowns tool.
Volatility
FAMEX vs. SCHD - Volatility Comparison
FAM Dividend Focus Fund (FAMEX) has a higher volatility of 3.87% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. This indicates that FAMEX'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.