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FDHY vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDHY vs. SCHD - Performance Comparison

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

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FDHY vs. SCHD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FDHY
Fidelity High Yield Factor ETF
-0.03%9.24%7.53%11.14%-11.30%4.33%10.71%16.87%-2.14%
SCHD
Schwab U.S. Dividend Equity ETF
12.79%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.25%

Returns By Period

In the year-to-date period, FDHY achieves a -0.03% return, which is significantly lower than SCHD's 12.79% return.


FDHY

1D
0.93%
1M
-0.97%
YTD
-0.03%
6M
1.70%
1Y
7.87%
3Y*
7.80%
5Y*
3.80%
10Y*

SCHD

1D
0.66%
1M
-2.61%
YTD
12.79%
6M
14.49%
1Y
13.97%
3Y*
12.05%
5Y*
8.44%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDHY vs. SCHD - Expense Ratio Comparison

FDHY has a 0.45% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

FDHY vs. SCHD — Risk / Return Rank

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

FDHY
FDHY Risk / Return Rank: 8282
Overall Rank
FDHY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FDHY Sortino Ratio Rank: 8484
Sortino Ratio Rank
FDHY Omega Ratio Rank: 8787
Omega Ratio Rank
FDHY Calmar Ratio Rank: 7272
Calmar Ratio Rank
FDHY Martin Ratio Rank: 8787
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
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.

FDHY vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity High Yield Factor ETF (FDHY) 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.


FDHYSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.89

+0.60

Sortino ratio

Return per unit of downside risk

2.16

1.35

+0.82

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

1.78

1.19

+0.58

Martin ratio

Return relative to average drawdown

9.89

3.99

+5.90

FDHY vs. SCHD - Sharpe Ratio Comparison

The current FDHY Sharpe Ratio is 1.50, which is higher than the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FDHY 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


FDHYSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.89

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.59

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.84

-0.15

Correlation

The correlation between FDHY and SCHD is 0.54, 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.


Dividends

FDHY vs. SCHD - Dividend Comparison

FDHY's dividend yield for the trailing twelve months is around 6.60%, more than SCHD's 3.44% yield.


TTM20252024202320222021202020192018201720162015
FDHY
Fidelity High Yield Factor ETF
6.60%6.56%6.58%6.26%5.34%6.09%5.78%4.94%2.55%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.44%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

FDHY vs. SCHD - Drawdown Comparison

The maximum FDHY drawdown since its inception was -20.01%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FDHY and SCHD.


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Drawdown Indicators


FDHYSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-20.01%

-33.37%

+13.36%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-12.74%

+8.20%

Max Drawdown (5Y)

Largest decline over 5 years

-16.38%

-16.85%

+0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-1.21%

-2.89%

+1.68%

Average Drawdown

Average peak-to-trough decline

-2.93%

-3.34%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

3.89%

-3.07%

Volatility

FDHY vs. SCHD - Volatility Comparison

The current volatility for Fidelity High Yield Factor ETF (FDHY) is 1.89%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.40%. This indicates that FDHY 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.


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Volatility by Period


FDHYSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

2.40%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

7.96%

-5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.29%

15.74%

-10.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.11%

14.40%

-7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.12%

16.70%

-8.58%