HTDIX vs. SCHD
Compare and contrast key facts about Tactical Dividend and Momentum Fund (HTDIX) and Schwab US Dividend Equity ETF (SCHD).
HTDIX is managed by Hanlon. It was launched on Sep 8, 2015. 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: HTDIX or SCHD.
Key characteristics
| HTDIX | SCHD | |
|---|---|---|
| YTD Return | 20.64% | 17.07% |
| 1Y Return | 27.05% | 29.42% |
| 3Y Return (Ann) | -0.10% | 6.98% |
| 5Y Return (Ann) | 5.08% | 12.68% |
| Sharpe Ratio | 2.30 | 2.58 |
| Sortino Ratio | 3.10 | 3.73 |
| Omega Ratio | 1.43 | 1.46 |
| Calmar Ratio | 1.25 | 2.70 |
| Martin Ratio | 13.87 | 14.33 |
| Ulcer Index | 1.94% | 2.04% |
| Daily Std Dev | 11.72% | 11.31% |
| Max Drawdown | -27.10% | -33.37% |
| Current Drawdown | -0.29% | -0.45% |
Correlation
The correlation between HTDIX and SCHD is 0.68, 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
HTDIX vs. SCHD - Performance Comparison
In the year-to-date period, HTDIX achieves a 20.64% 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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HTDIX vs. SCHD - Expense Ratio Comparison
HTDIX has a 1.40% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
HTDIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tactical Dividend and Momentum Fund (HTDIX) 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
HTDIX vs. SCHD - Dividend Comparison
HTDIX's dividend yield for the trailing twelve months is around 1.59%, less than SCHD's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HTDIX Tactical Dividend and Momentum Fund | 1.59% | 1.92% | 0.00% | 0.00% | 0.00% | 0.69% | 0.36% | 0.65% | 1.29% | 0.34% | 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
HTDIX vs. SCHD - Drawdown Comparison
The maximum HTDIX drawdown since its inception was -27.10%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HTDIX and SCHD. For additional features, visit the drawdowns tool.
Volatility
HTDIX vs. SCHD - Volatility Comparison
Tactical Dividend and Momentum Fund (HTDIX) has a higher volatility of 3.93% compared to Schwab US Dividend Equity ETF (SCHD) at 3.58%. This indicates that HTDIX'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.