PortfoliosLab logo
FAST vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAST and SCHD is 0.60, 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: 0.6

Performance

FAST vs. SCHD - Performance Comparison

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

350.00%400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
564.36%
369.64%
FAST
SCHD

Key characteristics

Sharpe Ratio

FAST:

0.91

SCHD:

0.18

Sortino Ratio

FAST:

1.64

SCHD:

0.35

Omega Ratio

FAST:

1.20

SCHD:

1.05

Calmar Ratio

FAST:

1.13

SCHD:

0.18

Martin Ratio

FAST:

3.24

SCHD:

0.64

Ulcer Index

FAST:

7.09%

SCHD:

4.44%

Daily Std Dev

FAST:

25.31%

SCHD:

15.99%

Max Drawdown

FAST:

-63.43%

SCHD:

-33.37%

Current Drawdown

FAST:

-3.22%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, FAST achieves a 13.52% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, FAST has outperformed SCHD with an annualized return of 17.39%, while SCHD has yielded a comparatively lower 10.28% annualized return.


FAST

YTD

13.52%

1M

5.29%

6M

7.62%

1Y

21.11%

5Y*

20.83%

10Y*

17.39%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FAST vs. SCHD — Risk-Adjusted Performance Rank

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

FAST
The Risk-Adjusted Performance Rank of FAST is 8181
Overall Rank
The Sharpe Ratio Rank of FAST is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FAST is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FAST is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FAST is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FAST is 8080
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

FAST vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastenal Company (FAST) 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 FAST, currently valued at 0.91, compared to the broader market-2.00-1.000.001.002.003.00
FAST: 0.91
SCHD: 0.18
The chart of Sortino ratio for FAST, currently valued at 1.64, compared to the broader market-6.00-4.00-2.000.002.004.00
FAST: 1.64
SCHD: 0.35
The chart of Omega ratio for FAST, currently valued at 1.20, compared to the broader market0.501.001.502.00
FAST: 1.20
SCHD: 1.05
The chart of Calmar ratio for FAST, currently valued at 1.13, compared to the broader market0.001.002.003.004.005.00
FAST: 1.13
SCHD: 0.18
The chart of Martin ratio for FAST, currently valued at 3.24, compared to the broader market-5.000.005.0010.0015.0020.00
FAST: 3.24
SCHD: 0.64

The current FAST Sharpe Ratio is 0.91, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FAST 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.91
0.18
FAST
SCHD

Dividends

FAST vs. SCHD - Dividend Comparison

FAST's dividend yield for the trailing twelve months is around 2.04%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
FAST
Fastenal Company
2.04%2.17%2.75%2.62%1.75%2.87%2.35%2.95%2.34%2.55%2.74%2.10%
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

FAST vs. SCHD - Drawdown Comparison

The maximum FAST drawdown since its inception was -63.43%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FAST and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.22%
-11.47%
FAST
SCHD

Volatility

FAST vs. SCHD - Volatility Comparison

Fastenal Company (FAST) has a higher volatility of 12.53% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that FAST'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.53%
11.20%
FAST
SCHD