PFLT vs. SCHD
Compare and contrast key facts about PennantPark Floating Rate Capital Ltd. (PFLT) 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
PFLT vs. SCHD - Performance Comparison
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PFLT vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFLT PennantPark Floating Rate Capital Ltd. | -10.49% | -4.17% | 0.62% | 23.05% | -5.53% | 32.64% | -1.41% | 15.52% | -8.29% | 5.49% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 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, PFLT achieves a -10.49% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, PFLT has underperformed SCHD with an annualized return of 6.48%, while SCHD has yielded a comparatively higher 12.25% annualized return.
PFLT
- 1D
- -0.37%
- 1M
- -2.38%
- YTD
- -10.49%
- 6M
- -1.46%
- 1Y
- -18.09%
- 3Y*
- 2.30%
- 5Y*
- 2.68%
- 10Y*
- 6.48%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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Return for Risk
PFLT vs. SCHD — Risk / Return Rank
PFLT
SCHD
PFLT vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PennantPark Floating Rate Capital Ltd. (PFLT) 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.
| PFLT | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.77 | 0.88 | -1.65 |
Sortino ratioReturn per unit of downside risk | -0.93 | 1.32 | -2.25 |
Omega ratioGain probability vs. loss probability | 0.87 | 1.19 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.85 | 1.05 | -1.89 |
Martin ratioReturn relative to average drawdown | -1.70 | 3.55 | -5.25 |
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
| PFLT | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | 0.88 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.58 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.74 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.84 | -0.60 |
Correlation
The correlation between PFLT and SCHD is 0.37, 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
PFLT vs. SCHD - Dividend Comparison
PFLT's dividend yield for the trailing twelve months is around 15.36%, more than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFLT PennantPark Floating Rate Capital Ltd. | 15.36% | 13.27% | 11.25% | 9.98% | 10.38% | 8.93% | 10.83% | 9.24% | 9.59% | 8.31% | 8.08% | 10.04% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
PFLT vs. SCHD - Drawdown Comparison
The maximum PFLT drawdown since its inception was -69.77%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PFLT and SCHD.
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Drawdown Indicators
| PFLT | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.77% | -33.37% | -36.40% |
Max Drawdown (1Y)Largest decline over 1 year | -21.90% | -12.74% | -9.16% |
Max Drawdown (5Y)Largest decline over 5 years | -29.64% | -16.85% | -12.79% |
Max Drawdown (10Y)Largest decline over 10 years | -69.77% | -33.37% | -36.40% |
Current DrawdownCurrent decline from peak | -20.17% | -3.43% | -16.74% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -3.34% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.91% | 3.75% | +7.16% |
Volatility
PFLT vs. SCHD - Volatility Comparison
PennantPark Floating Rate Capital Ltd. (PFLT) has a higher volatility of 7.48% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that PFLT'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
| PFLT | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 2.33% | +5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 7.96% | +7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.55% | 15.69% | +7.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 14.40% | +6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.80% | 16.70% | +12.10% |