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

Key characteristics


KNGSCHD
YTD Return11.94%17.47%
1Y Return19.12%27.61%
3Y Return (Ann)4.74%6.96%
5Y Return (Ann)8.91%12.74%
Sharpe Ratio2.362.70
Sortino Ratio3.343.89
Omega Ratio1.421.48
Calmar Ratio3.103.71
Martin Ratio11.2214.94
Ulcer Index1.93%2.04%
Daily Std Dev9.18%11.25%
Max Drawdown-35.12%-33.37%
Current Drawdown-1.47%-0.51%

Correlation

-0.50.00.51.00.9

The correlation between KNG and SCHD is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

KNG vs. SCHD - Performance Comparison

In the year-to-date period, KNG achieves a 11.94% return, which is significantly lower than SCHD's 17.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.60%
10.72%
KNG
SCHD

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KNG vs. SCHD - Expense Ratio Comparison

KNG has a 0.75% expense ratio, which is higher than SCHD's 0.06% expense ratio.


KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF
Expense ratio chart for KNG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
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

KNG vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) 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.


KNG
Sharpe ratio
The chart of Sharpe ratio for KNG, currently valued at 2.36, compared to the broader market-2.000.002.004.002.36
Sortino ratio
The chart of Sortino ratio for KNG, currently valued at 3.34, compared to the broader market-2.000.002.004.006.008.0010.0012.003.34
Omega ratio
The chart of Omega ratio for KNG, currently valued at 1.42, compared to the broader market1.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for KNG, currently valued at 3.10, compared to the broader market0.005.0010.0015.003.10
Martin ratio
The chart of Martin ratio for KNG, currently valued at 11.22, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.22
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.70, compared to the broader market-2.000.002.004.002.70
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 3.89, compared to the broader market-2.000.002.004.006.008.0010.0012.003.89
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.48, compared to the broader market1.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 3.71, compared to the broader market0.005.0010.0015.003.71
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 14.94, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.94

KNG vs. SCHD - Sharpe Ratio Comparison

The current KNG Sharpe Ratio is 2.36, which is comparable to the SCHD Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of KNG 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.36
2.70
KNG
SCHD

Dividends

KNG vs. SCHD - Dividend Comparison

KNG's dividend yield for the trailing twelve months is around 8.45%, more than SCHD's 3.37% yield.


TTM20232022202120202019201820172016201520142013
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF
8.45%5.91%4.01%3.45%3.62%4.09%3.46%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.37%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

KNG vs. SCHD - Drawdown Comparison

The maximum KNG drawdown since its inception was -35.12%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for KNG and SCHD. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.47%
-0.51%
KNG
SCHD

Volatility

KNG vs. SCHD - Volatility Comparison

The current volatility for FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) is 2.69%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.49%. This indicates that KNG experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JuneJulyAugustSeptemberOctoberNovember
2.69%
3.49%
KNG
SCHD