IHDG vs. SWPPX
Compare and contrast key facts about WisdomTree International Hedged Dividend Growth Fund (IHDG) and Schwab S&P 500 Index Fund (SWPPX).
IHDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Hedged Dividend Growth Index. It was launched on May 7, 2014. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IHDG or SWPPX.
Performance
IHDG vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, IHDG achieves a 5.48% return, which is significantly lower than SWPPX's 26.21% return. Over the past 10 years, IHDG has underperformed SWPPX with an annualized return of 8.95%, while SWPPX has yielded a comparatively higher 13.15% annualized return.
IHDG
5.48%
-3.19%
-4.15%
10.30%
9.09%
8.95%
SWPPX
26.21%
1.78%
13.65%
32.35%
15.69%
13.15%
Key characteristics
| IHDG | SWPPX | |
|---|---|---|
| Sharpe Ratio | 0.94 | 2.67 |
| Sortino Ratio | 1.34 | 3.56 |
| Omega Ratio | 1.17 | 1.50 |
| Calmar Ratio | 1.17 | 3.89 |
| Martin Ratio | 3.87 | 17.43 |
| Ulcer Index | 2.81% | 1.89% |
| Daily Std Dev | 11.59% | 12.31% |
| Max Drawdown | -29.24% | -55.06% |
| Current Drawdown | -6.43% | -0.82% |
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IHDG vs. SWPPX - Expense Ratio Comparison
IHDG has a 0.58% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between IHDG and SWPPX is 0.77, 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.
Risk-Adjusted Performance
IHDG vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Hedged Dividend Growth Fund (IHDG) and Schwab S&P 500 Index Fund (SWPPX). 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
IHDG vs. SWPPX - Dividend Comparison
IHDG's dividend yield for the trailing twelve months is around 1.75%, more than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.75% | 1.70% | 13.79% | 2.77% | 1.95% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% | 3.86% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
IHDG vs. SWPPX - Drawdown Comparison
The maximum IHDG drawdown since its inception was -29.24%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for IHDG and SWPPX. For additional features, visit the drawdowns tool.
Volatility
IHDG vs. SWPPX - Volatility Comparison
The current volatility for WisdomTree International Hedged Dividend Growth Fund (IHDG) is 3.09%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 3.96%. This indicates that IHDG experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.