KDVD vs. SCHM

Last updated Jun 25, 2026

KDVD (Keeley Dividend ETF) and SCHM (Schwab US Mid-Cap ETF) are both Mid Cap Blend Equities funds. KDVD is actively managed, while SCHM is passively managed. Their correlation of 0.81 suggests significant overlap in exposure. KDVD charges 0.00%/yr vs 0.04%/yr for SCHM.

Performance

KDVD vs. SCHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keeley Dividend ETF (KDVD) and Schwab US Mid-Cap ETF (SCHM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KDVD achieves a 14.03% return, which is significantly lower than SCHM's 19.35% return.

KDVD

• 1D: 0.93%
• 1M: 3.01%
• YTD: 14.03%
• 6M: 12.76%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHM

• 1D: 0.20%
• 1M: 3.08%
• YTD: 19.35%
• 6M: 16.97%
• 1Y: 30.22%
• 3Y*: 17.93%
• 5Y*: 7.93%
• 10Y*: 11.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KDVD vs. SCHM - Yearly Performance Comparison

	2026 (YTD)	2025
KDVD Keeley Dividend ETF	14.03%	-0.07%
SCHM Schwab US Mid-Cap ETF	19.35%	-0.35%

Correlation

The correlation between KDVD and SCHM is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 8, 2025	0.81

Return for Risk

KDVD vs. SCHM — Risk / Return Rank

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

KDVD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SCHM

SCHM Risk / Return Rank: 67
SCHM Sharpe Ratio Rank: 63
SCHM Sortino Ratio Rank: 64
SCHM Omega Ratio Rank: 59
SCHM Calmar Ratio Rank: 71
SCHM Martin Ratio Rank: 76

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.

KDVD vs. SCHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keeley Dividend ETF (KDVD) and Schwab US Mid-Cap ETF (SCHM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	KDVD	SCHM	Difference
Sharpe ratio: Return per unit of total volatility	—	1.87	—
Sortino ratio: Return per unit of downside risk	—	2.64	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	3.26	—
Martin ratio: Return relative to average drawdown	—	13.00	—

Drawdowns

KDVD vs. SCHM - Drawdown Comparison

The maximum KDVD drawdown since its inception was -10.98%, smaller than the maximum SCHM drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for KDVD and SCHM.

Drawdown Indicators

	KDVD	SCHM	Difference
Max Drawdown Largest peak-to-trough decline	-10.98%	-42.43%	+31.45%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.32%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.27%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.43%	—
Current Drawdown Current decline from peak	0.00%	-1.54%	+1.54%
Average Drawdown Average peak-to-trough decline	-2.74%	-5.64%	+2.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.33%	—

Volatility

Volatility by Period

	KDVD	SCHM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.74%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.58%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.88%	16.29%	-1.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.88%	19.66%	-4.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.88%	20.48%	-5.60%

KDVD vs. SCHM - Expense Ratio Comparison

KDVD has a 0.00% expense ratio, which is lower than SCHM's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

KDVD vs. SCHM - Dividend Comparison

KDVD's dividend yield for the trailing twelve months is around 0.69%, less than SCHM's 1.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KDVD Keeley Dividend ETF	0.69%	0.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHM Schwab US Mid-Cap ETF	1.22%	1.46%	1.43%	1.50%	1.67%	1.13%	1.31%	1.48%	1.56%	1.27%	1.51%	1.54%

Frequently Asked Questions

Can I hold both KDVD and SCHM in my portfolio?

KDVD and SCHM have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KDVD or SCHM?

On fees, KDVD is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KDVD or SCHM?

KDVD is cheaper with a 0.00% expense ratio, compared with 0.04% for SCHM.

Which ETF pays a higher dividend yield, KDVD or SCHM?

SCHM has the higher dividend yield at 1.22%, compared with 0.69% for KDVD.

What is the main difference between KDVD and SCHM?

They also come from different issuers: Gabelli and Charles Schwab. Their fees differ too: 0.00% for KDVD and 0.04% for SCHM.