FFC vs. SCHD
Compare and contrast key facts about Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and Schwab U.S. 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.
Performance
FFC vs. SCHD - Performance Comparison
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FFC vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFC Flaherty & Crumrine Preferred Securities Income Fund Inc. | -4.42% | 14.30% | 20.06% | -0.28% | -25.21% | -0.81% | 15.93% | 38.76% | -11.89% | 16.63% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, FFC achieves a -4.42% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, FFC has underperformed SCHD with an annualized return of 4.69%, while SCHD has yielded a comparatively higher 12.31% annualized return.
FFC
- 1D
- 3.20%
- 1M
- -5.91%
- YTD
- -4.42%
- 6M
- -4.70%
- 1Y
- 4.69%
- 3Y*
- 11.71%
- 5Y*
- -1.02%
- 10Y*
- 4.69%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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Return for Risk
FFC vs. SCHD — Risk / Return Rank
FFC
SCHD
FFC vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and Schwab U.S. 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.
| FFC | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 0.89 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.35 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.19 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.19 | -0.74 |
Martin ratioReturn relative to average drawdown | 1.69 | 3.99 | -2.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFC | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.89 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.59 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.74 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.84 | -0.59 |
Correlation
The correlation between FFC and SCHD is 0.32, 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.
Dividends
FFC vs. SCHD - Dividend Comparison
FFC's dividend yield for the trailing twelve months is around 7.71%, more than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFC Flaherty & Crumrine Preferred Securities Income Fund Inc. | 7.71% | 7.08% | 6.97% | 7.54% | 9.11% | 7.03% | 6.18% | 6.27% | 8.21% | 7.29% | 8.62% | 8.14% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
FFC vs. SCHD - Drawdown Comparison
The maximum FFC drawdown since its inception was -77.72%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FFC and SCHD.
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Drawdown Indicators
| FFC | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.72% | -33.37% | -44.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -12.74% | +2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -39.57% | -16.85% | -22.72% |
Max Drawdown (10Y)Largest decline over 10 years | -54.06% | -33.37% | -20.69% |
Current DrawdownCurrent decline from peak | -7.25% | -2.89% | -4.36% |
Average DrawdownAverage peak-to-trough decline | -10.70% | -3.34% | -7.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 3.89% | -1.12% |
Volatility
FFC vs. SCHD - Volatility Comparison
Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) has a higher volatility of 5.80% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that FFC's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFC | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 2.40% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 7.96% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.74% | 15.74% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 14.40% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.75% | 16.70% | +6.05% |