PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FEQTX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FEQTXSCHD
YTD Return14.58%14.31%
1Y Return28.24%29.01%
3Y Return (Ann)9.03%6.65%
5Y Return (Ann)10.85%12.48%
10Y Return (Ann)8.82%11.55%
Sharpe Ratio2.772.59
Sortino Ratio4.013.73
Omega Ratio1.511.46
Calmar Ratio3.682.52
Martin Ratio16.3514.37
Ulcer Index1.76%2.03%
Daily Std Dev10.37%11.28%
Max Drawdown-60.57%-33.37%
Current Drawdown-2.86%-2.01%

Correlation

-0.50.00.51.00.9

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.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctober
9.42%
10.75%
FEQTX
SCHD

Compare stocks, funds, or ETFs

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


FEQTX vs. SCHD - Expense Ratio Comparison

FEQTX has a 0.58% expense ratio, which is higher than SCHD's 0.06% expense ratio.


FEQTX
Fidelity Equity Dividend Income Fund
Expense ratio chart for FEQTX: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
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

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.


FEQTX
Sharpe ratio
The chart of Sharpe ratio for FEQTX, currently valued at 2.77, compared to the broader market0.002.004.002.77
Sortino ratio
The chart of Sortino ratio for FEQTX, currently valued at 4.01, compared to the broader market0.005.0010.004.01
Omega ratio
The chart of Omega ratio for FEQTX, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for FEQTX, currently valued at 3.68, compared to the broader market0.005.0010.0015.0020.003.68
Martin ratio
The chart of Martin ratio for FEQTX, currently valued at 16.35, compared to the broader market0.0020.0040.0060.0080.0016.35
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.59, compared to the broader market0.002.004.002.59
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 2.52, compared to the broader market0.005.0010.0015.0020.002.52
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 14.37, compared to the broader market0.0020.0040.0060.0080.0014.37

FEQTX vs. SCHD - Sharpe Ratio Comparison

The current FEQTX Sharpe Ratio is 2.77, which is comparable to the SCHD Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of FEQTX 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctober
2.77
2.59
FEQTX
SCHD

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.


TTM20232022202120202019201820172016201520142013
FEQTX
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%
SCHD
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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctober
-2.86%
-2.01%
FEQTX
SCHD

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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JuneJulyAugustSeptemberOctober
2.73%
2.75%
FEQTX
SCHD