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FDGFX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDGFX vs. SCHD - Performance Comparison

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

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FDGFX vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDGFX
Fidelity Dividend Growth Fund
-0.09%22.48%27.58%17.86%-11.61%27.96%2.20%28.75%-7.23%18.05%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, FDGFX achieves a -0.09% return, which is significantly lower than SCHD's 12.17% return. Both investments have delivered pretty close results over the past 10 years, with FDGFX having a 12.41% annualized return and SCHD not far behind at 12.25%.


FDGFX

1D
3.18%
1M
-6.30%
YTD
-0.09%
6M
4.77%
1Y
28.24%
3Y*
21.74%
5Y*
13.54%
10Y*
12.41%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDGFX vs. SCHD - Expense Ratio Comparison

FDGFX has a 0.48% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

FDGFX vs. SCHD — Risk / Return Rank

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

FDGFX
FDGFX Risk / Return Rank: 8585
Overall Rank
FDGFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FDGFX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FDGFX Omega Ratio Rank: 8282
Omega Ratio Rank
FDGFX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FDGFX Martin Ratio Rank: 9191
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDGFX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Dividend Growth Fund (FDGFX) and Schwab U.S. 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.


FDGFXSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.53

0.88

+0.66

Sortino ratio

Return per unit of downside risk

2.15

1.32

+0.83

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

2.41

1.05

+1.36

Martin ratio

Return relative to average drawdown

10.70

3.55

+7.14

FDGFX vs. SCHD - Sharpe Ratio Comparison

The current FDGFX Sharpe Ratio is 1.53, which is higher than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FDGFX 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.


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Sharpe Ratios by Period


FDGFXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.88

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.58

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.74

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.84

-0.34

Correlation

The correlation between FDGFX and SCHD is 0.82, 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.


Dividends

FDGFX vs. SCHD - Dividend Comparison

FDGFX's dividend yield for the trailing twelve months is around 9.36%, more than SCHD's 3.46% yield.


TTM20252024202320222021202020192018201720162015
FDGFX
Fidelity Dividend Growth Fund
9.36%9.35%9.81%3.48%11.46%7.81%1.89%4.84%22.93%15.35%1.58%8.44%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

FDGFX vs. SCHD - Drawdown Comparison

The maximum FDGFX drawdown since its inception was -60.77%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FDGFX and SCHD.


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Drawdown Indicators


FDGFXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-60.77%

-33.37%

-27.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-12.74%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.37%

-16.85%

-4.52%

Max Drawdown (10Y)

Largest decline over 10 years

-41.29%

-33.37%

-7.92%

Current Drawdown

Current decline from peak

-7.30%

-3.43%

-3.87%

Average Drawdown

Average peak-to-trough decline

-7.56%

-3.34%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

3.75%

-1.01%

Volatility

FDGFX vs. SCHD - Volatility Comparison

Fidelity Dividend Growth Fund (FDGFX) has a higher volatility of 6.38% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that FDGFX'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.


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Volatility by Period


FDGFXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

2.33%

+4.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

7.96%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.12%

15.69%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

14.40%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

16.70%

+2.47%