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ILCV vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ILCV and SCHD is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

ILCV vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Value ETF (ILCV) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
293.88%
369.64%
ILCV
SCHD

Key characteristics

Sharpe Ratio

ILCV:

0.44

SCHD:

0.18

Sortino Ratio

ILCV:

0.71

SCHD:

0.35

Omega Ratio

ILCV:

1.10

SCHD:

1.05

Calmar Ratio

ILCV:

0.46

SCHD:

0.18

Martin Ratio

ILCV:

2.00

SCHD:

0.64

Ulcer Index

ILCV:

3.43%

SCHD:

4.44%

Daily Std Dev

ILCV:

15.76%

SCHD:

15.99%

Max Drawdown

ILCV:

-58.63%

SCHD:

-33.37%

Current Drawdown

ILCV:

-7.96%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, ILCV achieves a -3.12% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, ILCV has underperformed SCHD with an annualized return of 8.91%, while SCHD has yielded a comparatively higher 10.28% annualized return.


ILCV

YTD

-3.12%

1M

-4.62%

6M

-3.71%

1Y

7.25%

5Y*

13.43%

10Y*

8.91%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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ILCV vs. SCHD - Expense Ratio Comparison

ILCV has a 0.04% expense ratio, which is lower than SCHD's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%
Expense ratio chart for ILCV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ILCV: 0.04%

Risk-Adjusted Performance

ILCV vs. SCHD — Risk-Adjusted Performance Rank

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

ILCV
The Risk-Adjusted Performance Rank of ILCV is 5454
Overall Rank
The Sharpe Ratio Rank of ILCV is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of ILCV is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ILCV is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ILCV is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ILCV is 5959
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ILCV vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Value ETF (ILCV) 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.


The chart of Sharpe ratio for ILCV, currently valued at 0.44, compared to the broader market-1.000.001.002.003.004.00
ILCV: 0.44
SCHD: 0.18
The chart of Sortino ratio for ILCV, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.00
ILCV: 0.71
SCHD: 0.35
The chart of Omega ratio for ILCV, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
ILCV: 1.10
SCHD: 1.05
The chart of Calmar ratio for ILCV, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
ILCV: 0.46
SCHD: 0.18
The chart of Martin ratio for ILCV, currently valued at 2.00, compared to the broader market0.0020.0040.0060.00
ILCV: 2.00
SCHD: 0.64

The current ILCV Sharpe Ratio is 0.44, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of ILCV and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.44
0.18
ILCV
SCHD

Dividends

ILCV vs. SCHD - Dividend Comparison

ILCV's dividend yield for the trailing twelve months is around 2.11%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
ILCV
iShares Morningstar Value ETF
2.11%2.00%2.27%2.32%2.01%2.96%2.70%2.93%2.32%2.76%3.01%2.44%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

ILCV vs. SCHD - Drawdown Comparison

The maximum ILCV drawdown since its inception was -58.63%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ILCV and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.96%
-11.47%
ILCV
SCHD

Volatility

ILCV vs. SCHD - Volatility Comparison

iShares Morningstar Value ETF (ILCV) has a higher volatility of 11.87% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that ILCV'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.87%
11.20%
ILCV
SCHD