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

Correlation

The correlation between IVNQX and SCHD is 0.55, 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.


-0.50.00.51.00.5

Performance

IVNQX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq 100 Index Fund (IVNQX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
80.14%
62.52%
IVNQX
SCHD

Key characteristics

Sharpe Ratio

IVNQX:

1.59

SCHD:

1.20

Sortino Ratio

IVNQX:

2.13

SCHD:

1.76

Omega Ratio

IVNQX:

1.29

SCHD:

1.21

Calmar Ratio

IVNQX:

2.12

SCHD:

1.69

Martin Ratio

IVNQX:

7.59

SCHD:

5.86

Ulcer Index

IVNQX:

3.78%

SCHD:

2.30%

Daily Std Dev

IVNQX:

18.07%

SCHD:

11.25%

Max Drawdown

IVNQX:

-34.83%

SCHD:

-33.37%

Current Drawdown

IVNQX:

-3.65%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, IVNQX achieves a 26.65% return, which is significantly higher than SCHD's 11.54% return.


IVNQX

YTD

26.65%

1M

2.72%

6M

7.93%

1Y

27.16%

5Y*

N/A

10Y*

N/A

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IVNQX vs. SCHD - Expense Ratio Comparison

IVNQX has a 0.29% expense ratio, which is higher than SCHD's 0.06% expense ratio.


IVNQX
Invesco Nasdaq 100 Index Fund
Expense ratio chart for IVNQX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

IVNQX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq 100 Index Fund (IVNQX) 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.


Sharpe ratio
The chart of Sharpe ratio for IVNQX, currently valued at 1.59, compared to the broader market-1.000.001.002.003.004.001.591.20
The chart of Sortino ratio for IVNQX, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.002.131.76
The chart of Omega ratio for IVNQX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.21
The chart of Calmar ratio for IVNQX, currently valued at 2.12, compared to the broader market0.002.004.006.008.0010.0012.0014.002.121.69
The chart of Martin ratio for IVNQX, currently valued at 7.59, compared to the broader market0.0020.0040.0060.007.595.86
IVNQX
SCHD

The current IVNQX Sharpe Ratio is 1.59, which is higher than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of IVNQX 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.59
1.20
IVNQX
SCHD

Dividends

IVNQX vs. SCHD - Dividend Comparison

IVNQX's dividend yield for the trailing twelve months is around 0.37%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
IVNQX
Invesco Nasdaq 100 Index Fund
0.37%0.54%0.73%0.39%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

IVNQX vs. SCHD - Drawdown Comparison

The maximum IVNQX drawdown since its inception was -34.83%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IVNQX and SCHD. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.65%
-6.72%
IVNQX
SCHD

Volatility

IVNQX vs. SCHD - Volatility Comparison

Invesco Nasdaq 100 Index Fund (IVNQX) has a higher volatility of 5.43% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that IVNQX'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%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.43%
3.88%
IVNQX
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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