POEAX vs. SCHD
Compare and contrast key facts about Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) and Schwab US Dividend Equity ETF (SCHD).
POEAX is managed by Pacific Funds Series Trust. It was launched on Dec 30, 2003. 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: POEAX or SCHD.
Key characteristics
| POEAX | SCHD | |
|---|---|---|
| YTD Return | 18.89% | 17.75% |
| 1Y Return | 30.59% | 31.70% |
| 3Y Return (Ann) | -9.67% | 7.26% |
| 5Y Return (Ann) | -0.14% | 12.80% |
| 10Y Return (Ann) | 0.50% | 11.72% |
| Sharpe Ratio | 2.59 | 2.67 |
| Sortino Ratio | 3.57 | 3.84 |
| Omega Ratio | 1.48 | 1.47 |
| Calmar Ratio | 0.68 | 2.80 |
| Martin Ratio | 16.85 | 14.83 |
| Ulcer Index | 1.75% | 2.04% |
| Daily Std Dev | 11.41% | 11.32% |
| Max Drawdown | -59.19% | -33.37% |
| Current Drawdown | -26.30% | 0.00% |
Correlation
The correlation between POEAX and SCHD is 0.83, 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.
Performance
POEAX vs. SCHD - Performance Comparison
In the year-to-date period, POEAX achieves a 18.89% return, which is significantly higher than SCHD's 17.75% return. Over the past 10 years, POEAX has underperformed SCHD with an annualized return of 0.50%, while SCHD has yielded a comparatively higher 11.72% 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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POEAX vs. SCHD - Expense Ratio Comparison
POEAX has a 0.60% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
POEAX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) 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
POEAX vs. SCHD - Dividend Comparison
POEAX's dividend yield for the trailing twelve months is around 0.40%, less than SCHD's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POEAX Pacific Funds Portfolio Optimization Aggressive-Growth | 0.40% | 0.47% | 0.00% | 2.90% | 1.27% | 1.53% | 1.96% | 1.15% | 1.26% | 1.90% | 2.04% | 0.78% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
POEAX vs. SCHD - Drawdown Comparison
The maximum POEAX drawdown since its inception was -59.19%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for POEAX and SCHD. For additional features, visit the drawdowns tool.
Volatility
POEAX vs. SCHD - Volatility Comparison
The current volatility for Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) is 3.32%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.57%. This indicates that POEAX 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.