SCHD vs. LSVQX

In the year-to-date period, SCHD achieves a -3.35% return, which is significantly higher than LSVQX's -5.44% return. Over the past 10 years, SCHD has outperformed LSVQX with an annualized return of 10.58%, while LSVQX has yielded a comparatively lower 6.27% annualized return.

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SCHD has a 0.06% expense ratio, which is lower than LSVQX's 0.83% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Schwab US Dividend Equity ETF (SCHD) and LSV Small Cap Value Fund (LSVQX). 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.

The current SCHD Sharpe Ratio is 0.35, which is higher than the LSVQX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of SCHD and LSVQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SCHD's dividend yield for the trailing twelve months is around 3.97%, less than LSVQX's 5.11% yield.

The maximum SCHD drawdown since its inception was -33.37%, smaller than the maximum LSVQX drawdown of -54.77%. Use the drawdown chart below to compare losses from any high point for SCHD and LSVQX.

The current volatility for Schwab US Dividend Equity ETF (SCHD) is 4.90%, while LSV Small Cap Value Fund (LSVQX) has a volatility of 6.17%. This indicates that SCHD experiences smaller price fluctuations and is considered to be less risky than LSVQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.