FGRIX vs. SCHD
Compare and contrast key facts about Fidelity Growth & Income Portfolio (FGRIX) and Schwab US Dividend Equity ETF (SCHD).
FGRIX is managed by Fidelity. It was launched on Dec 30, 1985. 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: FGRIX or SCHD.
Performance
FGRIX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, FGRIX achieves a 20.87% return, which is significantly higher than SCHD's 16.26% return. Over the past 10 years, FGRIX has underperformed SCHD with an annualized return of 9.80%, while SCHD has yielded a comparatively higher 11.40% annualized return.
FGRIX
20.87%
1.27%
7.20%
26.15%
11.42%
9.80%
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| FGRIX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.31 | 2.27 |
| Sortino Ratio | 3.17 | 3.27 |
| Omega Ratio | 1.44 | 1.40 |
| Calmar Ratio | 3.68 | 3.34 |
| Martin Ratio | 14.77 | 12.25 |
| Ulcer Index | 1.75% | 2.05% |
| Daily Std Dev | 11.17% | 11.06% |
| Max Drawdown | -66.71% | -33.37% |
| Current Drawdown | -1.19% | -1.54% |
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FGRIX vs. SCHD - Expense Ratio Comparison
FGRIX has a 0.57% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between FGRIX and SCHD is 0.89, 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.
Risk-Adjusted Performance
FGRIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth & Income Portfolio (FGRIX) 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
FGRIX vs. SCHD - Dividend Comparison
FGRIX's dividend yield for the trailing twelve months is around 1.35%, less than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGRIX Fidelity Growth & Income Portfolio | 1.35% | 1.60% | 1.68% | 2.07% | 1.89% | 1.77% | 2.13% | 1.52% | 1.80% | 2.04% | 1.72% | 1.62% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
FGRIX vs. SCHD - Drawdown Comparison
The maximum FGRIX drawdown since its inception was -66.71%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FGRIX and SCHD. For additional features, visit the drawdowns tool.
Volatility
FGRIX vs. SCHD - Volatility Comparison
Fidelity Growth & Income Portfolio (FGRIX) has a higher volatility of 3.60% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that FGRIX'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.