MBOX vs. SCHD
Compare and contrast key facts about Freedom Day Dividend ETF (MBOX) and Schwab US Dividend Equity ETF (SCHD).
MBOX and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MBOX is an actively managed fund by EMPIRICAL FINANCE LLC. It was launched on May 5, 2021. 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: MBOX or SCHD.
Performance
MBOX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, MBOX achieves a 19.53% return, which is significantly higher than SCHD's 15.93% return.
MBOX
19.53%
-1.15%
6.31%
29.51%
N/A
N/A
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| MBOX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.36 | 2.25 |
| Sortino Ratio | 3.28 | 3.25 |
| Omega Ratio | 1.41 | 1.39 |
| Calmar Ratio | 4.21 | 3.05 |
| Martin Ratio | 15.01 | 12.25 |
| Ulcer Index | 1.91% | 2.04% |
| Daily Std Dev | 12.18% | 11.09% |
| Max Drawdown | -16.42% | -33.37% |
| Current Drawdown | -2.51% | -1.82% |
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MBOX vs. SCHD - Expense Ratio Comparison
MBOX has a 0.39% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between MBOX and SCHD is 0.90, 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
MBOX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Freedom Day Dividend ETF (MBOX) 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
MBOX vs. SCHD - Dividend Comparison
MBOX's dividend yield for the trailing twelve months is around 1.61%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBOX Freedom Day Dividend ETF | 1.61% | 2.13% | 2.87% | 1.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
MBOX vs. SCHD - Drawdown Comparison
The maximum MBOX drawdown since its inception was -16.42%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MBOX and SCHD. For additional features, visit the drawdowns tool.
Volatility
MBOX vs. SCHD - Volatility Comparison
Freedom Day Dividend ETF (MBOX) has a higher volatility of 3.95% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that MBOX'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.