OFS vs. SCHD
Compare and contrast key facts about OFS Capital Corporation (OFS) 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
OFS vs. SCHD - Performance Comparison
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OFS vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OFS OFS Capital Corporation | -21.14% | -31.59% | -20.19% | 29.93% | 3.28% | 66.92% | -25.16% | 17.95% | -0.24% | -4.40% |
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, OFS achieves a -21.14% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, OFS has underperformed SCHD with an annualized return of -0.73%, while SCHD has yielded a comparatively higher 12.31% annualized return.
OFS
- 1D
- 10.94%
- 1M
- -10.62%
- YTD
- -21.14%
- 6M
- -49.49%
- 1Y
- -54.79%
- 3Y*
- -18.86%
- 5Y*
- -5.37%
- 10Y*
- -0.73%
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
OFS vs. SCHD — Risk / Return Rank
OFS
SCHD
OFS vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OFS Capital Corporation (OFS) 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.
| OFS | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.26 | 0.89 | -2.15 |
Sortino ratioReturn per unit of downside risk | -2.07 | 1.35 | -3.42 |
Omega ratioGain probability vs. loss probability | 0.73 | 1.19 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | -0.82 | 1.19 | -2.01 |
Martin ratioReturn relative to average drawdown | -1.69 | 3.99 | -5.68 |
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
| OFS | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.26 | 0.89 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.59 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.74 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.84 | -0.81 |
Correlation
The correlation between OFS and SCHD is 0.22, 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
OFS vs. SCHD - Dividend Comparison
OFS's dividend yield for the trailing twelve months is around 28.73%, more than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OFS OFS Capital Corporation | 28.73% | 25.00% | 16.85% | 11.45% | 11.43% | 8.35% | 12.03% | 12.18% | 12.83% | 11.43% | 9.88% | 11.85% |
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
OFS vs. SCHD - Drawdown Comparison
The maximum OFS drawdown since its inception was -69.09%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for OFS and SCHD.
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Drawdown Indicators
| OFS | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.09% | -33.37% | -35.72% |
Max Drawdown (1Y)Largest decline over 1 year | -65.06% | -12.74% | -52.32% |
Max Drawdown (5Y)Largest decline over 5 years | -66.97% | -16.85% | -50.12% |
Max Drawdown (10Y)Largest decline over 10 years | -69.09% | -33.37% | -35.72% |
Current DrawdownCurrent decline from peak | -58.12% | -2.89% | -55.23% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -3.34% | -10.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.49% | 3.89% | +27.60% |
Volatility
OFS vs. SCHD - Volatility Comparison
OFS Capital Corporation (OFS) has a higher volatility of 21.93% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that OFS'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
| OFS | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.93% | 2.40% | +19.53% |
Volatility (6M)Calculated over the trailing 6-month period | 40.39% | 7.96% | +32.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.82% | 15.74% | +28.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.40% | 14.40% | +18.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.63% | 16.70% | +22.93% |