FTCS vs. SCHD
Compare and contrast key facts about First Trust Capital Strength ETF (FTCS) and Schwab US Dividend Equity ETF (SCHD).
FTCS and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTCS is a passively managed fund by First Trust that tracks the performance of the The NASDAQ Capital Strength Index. It was launched on Jul 6, 2006. 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. Both FTCS and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTCS or SCHD.
Key characteristics
| FTCS | SCHD | |
|---|---|---|
| YTD Return | 16.32% | 17.07% |
| 1Y Return | 24.53% | 29.98% |
| 3Y Return (Ann) | 5.71% | 6.85% |
| 5Y Return (Ann) | 10.94% | 12.79% |
| 10Y Return (Ann) | 11.01% | 11.62% |
| Sharpe Ratio | 2.76 | 2.64 |
| Sortino Ratio | 3.89 | 3.81 |
| Omega Ratio | 1.51 | 1.47 |
| Calmar Ratio | 2.65 | 2.92 |
| Martin Ratio | 14.73 | 14.57 |
| Ulcer Index | 1.66% | 2.04% |
| Daily Std Dev | 8.88% | 11.26% |
| Max Drawdown | -53.64% | -33.37% |
| Current Drawdown | -0.49% | -0.86% |
Correlation
The correlation between FTCS and SCHD is 0.85, 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.
Performance
FTCS vs. SCHD - Performance Comparison
The year-to-date returns for both investments are quite close, with FTCS having a 16.32% return and SCHD slightly higher at 17.07%. Over the past 10 years, FTCS has underperformed SCHD with an annualized return of 11.01%, while SCHD has yielded a comparatively higher 11.62% 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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FTCS vs. SCHD - Expense Ratio Comparison
FTCS has a 0.56% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
FTCS vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) 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
FTCS vs. SCHD - Dividend Comparison
FTCS's dividend yield for the trailing twelve months is around 1.30%, less than SCHD's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTCS First Trust Capital Strength ETF | 1.30% | 1.47% | 1.23% | 1.05% | 0.93% | 1.26% | 1.26% | 1.15% | 1.43% | 1.50% | 2.01% | 1.34% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
FTCS vs. SCHD - Drawdown Comparison
The maximum FTCS drawdown since its inception was -53.64%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FTCS and SCHD. For additional features, visit the drawdowns tool.
Volatility
FTCS vs. SCHD - Volatility Comparison
The current volatility for First Trust Capital Strength ETF (FTCS) is 3.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.51%. This indicates that FTCS experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.