MPV vs. SCHD
MPV (Barings Participation Investors) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, MPV returned 8.97%/yr vs 12.76%/yr for SCHD. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
MPV vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, MPV achieves a 4.54% return, which is significantly lower than SCHD's 24.03% return. Over the past 10 years, MPV has underperformed SCHD with an annualized return of 8.97%, while SCHD has yielded a comparatively higher 12.76% annualized return.
MPV
- 1D
- 0.53%
- 1M
- -0.43%
- 6M
- -11.92%
- YTD
- 4.54%
- 1Y
- -7.47%
- 3Y*
- 17.22%
- 5Y*
- 11.91%
- 10Y*
- 8.97%
- ALL TIME*
- 9.17%
SCHD
- 1D
- 0.18%
- 1M
- 3.33%
- 6M
- 14.09%
- YTD
- 24.03%
- 1Y
- 31.54%
- 3Y*
- 14.19%
- 5Y*
- 9.54%
- 10Y*
- 12.76%
- ALL TIME*
- 13.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $300.93K | $247.62K | $237.76K | |
| $786.88M | $715.86M | $685.58M |
MPV vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPV Barings Participation Investors | 4.54% | 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 | 24.03% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between MPV and SCHD is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.09 |
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MPV | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.09 | ||
| Sortino ratioReturn per unit of downside risk | -4.59 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.51 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 6.74 | -7.07 |
| Martin ratioReturn relative to average drawdown | -0.74 | 17.01 | -17.76 |
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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 | -20.76% | -4.61% | -16.15% |
Max Drawdown (3Y)Largest decline over 3 years | -20.76% | -16.13% | -4.63% |
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 | -16.12% | -1.24% | -14.88% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -3.30% | -4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.26% | 1.82% | +7.44% |
Volatility
MPV vs. SCHD - Volatility Comparison
Barings Participation Investors (MPV) has a higher volatility of 5.66% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. 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 | 5.66% | 4.11% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | 8.11% | +8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.14% | 11.13% | +14.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.31% | 14.39% | +6.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.91% | 16.72% | +9.19% |
Dividends
MPV vs. SCHD - Dividend Comparison
MPV's dividend yield for the trailing twelve months is around 9.10%, more than SCHD's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPV Barings Participation Investors | 9.10% | 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 | 3.13% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
MPV and SCHD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPV has higher volatility (5.66%) compared to SCHD (4.11%). In terms of maximum drawdown, MPV dropped -54.02% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.81 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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