FKASX vs. SCHD
Compare and contrast key facts about Federated Hermes Kaufmann Small Cap Fund (FKASX) and Schwab US Dividend Equity ETF (SCHD).
FKASX is managed by Federated. It was launched on Dec 18, 2002. 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: FKASX or SCHD.
Key characteristics
| FKASX | SCHD | |
|---|---|---|
| YTD Return | 15.34% | 17.47% |
| 1Y Return | 27.24% | 27.61% |
| 3Y Return (Ann) | -9.24% | 6.96% |
| 5Y Return (Ann) | 5.35% | 12.74% |
| 10Y Return (Ann) | 6.33% | 11.66% |
| Sharpe Ratio | 1.71 | 2.70 |
| Sortino Ratio | 2.39 | 3.89 |
| Omega Ratio | 1.30 | 1.48 |
| Calmar Ratio | 0.75 | 3.71 |
| Martin Ratio | 9.57 | 14.94 |
| Ulcer Index | 3.37% | 2.04% |
| Daily Std Dev | 18.86% | 11.25% |
| Max Drawdown | -61.47% | -33.37% |
| Current Drawdown | -26.86% | -0.51% |
Correlation
The correlation between FKASX and SCHD is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FKASX vs. SCHD - Performance Comparison
In the year-to-date period, FKASX achieves a 15.34% return, which is significantly lower than SCHD's 17.47% return. Over the past 10 years, FKASX has underperformed SCHD with an annualized return of 6.33%, while SCHD has yielded a comparatively higher 11.66% 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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FKASX vs. SCHD - Expense Ratio Comparison
FKASX has a 1.36% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
FKASX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Kaufmann Small Cap Fund (FKASX) 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
FKASX vs. SCHD - Dividend Comparison
FKASX has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.37%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FKASX Federated Hermes Kaufmann Small Cap Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
FKASX vs. SCHD - Drawdown Comparison
The maximum FKASX drawdown since its inception was -61.47%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FKASX and SCHD. For additional features, visit the drawdowns tool.
Volatility
FKASX vs. SCHD - Volatility Comparison
Federated Hermes Kaufmann Small Cap Fund (FKASX) has a higher volatility of 4.61% compared to Schwab US Dividend Equity ETF (SCHD) at 3.49%. This indicates that FKASX'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.