PCAFX vs. SCHD

Last updated Apr 1, 2026

Compare and contrast key facts about Prospector Capital Appreciation Fund (PCAFX) and Schwab U.S. Dividend Equity ETF (SCHD).

PCAFX is managed by Prospector Funds. It was launched on Sep 27, 2007. 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

PCAFX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prospector Capital Appreciation Fund (PCAFX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

PCAFX vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PCAFX Prospector Capital Appreciation Fund	-0.06%	6.59%	10.92%	11.31%	-4.07%	23.15%	6.41%	29.74%	-3.07%	11.40%
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

PCAFX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PCAFX vs. SCHD - Expense Ratio Comparison

PCAFX has a 1.25% expense ratio, which is higher than SCHD's 0.06% expense ratio.

PCAFX

Prospector Capital Appreciation Fund

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

PCAFX vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHD

SCHD Risk / Return Rank: 52
SCHD Sharpe Ratio Rank: 54
SCHD Sortino Ratio Rank: 55
SCHD Omega Ratio Rank: 54
SCHD Calmar Ratio Rank: 53
SCHD Martin Ratio Rank: 45

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PCAFX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prospector Capital Appreciation Fund (PCAFX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PCAFX	SCHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.89	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.84	—

Correlation

The correlation between PCAFX and SCHD is 0.87, 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.

Dividends

PCAFX vs. SCHD - Dividend Comparison

PCAFX's dividend yield for the trailing twelve months is around 43.17%, more than SCHD's 3.44% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PCAFX Prospector Capital Appreciation Fund	43.17%	43.14%	4.56%	3.06%	6.01%	12.94%	2.00%	11.61%	4.55%	6.15%	1.31%	2.56%
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

Drawdown Indicators

	PCAFX	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	—	-33.37%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	—	-2.89%	—
Average Drawdown Average peak-to-trough decline	—	-3.34%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.89%	—

Volatility

Volatility by Period

	PCAFX	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.40%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.96%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.74%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	14.40%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.70%	—