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HHDVX vs. SCHV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHDVX vs. SCHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hamlin High Dividend Equity Fund (HHDVX) and Schwab U.S. Large-Cap Value ETF (SCHV). The values are adjusted to include any dividend payments, if applicable.

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HHDVX vs. SCHV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HHDVX
Hamlin High Dividend Equity Fund
0.61%7.83%23.92%13.34%-4.85%30.88%4.39%21.84%-7.91%13.55%
SCHV
Schwab U.S. Large-Cap Value ETF
3.89%16.02%14.13%8.93%-7.65%25.58%2.64%25.92%-7.30%16.56%

Returns By Period

In the year-to-date period, HHDVX achieves a 0.61% return, which is significantly lower than SCHV's 3.89% return. Both investments have delivered pretty close results over the past 10 years, with HHDVX having a 10.65% annualized return and SCHV not far behind at 10.62%.


HHDVX

1D
1.15%
1M
-5.71%
YTD
0.61%
6M
1.03%
1Y
7.96%
3Y*
14.04%
5Y*
10.85%
10Y*
10.65%

SCHV

1D
0.39%
1M
-4.32%
YTD
3.89%
6M
6.05%
1Y
17.64%
3Y*
14.46%
5Y*
9.37%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HHDVX vs. SCHV - Expense Ratio Comparison

HHDVX has a 1.15% expense ratio, which is higher than SCHV's 0.04% expense ratio.


Return for Risk

HHDVX vs. SCHV — Risk / Return Rank

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

HHDVX
HHDVX Risk / Return Rank: 2020
Overall Rank
HHDVX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HHDVX Sortino Ratio Rank: 1717
Sortino Ratio Rank
HHDVX Omega Ratio Rank: 1717
Omega Ratio Rank
HHDVX Calmar Ratio Rank: 2424
Calmar Ratio Rank
HHDVX Martin Ratio Rank: 2727
Martin Ratio Rank

SCHV
SCHV Risk / Return Rank: 6262
Overall Rank
SCHV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SCHV Sortino Ratio Rank: 6161
Sortino Ratio Rank
SCHV Omega Ratio Rank: 6565
Omega Ratio Rank
SCHV Calmar Ratio Rank: 5555
Calmar Ratio Rank
SCHV Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HHDVX vs. SCHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamlin High Dividend Equity Fund (HHDVX) and Schwab U.S. Large-Cap Value ETF (SCHV). 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.


HHDVXSCHVDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.15

-0.62

Sortino ratio

Return per unit of downside risk

0.85

1.64

-0.78

Omega ratio

Gain probability vs. loss probability

1.12

1.25

-0.13

Calmar ratio

Return relative to maximum drawdown

0.81

1.48

-0.66

Martin ratio

Return relative to average drawdown

3.28

6.91

-3.63

HHDVX vs. SCHV - Sharpe Ratio Comparison

The current HHDVX Sharpe Ratio is 0.53, which is lower than the SCHV Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of HHDVX and SCHV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HHDVXSCHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.15

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.65

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.63

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.68

+0.01

Correlation

The correlation between HHDVX and SCHV is 0.93, 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.


Dividends

HHDVX vs. SCHV - Dividend Comparison

HHDVX's dividend yield for the trailing twelve months is around 4.26%, more than SCHV's 1.96% yield.


TTM20252024202320222021202020192018201720162015
HHDVX
Hamlin High Dividend Equity Fund
4.26%4.28%9.40%1.84%2.88%4.11%2.99%2.52%8.93%1.76%2.36%2.57%
SCHV
Schwab U.S. Large-Cap Value ETF
1.96%2.02%2.25%2.42%2.37%1.93%3.03%3.02%3.05%2.37%2.65%2.69%

Drawdowns

HHDVX vs. SCHV - Drawdown Comparison

The maximum HHDVX drawdown since its inception was -36.13%, roughly equal to the maximum SCHV drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for HHDVX and SCHV.


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Drawdown Indicators


HHDVXSCHVDifference

Max Drawdown

Largest peak-to-trough decline

-36.13%

-37.08%

+0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-11.93%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

-19.78%

+3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.13%

-37.08%

+0.95%

Current Drawdown

Current decline from peak

-6.01%

-4.58%

-1.43%

Average Drawdown

Average peak-to-trough decline

-3.66%

-3.86%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.55%

+0.23%

Volatility

HHDVX vs. SCHV - Volatility Comparison

The current volatility for Hamlin High Dividend Equity Fund (HHDVX) is 3.47%, while Schwab U.S. Large-Cap Value ETF (SCHV) has a volatility of 4.13%. This indicates that HHDVX experiences smaller price fluctuations and is considered to be less risky than SCHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HHDVXSCHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

4.13%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

8.08%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

15.42%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

14.48%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

16.91%

-0.39%