OFS vs. SCHD
Compare and contrast key facts about OFS Capital Corporation (OFS) and Schwab US 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OFS or SCHD.
Performance
OFS vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, OFS achieves a -22.58% return, which is significantly lower than SCHD's 18.85% return. Over the past 10 years, OFS has underperformed SCHD with an annualized return of 8.26%, while SCHD has yielded a comparatively higher 11.69% annualized return.
OFS
-22.58%
0.31%
-11.40%
-10.74%
5.26%
8.26%
SCHD
18.85%
3.78%
14.95%
27.79%
13.14%
11.69%
Key characteristics
| OFS | SCHD | |
|---|---|---|
| Sharpe Ratio | -0.40 | 2.49 |
| Sortino Ratio | -0.37 | 3.58 |
| Omega Ratio | 0.95 | 1.44 |
| Calmar Ratio | -0.36 | 3.79 |
| Martin Ratio | -0.58 | 13.58 |
| Ulcer Index | 18.66% | 2.05% |
| Daily Std Dev | 26.90% | 11.15% |
| Max Drawdown | -69.09% | -33.37% |
| Current Drawdown | -24.71% | 0.00% |
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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.
Risk-Adjusted Performance
OFS vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for OFS Capital Corporation (OFS) 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
OFS vs. SCHD - Dividend Comparison
OFS's dividend yield for the trailing twelve months is around 16.69%, more than SCHD's 3.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OFS OFS Capital Corporation | 16.69% | 11.45% | 11.43% | 8.35% | 12.03% | 12.18% | 16.32% | 11.43% | 9.88% | 11.85% | 11.54% | 9.28% |
SCHD Schwab US Dividend Equity ETF | 3.33% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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. For additional features, visit the drawdowns tool.
Volatility
OFS vs. SCHD - Volatility Comparison
The current volatility for OFS Capital Corporation (OFS) is 2.93%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.67%. This indicates that OFS experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.