FSCO vs. SCHD
FSCO (FS Credit Opportunities Corp.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 3 years, FSCO returned 14.91%/yr vs 13.38%/yr for SCHD. At a 0.23 correlation, their price movements are largely independent.
Performance
FSCO vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -17.20% return, which is significantly lower than SCHD's 17.13% return.
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
SCHD
- 1D
- -0.22%
- 1M
- -2.95%
- YTD
- 17.13%
- 6M
- 17.00%
- 1Y
- 23.94%
- 3Y*
- 13.38%
- 5Y*
- 9.07%
- 10Y*
- 12.48%
FSCO vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
SCHD Schwab U.S. Dividend Equity ETF | 17.13% | 4.34% | 11.66% | 4.54% | -0.89% |
Correlation
The correlation between FSCO and SCHD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.23 |
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Return for Risk
FSCO vs. SCHD — Risk / Return Rank
FSCO
SCHD
FSCO vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSCO | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.03 | ||
| Sortino ratioReturn per unit of downside risk | -4.38 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.39 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 5.27 | -5.91 |
| Martin ratioReturn relative to average drawdown | -1.26 | 12.86 | -14.12 |
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Drawdowns
FSCO vs. SCHD - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FSCO and SCHD.
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Drawdown Indicators
| FSCO | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -33.37% | -2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -4.61% | -30.92% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -16.13% | -19.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -27.71% | -2.95% | -24.76% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -3.31% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 1.89% | +16.04% |
Volatility
FSCO vs. SCHD - Volatility Comparison
FS Credit Opportunities Corp. (FSCO) has a higher volatility of 6.04% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that FSCO'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
| FSCO | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 3.58% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 7.75% | +14.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.39% | 11.07% | +16.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.18% | 14.38% | +13.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.18% | 16.73% | +11.45% |
Dividends
FSCO vs. SCHD - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.92%, more than SCHD's 3.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.31% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
FSCO and SCHD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.04%) compared to SCHD (3.58%). In terms of maximum drawdown, FSCO dropped -35.53% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.20 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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