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HYGV vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGV vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYGV achieves a 1.68% return, which is significantly lower than SCHD's 17.72% return.


HYGV

1D
-0.10%
1M
0.59%
YTD
1.68%
6M
1.77%
1Y
6.27%
3Y*
8.59%
5Y*
3.36%
10Y*

SCHD

1D
0.41%
1M
-2.47%
YTD
17.72%
6M
17.25%
1Y
24.56%
3Y*
14.60%
5Y*
8.71%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGV vs. SCHD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
1.68%7.92%8.02%12.11%-12.60%5.93%8.01%15.76%-4.15%
SCHD
Schwab U.S. Dividend Equity ETF
17.72%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.74%

Correlation

The correlation between HYGV and SCHD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2018

0.60

Over the past year, the correlation between HYGV and SCHD has dropped to 0.39 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Return for Risk

HYGV vs. SCHD — Risk / Return Rank

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

HYGV
HYGV Risk / Return Rank: 5353
Overall Rank
HYGV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
HYGV Sortino Ratio Rank: 5555
Sortino Ratio Rank
HYGV Omega Ratio Rank: 5252
Omega Ratio Rank
HYGV Calmar Ratio Rank: 5050
Calmar Ratio Rank
HYGV Martin Ratio Rank: 6060
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 7777
Overall Rank
SCHD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8080
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7070
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9090
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7171
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.

HYGV vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) and Schwab U.S. 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HYGVSCHDDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

2.35

5.35

-3.00

Martin ratioReturn relative to average drawdown

10.10

12.94

-2.84

HYGV vs. SCHD - Sharpe Ratio Comparison

The current HYGV Sharpe Ratio is 1.62, which is comparable to the SCHD Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of HYGV and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HYGV vs. SCHD - Drawdown Comparison

The maximum HYGV drawdown since its inception was -23.47%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HYGV and SCHD.


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Drawdown Indicators


HYGVSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-23.47%

-33.37%

+9.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-4.61%

+1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-5.56%

-16.13%

+10.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-16.85%

-0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-0.27%

-2.47%

+2.20%

Average Drawdown

Average peak-to-trough decline

-3.30%

-3.31%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

1.90%

-1.28%

Volatility

HYGV vs. SCHD - Volatility Comparison

The current volatility for FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) is 1.04%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 3.58%. This indicates that HYGV experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGVSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

3.58%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

7.73%

-4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

11.07%

-7.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.60%

14.36%

-6.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.17%

16.71%

-7.54%

HYGV vs. SCHD - Expense Ratio Comparison

HYGV has a 0.37% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Dividends

HYGV vs. SCHD - Dividend Comparison

HYGV's dividend yield for the trailing twelve months is around 7.39%, more than SCHD's 3.30% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
7.39%7.48%8.20%8.77%7.64%6.07%6.18%7.95%5.63%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.30%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Frequently Asked Questions


HYGV and SCHD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHD has higher volatility (3.58%) compared to HYGV (1.04%). In terms of maximum drawdown, HYGV dropped -23.47% vs SCHD's -33.37%.

On 5-year performance, SCHD leads with 8.71% vs 3.36% for HYGV. On fees, SCHD is cheaper at 0.06% per year. On volatility, HYGV has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHD has performed better with a 8.71% return vs 3.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.37% for HYGV.

HYGV has the higher dividend yield at 7.39%, compared with 3.30% for SCHD.

HYGV is categorized as High Yield Bonds, while SCHD is Dividend. HYGV tracks Northern Trust High Yield Value-Scored US Corporate Bond Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Northern Trust and Charles Schwab. Their fees differ too: 0.37% for HYGV and 0.06% for SCHD.

SCHD currently has the higher Sharpe Ratio (2.23 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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