FEQTX vs. SCHD
Compare and contrast key facts about Fidelity Equity Dividend Income Fund (FEQTX) and Schwab US Dividend Equity ETF (SCHD).
FEQTX is managed by Fidelity. It was launched on Aug 21, 1990. 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: FEQTX or SCHD.
Key characteristics
FEQTX | SCHD | |
---|---|---|
YTD Return | 14.58% | 14.31% |
1Y Return | 28.24% | 29.01% |
3Y Return (Ann) | 9.03% | 6.65% |
5Y Return (Ann) | 10.85% | 12.48% |
10Y Return (Ann) | 8.82% | 11.55% |
Sharpe Ratio | 2.77 | 2.59 |
Sortino Ratio | 4.01 | 3.73 |
Omega Ratio | 1.51 | 1.46 |
Calmar Ratio | 3.68 | 2.52 |
Martin Ratio | 16.35 | 14.37 |
Ulcer Index | 1.76% | 2.03% |
Daily Std Dev | 10.37% | 11.28% |
Max Drawdown | -60.57% | -33.37% |
Current Drawdown | -2.86% | -2.01% |
Correlation
The correlation between FEQTX and SCHD is 0.93, 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.
Performance
FEQTX vs. SCHD - Performance Comparison
The year-to-date returns for both stocks are quite close, with FEQTX having a 14.58% return and SCHD slightly lower at 14.31%. Over the past 10 years, FEQTX has underperformed SCHD with an annualized return of 8.82%, while SCHD has yielded a comparatively higher 11.55% 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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FEQTX vs. SCHD - Expense Ratio Comparison
FEQTX has a 0.58% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
FEQTX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Equity Dividend Income Fund (FEQTX) 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
FEQTX vs. SCHD - Dividend Comparison
FEQTX's dividend yield for the trailing twelve months is around 4.79%, more than SCHD's 3.46% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fidelity Equity Dividend Income Fund | 4.79% | 5.22% | 7.65% | 11.52% | 2.43% | 8.39% | 14.31% | 10.14% | 6.12% | 2.74% | 2.53% | 1.89% |
Schwab US Dividend Equity ETF | 3.46% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
FEQTX vs. SCHD - Drawdown Comparison
The maximum FEQTX drawdown since its inception was -60.57%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FEQTX and SCHD. For additional features, visit the drawdowns tool.
Volatility
FEQTX vs. SCHD - Volatility Comparison
Fidelity Equity Dividend Income Fund (FEQTX) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 2.73% and 2.75%, 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.