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

Correlation

The correlation between ITDF and SCHD is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ITDF vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2050 ETF (ITDF) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
28.91%
16.53%
ITDF
SCHD

Key characteristics

Sharpe Ratio

ITDF:

0.64

SCHD:

0.23

Sortino Ratio

ITDF:

1.01

SCHD:

0.43

Omega Ratio

ITDF:

1.14

SCHD:

1.06

Calmar Ratio

ITDF:

0.69

SCHD:

0.23

Martin Ratio

ITDF:

3.14

SCHD:

0.84

Ulcer Index

ITDF:

3.46%

SCHD:

4.38%

Daily Std Dev

ITDF:

16.81%

SCHD:

15.99%

Max Drawdown

ITDF:

-15.67%

SCHD:

-33.37%

Current Drawdown

ITDF:

-6.54%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, ITDF achieves a -1.72% return, which is significantly higher than SCHD's -5.04% return.


ITDF

YTD

-1.72%

1M

-3.46%

6M

-2.22%

1Y

9.59%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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ITDF vs. SCHD - Expense Ratio Comparison

ITDF has a 0.11% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, 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 ITDF: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ITDF: 0.11%
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%

Risk-Adjusted Performance

ITDF vs. SCHD — Risk-Adjusted Performance Rank

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

ITDF
The Risk-Adjusted Performance Rank of ITDF is 7070
Overall Rank
The Sharpe Ratio Rank of ITDF is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDF is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ITDF is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ITDF is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ITDF is 7575
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
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.

ITDF vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2050 ETF (ITDF) 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 ITDF, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.00
ITDF: 0.64
SCHD: 0.23
The chart of Sortino ratio for ITDF, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.00
ITDF: 1.01
SCHD: 0.43
The chart of Omega ratio for ITDF, currently valued at 1.14, compared to the broader market0.501.001.502.00
ITDF: 1.14
SCHD: 1.06
The chart of Calmar ratio for ITDF, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.00
ITDF: 0.69
SCHD: 0.23
The chart of Martin ratio for ITDF, currently valued at 3.14, compared to the broader market0.0020.0040.0060.00
ITDF: 3.14
SCHD: 0.84

The current ITDF Sharpe Ratio is 0.64, which is higher than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of ITDF 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.64
0.23
ITDF
SCHD

Dividends

ITDF vs. SCHD - Dividend Comparison

ITDF's dividend yield for the trailing twelve months is around 1.58%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
ITDF
Ishares Lifepath Target Date 2050 ETF
1.58%1.55%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

ITDF vs. SCHD - Drawdown Comparison

The maximum ITDF drawdown since its inception was -15.67%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ITDF and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.54%
-11.33%
ITDF
SCHD

Volatility

ITDF vs. SCHD - Volatility Comparison

Ishares Lifepath Target Date 2050 ETF (ITDF) has a higher volatility of 12.02% compared to Schwab US Dividend Equity ETF (SCHD) at 11.25%. This indicates that ITDF'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
12.02%
11.25%
ITDF
SCHD