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

Correlation

The correlation between FEQIX and SCHD is 0.91, 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.


-0.50.00.51.00.9

Performance

FEQIX vs. SCHD - Performance Comparison

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

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
1.00%
6.68%
FEQIX
SCHD

Key characteristics

Sharpe Ratio

FEQIX:

1.20

SCHD:

1.15

Sortino Ratio

FEQIX:

1.67

SCHD:

1.70

Omega Ratio

FEQIX:

1.22

SCHD:

1.20

Calmar Ratio

FEQIX:

1.30

SCHD:

1.63

Martin Ratio

FEQIX:

6.75

SCHD:

5.55

Ulcer Index

FEQIX:

1.81%

SCHD:

2.33%

Daily Std Dev

FEQIX:

10.25%

SCHD:

11.24%

Max Drawdown

FEQIX:

-62.07%

SCHD:

-33.37%

Current Drawdown

FEQIX:

-9.12%

SCHD:

-6.45%

Returns By Period

In the year-to-date period, FEQIX achieves a 11.17% return, which is significantly lower than SCHD's 11.86% return. Over the past 10 years, FEQIX has underperformed SCHD with an annualized return of 4.60%, while SCHD has yielded a comparatively higher 10.89% annualized return.


FEQIX

YTD

11.17%

1M

-8.15%

6M

1.00%

1Y

11.89%

5Y*

5.92%

10Y*

4.60%

SCHD

YTD

11.86%

1M

-5.88%

6M

6.68%

1Y

12.28%

5Y*

11.08%

10Y*

10.89%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FEQIX vs. SCHD - Expense Ratio Comparison

FEQIX has a 0.57% expense ratio, which is higher than SCHD's 0.06% expense ratio.


FEQIX
Fidelity Equity-Income Fund
Expense ratio chart for FEQIX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FEQIX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Equity-Income Fund (FEQIX) 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.


Sharpe ratio
The chart of Sharpe ratio for FEQIX, currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.001.201.15
The chart of Sortino ratio for FEQIX, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.0010.001.671.70
The chart of Omega ratio for FEQIX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.20
The chart of Calmar ratio for FEQIX, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.0012.0014.001.301.63
The chart of Martin ratio for FEQIX, currently valued at 6.75, compared to the broader market0.0020.0040.0060.006.755.55
FEQIX
SCHD

The current FEQIX Sharpe Ratio is 1.20, which is comparable to the SCHD Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FEQIX 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.20
1.15
FEQIX
SCHD

Dividends

FEQIX vs. SCHD - Dividend Comparison

FEQIX's dividend yield for the trailing twelve months is around 1.25%, less than SCHD's 3.63% yield.


TTM20232022202120202019201820172016201520142013
FEQIX
Fidelity Equity-Income Fund
1.25%1.78%1.93%1.55%1.50%1.82%2.73%2.03%2.37%7.35%8.14%2.18%
SCHD
Schwab US Dividend Equity ETF
3.63%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

FEQIX vs. SCHD - Drawdown Comparison

The maximum FEQIX drawdown since its inception was -62.07%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FEQIX and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.12%
-6.45%
FEQIX
SCHD

Volatility

FEQIX vs. SCHD - Volatility Comparison

Fidelity Equity-Income Fund (FEQIX) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.88% and 3.73%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.88%
3.73%
FEQIX
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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