JPEF vs. SCHD
Compare and contrast key facts about JPMorgan Equity Focus ETF (JPEF) and Schwab US Dividend Equity ETF (SCHD).
JPEF and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPEF is an actively managed fund by JPMorgan. It was launched on Jul 29, 2011. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPEF or SCHD.
Key characteristics
| JPEF | SCHD | |
|---|---|---|
| YTD Return | 30.79% | 17.07% |
| 1Y Return | 41.46% | 29.98% |
| Sharpe Ratio | 3.20 | 2.64 |
| Sortino Ratio | 4.32 | 3.81 |
| Omega Ratio | 1.60 | 1.47 |
| Calmar Ratio | 4.95 | 2.92 |
| Martin Ratio | 21.98 | 14.57 |
| Ulcer Index | 1.89% | 2.04% |
| Daily Std Dev | 12.95% | 11.26% |
| Max Drawdown | -9.38% | -33.37% |
| Current Drawdown | -0.19% | -0.86% |
Correlation
The correlation between JPEF and SCHD is 0.63, 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.
Performance
JPEF vs. SCHD - Performance Comparison
In the year-to-date period, JPEF achieves a 30.79% return, which is significantly higher than SCHD's 17.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JPEF vs. SCHD - Expense Ratio Comparison
JPEF has a 0.50% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
JPEF vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Focus ETF (JPEF) 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.
Dividends
JPEF vs. SCHD - Dividend Comparison
JPEF's dividend yield for the trailing twelve months is around 0.30%, less than SCHD's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPEF JPMorgan Equity Focus ETF | 0.30% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
JPEF vs. SCHD - Drawdown Comparison
The maximum JPEF drawdown since its inception was -9.38%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JPEF and SCHD. For additional features, visit the drawdowns tool.
Volatility
JPEF vs. SCHD - Volatility Comparison
JPMorgan Equity Focus ETF (JPEF) has a higher volatility of 4.49% compared to Schwab US Dividend Equity ETF (SCHD) at 3.51%. This indicates that JPEF'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.