MADVX vs. SCHD
Compare and contrast key facts about BlackRock Equity Dividend Fund (MADVX) and Schwab US Dividend Equity ETF (SCHD).
MADVX is managed by Blackrock. It was launched on Nov 29, 1988. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MADVX or SCHD.
Performance
MADVX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, MADVX achieves a 14.22% return, which is significantly lower than SCHD's 16.26% return. Over the past 10 years, MADVX has underperformed SCHD with an annualized return of 7.92%, while SCHD has yielded a comparatively higher 11.40% annualized return.
MADVX
14.22%
0.19%
5.11%
21.15%
9.80%
7.92%
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| MADVX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.16 | 2.27 |
| Sortino Ratio | 3.03 | 3.27 |
| Omega Ratio | 1.39 | 1.40 |
| Calmar Ratio | 4.34 | 3.34 |
| Martin Ratio | 13.38 | 12.25 |
| Ulcer Index | 1.58% | 2.05% |
| Daily Std Dev | 9.79% | 11.06% |
| Max Drawdown | -50.00% | -33.37% |
| Current Drawdown | -1.52% | -1.54% |
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MADVX vs. SCHD - Expense Ratio Comparison
MADVX has a 0.68% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between MADVX 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.
Risk-Adjusted Performance
MADVX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Equity Dividend Fund (MADVX) 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.
Dividends
MADVX vs. SCHD - Dividend Comparison
MADVX's dividend yield for the trailing twelve months is around 2.35%, less than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MADVX BlackRock Equity Dividend Fund | 2.35% | 2.14% | 1.76% | 1.47% | 1.86% | 1.96% | 2.33% | 1.77% | 1.95% | 2.30% | 1.96% | 1.86% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
MADVX vs. SCHD - Drawdown Comparison
The maximum MADVX drawdown since its inception was -50.00%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MADVX and SCHD. For additional features, visit the drawdowns tool.
Volatility
MADVX vs. SCHD - Volatility Comparison
BlackRock Equity Dividend Fund (MADVX) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.27% and 3.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.