JXN vs. SCHD
Compare and contrast key facts about Jackson Financial Inc. (JXN) and Schwab US Dividend Equity ETF (SCHD).
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: JXN or SCHD.
Key characteristics
| JXN | SCHD | |
|---|---|---|
| YTD Return | 49.96% | 6.10% |
| 1Y Return | 183.74% | 20.12% |
| Sharpe Ratio | 5.11 | 1.64 |
| Daily Std Dev | 34.49% | 11.22% |
| Max Drawdown | -48.34% | -33.37% |
| Current Drawdown | -3.53% | -0.60% |
Correlation
The correlation between JXN and SCHD is 0.58, 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
JXN vs. SCHD - Performance Comparison
In the year-to-date period, JXN achieves a 49.96% return, which is significantly higher than SCHD's 6.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
JXN vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jackson Financial Inc. (JXN) 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
JXN vs. SCHD - Dividend Comparison
JXN's dividend yield for the trailing twelve months is around 3.37%, more than SCHD's 3.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JXN Jackson Financial Inc. | 3.37% | 4.84% | 6.32% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.33% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
JXN vs. SCHD - Drawdown Comparison
The maximum JXN drawdown since its inception was -48.34%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JXN and SCHD. For additional features, visit the drawdowns tool.
Volatility
JXN vs. SCHD - Volatility Comparison
Jackson Financial Inc. (JXN) has a higher volatility of 10.01% compared to Schwab US Dividend Equity ETF (SCHD) at 2.48%. This indicates that JXN'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.