HLI vs. SCHD
Compare and contrast key facts about Houlihan Lokey, Inc. (HLI) and Schwab US Dividend Equity ETF (SCHD).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HLI or SCHD.
Key characteristics
| HLI | SCHD | |
|---|---|---|
| YTD Return | 57.48% | 17.07% |
| 1Y Return | 84.74% | 29.98% |
| 3Y Return (Ann) | 18.93% | 6.85% |
| 5Y Return (Ann) | 34.59% | 12.79% |
| Sharpe Ratio | 3.55 | 2.64 |
| Sortino Ratio | 4.96 | 3.81 |
| Omega Ratio | 1.57 | 1.47 |
| Calmar Ratio | 8.04 | 2.92 |
| Martin Ratio | 29.88 | 14.57 |
| Ulcer Index | 2.84% | 2.04% |
| Daily Std Dev | 23.95% | 11.26% |
| Max Drawdown | -36.57% | -33.37% |
| Current Drawdown | -1.78% | -0.86% |
Correlation
The correlation between HLI and SCHD is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HLI vs. SCHD - Performance Comparison
In the year-to-date period, HLI achieves a 57.48% return, which is significantly higher than SCHD's 17.07% 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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Risk-Adjusted Performance
HLI vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Houlihan Lokey, Inc. (HLI) 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
HLI vs. SCHD - Dividend Comparison
HLI's dividend yield for the trailing twelve months is around 1.20%, less than SCHD's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLI Houlihan Lokey, Inc. | 1.20% | 1.82% | 2.32% | 1.56% | 1.90% | 2.46% | 2.74% | 1.76% | 2.12% | 0.57% | 0.00% | 0.00% |
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
HLI vs. SCHD - Drawdown Comparison
The maximum HLI drawdown since its inception was -36.57%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HLI and SCHD. For additional features, visit the drawdowns tool.
Volatility
HLI vs. SCHD - Volatility Comparison
Houlihan Lokey, Inc. (HLI) has a higher volatility of 12.22% compared to Schwab US Dividend Equity ETF (SCHD) at 3.51%. This indicates that HLI'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.