FDSVX vs. SCHD
Compare and contrast key facts about Fidelity Growth Discovery Fund (FDSVX) and Schwab US Dividend Equity ETF (SCHD).
FDSVX is managed by Fidelity. It was launched on Mar 31, 1998. 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: FDSVX or SCHD.
Key characteristics
| FDSVX | SCHD | |
|---|---|---|
| YTD Return | 20.85% | 17.75% |
| 1Y Return | 32.83% | 31.70% |
| 3Y Return (Ann) | 3.24% | 7.26% |
| 5Y Return (Ann) | 11.63% | 12.80% |
| 10Y Return (Ann) | 10.69% | 11.72% |
| Sharpe Ratio | 1.77 | 2.67 |
| Sortino Ratio | 2.19 | 3.84 |
| Omega Ratio | 1.35 | 1.47 |
| Calmar Ratio | 1.69 | 2.80 |
| Martin Ratio | 5.39 | 14.83 |
| Ulcer Index | 5.93% | 2.04% |
| Daily Std Dev | 18.04% | 11.32% |
| Max Drawdown | -59.34% | -33.37% |
| Current Drawdown | -5.50% | 0.00% |
Correlation
The correlation between FDSVX and SCHD is 0.69, 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.
Performance
FDSVX vs. SCHD - Performance Comparison
In the year-to-date period, FDSVX achieves a 20.85% return, which is significantly higher than SCHD's 17.75% return. Over the past 10 years, FDSVX has underperformed SCHD with an annualized return of 10.69%, while SCHD has yielded a comparatively higher 11.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FDSVX vs. SCHD - Expense Ratio Comparison
FDSVX has a 0.77% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
FDSVX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Discovery Fund (FDSVX) 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
FDSVX vs. SCHD - Dividend Comparison
FDSVX's dividend yield for the trailing twelve months is around 0.02%, less than SCHD's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDSVX Fidelity Growth Discovery Fund | 0.02% | 0.05% | 0.02% | 0.24% | 0.03% | 0.05% | 0.20% | 0.15% | 0.09% | 0.12% | 0.10% | 0.24% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
FDSVX vs. SCHD - Drawdown Comparison
The maximum FDSVX drawdown since its inception was -59.34%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FDSVX and SCHD. For additional features, visit the drawdowns tool.
Volatility
FDSVX vs. SCHD - Volatility Comparison
Fidelity Growth Discovery Fund (FDSVX) has a higher volatility of 4.45% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that FDSVX'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.