NFJEX vs. SCHD
Compare and contrast key facts about Virtus NFJ Dividend Value Fund (NFJEX) and Schwab US Dividend Equity ETF (SCHD).
NFJEX is managed by Allianz Global Investors. It was launched on May 8, 2000. 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: NFJEX or SCHD.
Key characteristics
| NFJEX | SCHD | |
|---|---|---|
| YTD Return | 3.47% | 5.90% |
| 1Y Return | 22.09% | 18.20% |
| 3Y Return (Ann) | 6.58% | 4.61% |
| 5Y Return (Ann) | 8.59% | 12.82% |
| 10Y Return (Ann) | 7.12% | 11.37% |
| Sharpe Ratio | 1.53 | 1.79 |
| Daily Std Dev | 14.61% | 11.12% |
| Max Drawdown | -61.94% | -33.37% |
| Current Drawdown | -0.09% | -0.78% |
Correlation
The correlation between NFJEX 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.
Performance
NFJEX vs. SCHD - Performance Comparison
In the year-to-date period, NFJEX achieves a 3.47% return, which is significantly lower than SCHD's 5.90% return. Over the past 10 years, NFJEX has underperformed SCHD with an annualized return of 7.12%, while SCHD has yielded a comparatively higher 11.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NFJEX vs. SCHD - Expense Ratio Comparison
NFJEX has a 0.70% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
NFJEX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ Dividend Value Fund (NFJEX) 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
NFJEX vs. SCHD - Dividend Comparison
NFJEX's dividend yield for the trailing twelve months is around 13.64%, more than SCHD's 3.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFJEX Virtus NFJ Dividend Value Fund | 13.64% | 14.16% | 19.01% | 6.43% | 1.96% | 14.20% | 27.33% | 27.93% | 6.05% | 2.77% | 2.09% | 2.36% |
SCHD Schwab US Dividend Equity ETF | 3.34% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
NFJEX vs. SCHD - Drawdown Comparison
The maximum NFJEX drawdown since its inception was -61.94%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NFJEX and SCHD. For additional features, visit the drawdowns tool.
Volatility
NFJEX vs. SCHD - Volatility Comparison
Virtus NFJ Dividend Value Fund (NFJEX) has a higher volatility of 2.69% compared to Schwab US Dividend Equity ETF (SCHD) at 2.48%. This indicates that NFJEX'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.