FDUS vs. SCHD
Compare and contrast key facts about Fidus Investment Corporation (FDUS) and Schwab US Dividend Equity ETF (SCHD).
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: FDUS or SCHD.
Key characteristics
| FDUS | SCHD | |
|---|---|---|
| YTD Return | 7.52% | 1.78% |
| 1Y Return | 29.92% | 12.11% |
| 3Y Return (Ann) | 20.70% | 4.55% |
| 5Y Return (Ann) | 16.90% | 11.11% |
| 10Y Return (Ann) | 12.72% | 10.94% |
| Sharpe Ratio | 1.95 | 0.84 |
| Daily Std Dev | 13.95% | 11.58% |
| Max Drawdown | -69.51% | -33.37% |
| Current Drawdown | 0.00% | -4.64% |
Correlation
The correlation between FDUS and SCHD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FDUS vs. SCHD - Performance Comparison
In the year-to-date period, FDUS achieves a 7.52% return, which is significantly higher than SCHD's 1.78% return. Over the past 10 years, FDUS has outperformed SCHD with an annualized return of 12.72%, while SCHD has yielded a comparatively lower 10.94% 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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Risk-Adjusted Performance
FDUS vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidus Investment Corporation (FDUS) 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
FDUS vs. SCHD - Dividend Comparison
FDUS's dividend yield for the trailing twelve months is around 14.02%, more than SCHD's 3.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDUS Fidus Investment Corporation | 14.02% | 14.63% | 10.51% | 8.90% | 10.15% | 8.17% | 13.69% | 10.54% | 10.17% | 11.66% | 11.51% | 8.92% |
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
FDUS vs. SCHD - Drawdown Comparison
The maximum FDUS drawdown since its inception was -69.51%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FDUS and SCHD. For additional features, visit the drawdowns tool.
Volatility
FDUS vs. SCHD - Volatility Comparison
The current volatility for Fidus Investment Corporation (FDUS) is 3.09%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.52%. This indicates that FDUS 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.