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FDLO vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDLO and SCHD is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FDLO vs. SCHD - Performance Comparison

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

130.00%140.00%150.00%160.00%170.00%180.00%190.00%NovemberDecember2025FebruaryMarchApril
167.25%
144.78%
FDLO
SCHD

Key characteristics

Sharpe Ratio

FDLO:

0.67

SCHD:

0.18

Sortino Ratio

FDLO:

1.01

SCHD:

0.35

Omega Ratio

FDLO:

1.15

SCHD:

1.05

Calmar Ratio

FDLO:

0.69

SCHD:

0.18

Martin Ratio

FDLO:

3.19

SCHD:

0.64

Ulcer Index

FDLO:

2.96%

SCHD:

4.44%

Daily Std Dev

FDLO:

14.15%

SCHD:

15.99%

Max Drawdown

FDLO:

-34.35%

SCHD:

-33.37%

Current Drawdown

FDLO:

-6.87%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, FDLO achieves a -2.68% return, which is significantly higher than SCHD's -5.19% return.


FDLO

YTD

-2.68%

1M

-3.25%

6M

-3.21%

1Y

9.80%

5Y*

13.25%

10Y*

N/A

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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FDLO vs. SCHD - Expense Ratio Comparison

FDLO has a 0.29% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for FDLO: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDLO: 0.29%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

FDLO vs. SCHD — Risk-Adjusted Performance Rank

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

FDLO
The Risk-Adjusted Performance Rank of FDLO is 7070
Overall Rank
The Sharpe Ratio Rank of FDLO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FDLO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FDLO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FDLO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FDLO is 7474
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.

FDLO vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low Volatility Factor ETF (FDLO) 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 FDLO, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.00
FDLO: 0.67
SCHD: 0.18
The chart of Sortino ratio for FDLO, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.00
FDLO: 1.01
SCHD: 0.35
The chart of Omega ratio for FDLO, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
FDLO: 1.15
SCHD: 1.05
The chart of Calmar ratio for FDLO, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.00
FDLO: 0.69
SCHD: 0.18
The chart of Martin ratio for FDLO, currently valued at 3.19, compared to the broader market0.0020.0040.0060.00
FDLO: 3.19
SCHD: 0.64

The current FDLO Sharpe Ratio is 0.67, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FDLO 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.67
0.18
FDLO
SCHD

Dividends

FDLO vs. SCHD - Dividend Comparison

FDLO's dividend yield for the trailing twelve months is around 1.47%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
FDLO
Fidelity Low Volatility Factor ETF
1.47%1.40%1.35%1.49%1.11%1.38%1.55%1.76%1.61%0.55%0.00%0.00%
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

FDLO vs. SCHD - Drawdown Comparison

The maximum FDLO drawdown since its inception was -34.35%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FDLO and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.87%
-11.47%
FDLO
SCHD

Volatility

FDLO vs. SCHD - Volatility Comparison

Fidelity Low Volatility Factor ETF (FDLO) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 10.65% and 11.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
10.65%
11.20%
FDLO
SCHD