FOCSX vs. SCHD
Compare and contrast key facts about Fidelity Small Cap Growth K6 Fund (FOCSX) and Schwab US Dividend Equity ETF (SCHD).
FOCSX is managed by Fidelity. It was launched on May 25, 2017. 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: FOCSX or SCHD.
Key characteristics
| FOCSX | SCHD | |
|---|---|---|
| YTD Return | 28.49% | 17.47% |
| 1Y Return | 45.70% | 27.61% |
| 3Y Return (Ann) | 0.40% | 6.96% |
| 5Y Return (Ann) | 6.61% | 12.74% |
| Sharpe Ratio | 2.58 | 2.70 |
| Sortino Ratio | 3.44 | 3.89 |
| Omega Ratio | 1.42 | 1.48 |
| Calmar Ratio | 1.19 | 3.71 |
| Martin Ratio | 15.89 | 14.94 |
| Ulcer Index | 3.26% | 2.04% |
| Daily Std Dev | 20.04% | 11.25% |
| Max Drawdown | -51.13% | -33.37% |
| Current Drawdown | -16.97% | -0.51% |
Correlation
The correlation between FOCSX and SCHD is 0.68, 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
FOCSX vs. SCHD - Performance Comparison
In the year-to-date period, FOCSX achieves a 28.49% return, which is significantly higher than SCHD's 17.47% 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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FOCSX vs. SCHD - Expense Ratio Comparison
FOCSX has a 0.60% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
FOCSX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth K6 Fund (FOCSX) 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
FOCSX vs. SCHD - Dividend Comparison
FOCSX's dividend yield for the trailing twelve months is around 1.90%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOCSX Fidelity Small Cap Growth K6 Fund | 1.90% | 0.23% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 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
FOCSX vs. SCHD - Drawdown Comparison
The maximum FOCSX drawdown since its inception was -51.13%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FOCSX and SCHD. For additional features, visit the drawdowns tool.
Volatility
FOCSX vs. SCHD - Volatility Comparison
Fidelity Small Cap Growth K6 Fund (FOCSX) has a higher volatility of 6.04% compared to Schwab US Dividend Equity ETF (SCHD) at 3.49%. This indicates that FOCSX'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.