MPV vs. SCHD
Compare and contrast key facts about Barings Participation Investors (MPV) and Schwab U.S. Dividend Equity ETF (SCHD).
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.
Performance
MPV vs. SCHD - Performance Comparison
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MPV vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPV Barings Participation Investors | 7.87% | 0.74% | 20.52% | 39.14% | -10.73% | 31.93% | -21.01% | 14.57% | 14.84% | 7.04% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, MPV achieves a 7.87% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, MPV has underperformed SCHD with an annualized return of 9.92%, while SCHD has yielded a comparatively higher 12.31% annualized return.
MPV
- 1D
- 4.00%
- 1M
- -9.36%
- YTD
- 7.87%
- 6M
- -11.37%
- 1Y
- 5.34%
- 3Y*
- 20.53%
- 5Y*
- 14.78%
- 10Y*
- 9.92%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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Return for Risk
MPV vs. SCHD — Risk / Return Rank
MPV
SCHD
MPV vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Participation Investors (MPV) and Schwab U.S. 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.
| MPV | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.21 | 0.89 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.48 | 1.35 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.19 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 1.19 | -0.84 |
Martin ratioReturn relative to average drawdown | 1.35 | 3.99 | -2.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MPV | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 0.89 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.59 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.74 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.84 | -0.47 |
Correlation
The correlation between MPV and SCHD is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MPV vs. SCHD - Dividend Comparison
MPV's dividend yield for the trailing twelve months is around 8.63%, more than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPV Barings Participation Investors | 8.63% | 9.31% | 9.19% | 8.27% | 6.98% | 5.41% | 6.73% | 6.70% | 7.18% | 7.66% | 7.61% | 7.86% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
MPV vs. SCHD - Drawdown Comparison
The maximum MPV drawdown since its inception was -54.02%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MPV and SCHD.
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Drawdown Indicators
| MPV | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.02% | -33.37% | -20.65% |
Max Drawdown (1Y)Largest decline over 1 year | -19.76% | -12.74% | -7.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.63% | -16.85% | -5.78% |
Max Drawdown (10Y)Largest decline over 10 years | -54.02% | -33.37% | -20.65% |
Current DrawdownCurrent decline from peak | -13.45% | -2.89% | -10.56% |
Average DrawdownAverage peak-to-trough decline | -7.73% | -3.34% | -4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.20% | 3.89% | +1.31% |
Volatility
MPV vs. SCHD - Volatility Comparison
Barings Participation Investors (MPV) has a higher volatility of 10.75% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that MPV'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.
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Volatility by Period
| MPV | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.75% | 2.40% | +8.35% |
Volatility (6M)Calculated over the trailing 6-month period | 19.50% | 7.96% | +11.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.82% | 15.74% | +10.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.99% | 14.40% | +6.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.79% | 16.70% | +9.09% |