FGRTX vs. SCHD
Compare and contrast key facts about Fidelity Mega Cap Stock Fund (FGRTX) and Schwab US Dividend Equity ETF (SCHD).
FGRTX is managed by Fidelity. It was launched on Dec 28, 1998. 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: FGRTX or SCHD.
Performance
FGRTX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, FGRTX achieves a 26.53% return, which is significantly higher than SCHD's 15.93% return. Over the past 10 years, FGRTX has outperformed SCHD with an annualized return of 12.99%, while SCHD has yielded a comparatively lower 11.46% annualized return.
FGRTX
26.53%
0.73%
10.07%
33.66%
16.86%
12.99%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| FGRTX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.94 | 2.25 |
| Sortino Ratio | 3.97 | 3.25 |
| Omega Ratio | 1.56 | 1.39 |
| Calmar Ratio | 4.14 | 3.05 |
| Martin Ratio | 21.05 | 12.25 |
| Ulcer Index | 1.62% | 2.04% |
| Daily Std Dev | 11.55% | 11.09% |
| Max Drawdown | -57.06% | -33.37% |
| Current Drawdown | -1.92% | -1.82% |
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FGRTX vs. SCHD - Expense Ratio Comparison
FGRTX has a 0.61% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between FGRTX and SCHD is 0.87, 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
FGRTX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Mega Cap Stock Fund (FGRTX) 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
FGRTX vs. SCHD - Dividend Comparison
FGRTX's dividend yield for the trailing twelve months is around 0.96%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGRTX Fidelity Mega Cap Stock Fund | 0.96% | 1.06% | 1.34% | 1.76% | 2.87% | 2.01% | 2.22% | 1.57% | 1.48% | 4.07% | 5.39% | 3.20% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
FGRTX vs. SCHD - Drawdown Comparison
The maximum FGRTX drawdown since its inception was -57.06%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FGRTX and SCHD. For additional features, visit the drawdowns tool.
Volatility
FGRTX vs. SCHD - Volatility Comparison
Fidelity Mega Cap Stock Fund (FGRTX) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.60% and 3.55%, 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.