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SCHD vs. GSFTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHD and GSFTX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SCHD vs. GSFTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US Dividend Equity ETF (SCHD) and Columbia Dividend Income Fund (GSFTX). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
369.64%
229.07%
SCHD
GSFTX

Key characteristics

Sharpe Ratio

SCHD:

0.18

GSFTX:

0.19

Sortino Ratio

SCHD:

0.35

GSFTX:

0.35

Omega Ratio

SCHD:

1.05

GSFTX:

1.05

Calmar Ratio

SCHD:

0.18

GSFTX:

0.18

Martin Ratio

SCHD:

0.64

GSFTX:

0.59

Ulcer Index

SCHD:

4.44%

GSFTX:

4.69%

Daily Std Dev

SCHD:

15.99%

GSFTX:

14.95%

Max Drawdown

SCHD:

-33.37%

GSFTX:

-48.23%

Current Drawdown

SCHD:

-11.47%

GSFTX:

-10.28%

Returns By Period

In the year-to-date period, SCHD achieves a -5.19% return, which is significantly lower than GSFTX's -1.91% return. Over the past 10 years, SCHD has outperformed GSFTX with an annualized return of 10.28%, while GSFTX has yielded a comparatively lower 7.44% annualized return.


SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

GSFTX

YTD

-1.91%

1M

-4.45%

6M

-6.57%

1Y

2.60%

5Y*

10.83%

10Y*

7.44%

*Annualized

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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.


Expense ratio chart for GSFTX: current value is 0.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSFTX: 0.66%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

SCHD vs. GSFTX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank

GSFTX
The Risk-Adjusted Performance Rank of GSFTX is 3333
Overall Rank
The Sharpe Ratio Rank of GSFTX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of GSFTX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of GSFTX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of GSFTX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of GSFTX is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SCHD, currently valued at 0.18, compared to the broader market-1.000.001.002.003.004.00
SCHD: 0.18
GSFTX: 0.19
The chart of Sortino ratio for SCHD, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.00
SCHD: 0.35
GSFTX: 0.35
The chart of Omega ratio for SCHD, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
SCHD: 1.05
GSFTX: 1.05
The chart of Calmar ratio for SCHD, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.00
SCHD: 0.18
GSFTX: 0.18
The chart of Martin ratio for SCHD, currently valued at 0.64, compared to the broader market0.0020.0040.0060.00
SCHD: 0.64
GSFTX: 0.59

The current SCHD Sharpe Ratio is 0.18, which is comparable to the GSFTX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of SCHD and GSFTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.18
0.19
SCHD
GSFTX

Dividends

SCHD vs. GSFTX - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 4.05%, more than GSFTX's 1.86% yield.


TTM20242023202220212020201920182017201620152014
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
GSFTX
Columbia Dividend Income Fund
1.86%1.82%1.95%1.93%1.46%1.74%1.82%2.22%1.78%1.94%2.92%2.26%

Drawdowns

SCHD vs. GSFTX - Drawdown Comparison

The maximum SCHD drawdown since its inception was -33.37%, smaller than the maximum GSFTX drawdown of -48.23%. Use the drawdown chart below to compare losses from any high point for SCHD and GSFTX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.47%
-10.28%
SCHD
GSFTX

Volatility

SCHD vs. GSFTX - Volatility Comparison

Schwab US Dividend Equity ETF (SCHD) has a higher volatility of 11.20% compared to Columbia Dividend Income Fund (GSFTX) at 10.48%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.20%
10.48%
SCHD
GSFTX