SCHD vs. GSFTX
Compare and contrast key facts about Schwab US Dividend Equity ETF (SCHD) and Columbia Dividend Income Fund (GSFTX).
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. GSFTX is managed by Columbia Threadneedle. It was launched on Mar 4, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHD or GSFTX.
Key characteristics
| SCHD | GSFTX | |
|---|---|---|
| YTD Return | 17.07% | 18.38% |
| 1Y Return | 29.42% | 28.06% |
| 3Y Return (Ann) | 6.98% | 8.54% |
| 5Y Return (Ann) | 12.68% | 11.96% |
| 10Y Return (Ann) | 11.66% | 11.23% |
| Sharpe Ratio | 2.58 | 2.93 |
| Sortino Ratio | 3.73 | 4.15 |
| Omega Ratio | 1.46 | 1.55 |
| Calmar Ratio | 2.70 | 4.73 |
| Martin Ratio | 14.33 | 19.46 |
| Ulcer Index | 2.04% | 1.44% |
| Daily Std Dev | 11.31% | 9.56% |
| Max Drawdown | -33.37% | -47.69% |
| Current Drawdown | -0.45% | -0.28% |
Correlation
The correlation between SCHD and GSFTX is 0.94, 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
SCHD vs. GSFTX - Performance Comparison
In the year-to-date period, SCHD achieves a 17.07% return, which is significantly lower than GSFTX's 18.38% return. Both investments have delivered pretty close results over the past 10 years, with SCHD having a 11.66% annualized return and GSFTX not far behind at 11.23%. 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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SCHD vs. GSFTX - Expense Ratio Comparison
SCHD has a 0.06% expense ratio, which is lower than GSFTX's 0.66% expense ratio.
Risk-Adjusted Performance
SCHD vs. GSFTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US Dividend Equity ETF (SCHD) and Columbia Dividend Income Fund (GSFTX). 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
SCHD vs. GSFTX - Dividend Comparison
SCHD's dividend yield for the trailing twelve months is around 3.38%, more than GSFTX's 1.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GSFTX Columbia Dividend Income Fund | 1.71% | 1.95% | 1.93% | 1.46% | 1.74% | 1.82% | 2.22% | 1.78% | 1.94% | 2.92% | 2.26% | 1.94% |
Drawdowns
SCHD vs. GSFTX - Drawdown Comparison
The maximum SCHD drawdown since its inception was -33.37%, smaller than the maximum GSFTX drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for SCHD and GSFTX. For additional features, visit the drawdowns tool.
Volatility
SCHD vs. GSFTX - Volatility Comparison
Schwab US Dividend Equity ETF (SCHD) has a higher volatility of 3.58% compared to Columbia Dividend Income Fund (GSFTX) at 3.36%. This indicates that SCHD's price experiences larger fluctuations and is considered to be riskier than GSFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.