PFFD vs. SCHD
Compare and contrast key facts about Global X U.S. Preferred ETF (PFFD) and Schwab US Dividend Equity ETF (SCHD).
PFFD and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PFFD is a passively managed fund by Global X that tracks the performance of the ICE BofAML Diversified Core U.S. Preferred Securities Index. It was launched on Sep 11, 2017. 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. Both PFFD and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFFD or SCHD.
Key characteristics
| PFFD | SCHD | |
|---|---|---|
| YTD Return | 10.86% | 17.47% |
| 1Y Return | 16.08% | 27.61% |
| 3Y Return (Ann) | -1.44% | 6.96% |
| 5Y Return (Ann) | 1.84% | 12.74% |
| Sharpe Ratio | 2.03 | 2.70 |
| Sortino Ratio | 2.88 | 3.89 |
| Omega Ratio | 1.37 | 1.48 |
| Calmar Ratio | 0.93 | 3.71 |
| Martin Ratio | 10.96 | 14.94 |
| Ulcer Index | 1.61% | 2.04% |
| Daily Std Dev | 8.68% | 11.25% |
| Max Drawdown | -30.93% | -33.37% |
| Current Drawdown | -5.54% | -0.51% |
Correlation
The correlation between PFFD and SCHD is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PFFD vs. SCHD - Performance Comparison
In the year-to-date period, PFFD achieves a 10.86% return, which is significantly lower than SCHD's 17.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PFFD vs. SCHD - Expense Ratio Comparison
PFFD has a 0.23% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
PFFD vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Preferred ETF (PFFD) 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
PFFD vs. SCHD - Dividend Comparison
PFFD's dividend yield for the trailing twelve months is around 6.16%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFFD Global X U.S. Preferred ETF | 6.16% | 6.49% | 6.63% | 5.09% | 5.19% | 5.49% | 6.22% | 1.94% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
PFFD vs. SCHD - Drawdown Comparison
The maximum PFFD drawdown since its inception was -30.93%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PFFD and SCHD. For additional features, visit the drawdowns tool.
Volatility
PFFD vs. SCHD - Volatility Comparison
The current volatility for Global X U.S. Preferred ETF (PFFD) is 2.94%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.49%. This indicates that PFFD 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.