FSK vs. SCHD
FSK (FS KKR Capital 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 10 years, FSK returned 1.95%/yr vs 12.76%/yr for SCHD. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
FSK vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, FSK achieves a -22.09% return, which is significantly lower than SCHD's 24.03% return. Over the past 10 years, FSK has underperformed SCHD with an annualized return of 1.95%, while SCHD has yielded a comparatively higher 12.76% annualized return.
FSK
- 1D
- 0.09%
- 1M
- 1.34%
- 6M
- -16.33%
- YTD
- -22.09%
- 1Y
- -38.57%
- 3Y*
- -6.06%
- 5Y*
- 0.88%
- 10Y*
- 1.95%
- ALL TIME*
- 2.91%
SCHD
- 1D
- 0.18%
- 1M
- 3.33%
- 6M
- 14.09%
- YTD
- 24.03%
- 1Y
- 31.54%
- 3Y*
- 14.19%
- 5Y*
- 9.54%
- 10Y*
- 12.76%
- ALL TIME*
- 13.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.70M | $25.56M | $32.14M | |
| $786.88M | $715.86M | $685.58M |
FSK vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | -22.09% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
SCHD Schwab U.S. Dividend Equity ETF | 24.03% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between FSK and SCHD is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.45 |
Over the past year, the correlation between FSK and SCHD has dropped to 0.22 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
FSK vs. SCHD — Risk / Return Rank
FSK
SCHD
FSK vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) 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.
| FSK | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.08 | ||
| Sortino ratioReturn per unit of downside risk | -6.18 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.51 | -0.74 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 6.74 | -7.60 |
| Martin ratioReturn relative to average drawdown | -1.29 | 17.01 | -18.30 |
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Drawdowns
FSK vs. SCHD - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FSK and SCHD.
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Drawdown Indicators
| FSK | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.20% | -33.37% | -33.83% |
Max Drawdown (1Y)Largest decline over 1 year | -46.28% | -4.61% | -41.67% |
Max Drawdown (3Y)Largest decline over 3 years | -51.03% | -16.13% | -34.90% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | -16.85% | -34.18% |
Max Drawdown (10Y)Largest decline over 10 years | -67.20% | -33.37% | -33.83% |
Current DrawdownCurrent decline from peak | -44.01% | -1.24% | -42.77% |
Average DrawdownAverage peak-to-trough decline | -13.86% | -3.30% | -10.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.10% | 1.82% | +30.28% |
Volatility
FSK vs. SCHD - Volatility Comparison
FS KKR Capital Corp. (FSK) has a higher volatility of 6.81% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. This indicates that FSK'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
| FSK | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 4.11% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 27.21% | 8.11% | +19.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.46% | 11.13% | +20.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.26% | 14.39% | +9.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.99% | 16.72% | +11.27% |
Dividends
FSK vs. SCHD - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 21.76%, more than SCHD's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | 21.76% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
SCHD Schwab U.S. Dividend Equity ETF | 3.13% | 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
FSK and SCHD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSK has higher volatility (6.81%) compared to SCHD (4.11%). In terms of maximum drawdown, FSK dropped -67.20% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.81 vs -1.27), 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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