OXSQ vs. SCHD
Compare and contrast key facts about Oxford Square Capital Corp. (OXSQ) 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: OXSQ or SCHD.
Key characteristics
| OXSQ | SCHD | |
|---|---|---|
| YTD Return | 10.01% | 12.56% |
| 1Y Return | 9.36% | 18.96% |
| 3Y Return (Ann) | 0.45% | 7.38% |
| 5Y Return (Ann) | -2.35% | 12.84% |
| 10Y Return (Ann) | 2.57% | 11.41% |
| Sharpe Ratio | 0.70 | 1.58 |
| Daily Std Dev | 15.03% | 11.80% |
| Max Drawdown | -79.10% | -33.37% |
| Current Drawdown | -16.26% | -0.46% |
Correlation
The correlation between OXSQ and SCHD is 0.34, 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.
Performance
OXSQ vs. SCHD - Performance Comparison
In the year-to-date period, OXSQ achieves a 10.01% return, which is significantly lower than SCHD's 12.56% return. Over the past 10 years, OXSQ has underperformed SCHD with an annualized return of 2.57%, while SCHD has yielded a comparatively higher 11.41% 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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Risk-Adjusted Performance
OXSQ vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Square Capital Corp. (OXSQ) 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
OXSQ vs. SCHD - Dividend Comparison
OXSQ's dividend yield for the trailing twelve months is around 14.79%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXSQ Oxford Square Capital Corp. | 14.79% | 18.41% | 12.73% | 10.29% | 20.07% | 14.15% | 12.36% | 13.94% | 17.55% | 18.75% | 15.41% | 11.22% |
SCHD Schwab US Dividend Equity ETF | 2.59% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
OXSQ vs. SCHD - Drawdown Comparison
The maximum OXSQ drawdown since its inception was -79.10%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for OXSQ and SCHD. For additional features, visit the drawdowns tool.
Volatility
OXSQ vs. SCHD - Volatility Comparison
The current volatility for Oxford Square Capital Corp. (OXSQ) is 2.44%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.09%. This indicates that OXSQ 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.