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

Key characteristics


KVLESCHD
YTD Return4.79%6.21%
1Y Return14.46%16.75%
3Y Return (Ann)7.64%6.45%
Sharpe Ratio1.281.47
Daily Std Dev11.34%11.53%
Max Drawdown-18.38%-33.37%
Current Drawdown-0.44%0.00%

Correlation

0.89
-1.001.00

The correlation between KVLE and SCHD is 0.89, 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

KVLE vs. SCHD - Performance Comparison

In the year-to-date period, KVLE achieves a 4.79% return, which is significantly lower than SCHD's 6.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


15.00%20.00%25.00%30.00%35.00%40.00%OctoberNovemberDecember2024FebruaryMarch
41.27%
40.21%
KVLE
SCHD

Compare stocks, funds, or ETFs


KFA Value Liner Dynamic Core Equity Index ETF

Schwab US Dividend Equity ETF

KVLE vs. SCHD - Expense Ratio Comparison

KVLE has a 0.56% expense ratio, which is higher than SCHD's 0.06% expense ratio.

KVLE
KFA Value Liner Dynamic Core Equity Index ETF
0.50%1.00%1.50%2.00%0.56%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

KVLE vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KFA Value Liner Dynamic Core Equity Index ETF (KVLE) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
KVLE
KFA Value Liner Dynamic Core Equity Index ETF
1.28
SCHD
Schwab US Dividend Equity ETF
1.47

KVLE vs. SCHD - Sharpe Ratio Comparison

The current KVLE Sharpe Ratio is 1.28, which roughly equals the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of KVLE and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.28
1.47
KVLE
SCHD

Dividends

KVLE vs. SCHD - Dividend Comparison

KVLE's dividend yield for the trailing twelve months is around 3.09%, less than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
KVLE
KFA Value Liner Dynamic Core Equity Index ETF
2.67%2.53%5.78%9.51%0.35%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

KVLE vs. SCHD - Drawdown Comparison

The maximum KVLE drawdown since its inception was -18.38%, smaller than the maximum SCHD drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for KVLE and SCHD


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.44%
0
KVLE
SCHD

Volatility

KVLE vs. SCHD - Volatility Comparison

KFA Value Liner Dynamic Core Equity Index ETF (KVLE) has a higher volatility of 2.97% compared to Schwab US Dividend Equity ETF (SCHD) at 2.69%. This indicates that KVLE'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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.97%
2.69%
KVLE
SCHD