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

Correlation

The correlation between FEPAX and SCHD is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FEPAX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Total Bond Fund Class A (FEPAX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FEPAX:

0.83

SCHD:

0.13

Sortino Ratio

FEPAX:

1.34

SCHD:

0.24

Omega Ratio

FEPAX:

1.16

SCHD:

1.03

Calmar Ratio

FEPAX:

0.44

SCHD:

0.09

Martin Ratio

FEPAX:

2.53

SCHD:

0.29

Ulcer Index

FEPAX:

1.86%

SCHD:

5.21%

Daily Std Dev

FEPAX:

5.21%

SCHD:

16.46%

Max Drawdown

FEPAX:

-18.69%

SCHD:

-33.37%

Current Drawdown

FEPAX:

-5.89%

SCHD:

-10.47%

Returns By Period

In the year-to-date period, FEPAX achieves a 1.11% return, which is significantly higher than SCHD's -4.12% return. Over the past 10 years, FEPAX has underperformed SCHD with an annualized return of 1.66%, while SCHD has yielded a comparatively higher 10.39% annualized return.


FEPAX

YTD

1.11%

1M

0.23%

6M

1.07%

1Y

4.36%

3Y*

2.21%

5Y*

-0.33%

10Y*

1.66%

SCHD

YTD

-4.12%

1M

2.04%

6M

-8.77%

1Y

2.11%

3Y*

4.74%

5Y*

12.83%

10Y*

10.39%

*Annualized

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Schwab US Dividend Equity ETF

FEPAX vs. SCHD - Expense Ratio Comparison

FEPAX has a 0.75% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Risk-Adjusted Performance

FEPAX vs. SCHD — Risk-Adjusted Performance Rank

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

FEPAX
The Risk-Adjusted Performance Rank of FEPAX is 7373
Overall Rank
The Sharpe Ratio Rank of FEPAX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FEPAX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FEPAX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FEPAX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FEPAX is 7171
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2323
Overall Rank
The Sharpe Ratio Rank of SCHD is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2323
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.

FEPAX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total Bond Fund Class A (FEPAX) 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 current FEPAX Sharpe Ratio is 0.83, which is higher than the SCHD Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of FEPAX 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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Dividends

FEPAX vs. SCHD - Dividend Comparison

FEPAX's dividend yield for the trailing twelve months is around 4.22%, more than SCHD's 4.01% yield.


TTM20242023202220212020201920182017201620152014
FEPAX
Fidelity Advisor Total Bond Fund Class A
4.22%4.21%3.85%3.02%1.93%2.22%2.63%2.87%2.44%2.62%3.39%2.83%
SCHD
Schwab US Dividend Equity ETF
4.01%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

FEPAX vs. SCHD - Drawdown Comparison

The maximum FEPAX drawdown since its inception was -18.69%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FEPAX and SCHD. For additional features, visit the drawdowns tool.


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Volatility

FEPAX vs. SCHD - Volatility Comparison

The current volatility for Fidelity Advisor Total Bond Fund Class A (FEPAX) is 1.40%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 4.72%. This indicates that FEPAX 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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