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MPV vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MPV vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barings Participation Investors (MPV) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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MPV vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MPV vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MPV
MPV Risk / Return Rank: 4848
Overall Rank
MPV Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MPV Sortino Ratio Rank: 4242
Sortino Ratio Rank
MPV Omega Ratio Rank: 4242
Omega Ratio Rank
MPV Calmar Ratio Rank: 5151
Calmar Ratio Rank
MPV Martin Ratio Rank: 5757
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


MPVSCHDDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.89

-0.69

Sortino ratio

Return per unit of downside risk

0.48

1.35

-0.87

Omega ratio

Gain probability vs. loss probability

1.06

1.19

-0.12

Calmar ratio

Return relative to maximum drawdown

0.36

1.19

-0.84

Martin ratio

Return relative to average drawdown

1.35

3.99

-2.64

MPV vs. SCHD - Sharpe Ratio Comparison

The current MPV Sharpe Ratio is 0.21, which is lower than the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MPV and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MPVSCHDDifference

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.


TTM20252024202320222021202020192018201720162015
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


MPVSCHDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-13.45%

-2.89%

-10.56%

Average Drawdown

Average peak-to-trough decline

-7.73%

-3.34%

-4.39%

Ulcer Index

Depth 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


MPVSCHDDifference

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%