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JXN vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JXN vs. SCHD

Last updated Jun 5, 2026

JXN (Jackson Financial Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 3 years, JXN returned 59.88%/yr vs 15.59%/yr for SCHD. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

JXN vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jackson Financial Inc. (JXN) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JXN achieves a 0.22% return, which is significantly lower than SCHD's 19.82% return.

JXN

1D
1.52%
1M
-2.30%
YTD
0.22%
6M
8.90%
1Y
32.78%
3Y*
59.88%
5Y*
—
10Y*
—

SCHD

1D
0.68%
1M
2.84%
YTD
19.82%
6M
19.65%
1Y
28.76%
3Y*
15.59%
5Y*
8.50%
10Y*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JXN vs. SCHD - Yearly Performance Comparison

2026 (YTD)20252024202320222021
JXN
Jackson Financial Inc.		0.22%26.93%76.45%57.22%-11.54%34.86%
SCHD
Schwab U.S. Dividend Equity ETF		19.82%4.34%11.66%4.54%-3.26%6.18%

Correlation

The correlation between JXN and SCHD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2021

0.54

The correlation between JXN and SCHD shifts across timeframes, from 0.40 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

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Jackson Financial Inc.

Schwab U.S. Dividend Equity ETF

Often compared with JXN:
JXN vs. AOSJXN vs. OSCRJXN vs. ACREJXN vs. BMAJXN vs. GSLJXN vs. FGJXN vs. JEF
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

JXN vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JXN
JXN Risk / Return Rank: 7070
Overall Rank
JXN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JXN Sortino Ratio Rank: 6666
Sortino Ratio Rank
JXN Omega Ratio Rank: 6464
Omega Ratio Rank
JXN Calmar Ratio Rank: 7575
Calmar Ratio Rank
JXN Martin Ratio Rank: 7474
Martin Ratio Rank
SCHD
SCHD Risk / Return Rank: 8585
Overall Rank
SCHD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8989
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8080
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JXN vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jackson Financial Inc. (JXN) and Schwab U.S. 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.

JXNSCHDDifference
Sharpe ratioReturn per unit of total volatility
1.04
2.64

-1.61

Sortino ratioReturn per unit of downside risk
1.50
4.08

-2.58

Omega ratioGain probability vs. loss probability

1.19

1.47

-0.29

Calmar ratioReturn relative to maximum drawdown

2.02

6.26

-4.24

Martin ratioReturn relative to average drawdown

4.68

15.38

-10.70

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JXN vs. SCHD - Sharpe Ratio Comparison

The current JXN Sharpe Ratio is 1.04, which is lower than the SCHD Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of JXN and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

JXNSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

2.64

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.59

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.86

-0.06

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.

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Drawdown Indicators

JXNSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-48.34%

-33.37%

-14.97%

Max Drawdown (1Y)

Largest decline over 1 year

-16.31%

-4.61%

-11.70%

Max Drawdown (3Y)

Largest decline over 3 years

-37.09%

-16.13%

-20.96%

Max Drawdown (5Y)

Largest decline over 5 years

—

-16.85%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.37%

—

Current Drawdown

Current decline from peak

-12.54%

-0.73%

-11.81%

Average Drawdown

Average peak-to-trough decline

-15.11%

-3.32%

-11.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.02%

1.87%

+5.15%

Volatility

JXN vs. SCHD - Volatility Comparison

Jackson Financial Inc. (JXN) has a higher volatility of 10.96% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.69%. 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.

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Volatility by Period

JXNSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.96%

2.69%

+8.27%

Volatility (6M)

Calculated over the trailing 6-month period

23.37%

7.65%

+15.72%

Volatility (1Y)

Calculated over the trailing 1-year period

31.86%

10.95%

+20.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.05%

14.38%

+29.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.05%

16.71%

+27.34%

Dividends

JXN vs. SCHD - Dividend Comparison

JXN's dividend yield for the trailing twelve months is around 3.11%, less than SCHD's 3.24% yield.

PositionTTM20252024202320222021202020192018201720162015
JXN
Jackson Financial Inc.		3.11%3.00%3.22%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF		3.24%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Frequently Asked Questions

JXN and SCHD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JXN has higher volatility (10.96%) compared to SCHD (2.69%). In terms of maximum drawdown, JXN dropped -48.34% vs SCHD's -33.37%.

SCHD currently has the higher Sharpe Ratio (2.64 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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