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PRDGX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRDGX and SCHD is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

PRDGX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

340.00%360.00%380.00%400.00%420.00%440.00%NovemberDecember2025FebruaryMarchApril
410.93%
369.64%
PRDGX
SCHD

Key characteristics

Sharpe Ratio

PRDGX:

0.46

SCHD:

0.18

Sortino Ratio

PRDGX:

0.74

SCHD:

0.35

Omega Ratio

PRDGX:

1.11

SCHD:

1.05

Calmar Ratio

PRDGX:

0.50

SCHD:

0.18

Martin Ratio

PRDGX:

2.17

SCHD:

0.64

Ulcer Index

PRDGX:

3.27%

SCHD:

4.44%

Daily Std Dev

PRDGX:

15.54%

SCHD:

15.99%

Max Drawdown

PRDGX:

-49.79%

SCHD:

-33.37%

Current Drawdown

PRDGX:

-6.57%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, PRDGX achieves a -0.64% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, PRDGX has outperformed SCHD with an annualized return of 11.05%, while SCHD has yielded a comparatively lower 10.34% annualized return.


PRDGX

YTD

-0.64%

1M

-3.23%

6M

-2.45%

1Y

6.83%

5Y*

13.20%

10Y*

11.05%

SCHD

YTD

-5.19%

1M

-7.50%

6M

-7.13%

1Y

3.21%

5Y*

12.75%

10Y*

10.34%

*Annualized

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PRDGX vs. SCHD - Expense Ratio Comparison

PRDGX has a 0.62% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for PRDGX: current value is 0.62%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRDGX: 0.62%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

PRDGX vs. SCHD — Risk-Adjusted Performance Rank

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

PRDGX
The Risk-Adjusted Performance Rank of PRDGX is 5858
Overall Rank
The Sharpe Ratio Rank of PRDGX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PRDGX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of PRDGX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of PRDGX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of PRDGX is 6161
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRDGX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) 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.


The chart of Sharpe ratio for PRDGX, currently valued at 0.46, compared to the broader market-1.000.001.002.003.00
PRDGX: 0.46
SCHD: 0.18
The chart of Sortino ratio for PRDGX, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.00
PRDGX: 0.74
SCHD: 0.35
The chart of Omega ratio for PRDGX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
PRDGX: 1.11
SCHD: 1.05
The chart of Calmar ratio for PRDGX, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.00
PRDGX: 0.50
SCHD: 0.18
The chart of Martin ratio for PRDGX, currently valued at 2.17, compared to the broader market0.0010.0020.0030.0040.0050.00
PRDGX: 2.17
SCHD: 0.64

The current PRDGX Sharpe Ratio is 0.46, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of PRDGX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.46
0.18
PRDGX
SCHD

Dividends

PRDGX vs. SCHD - Dividend Comparison

PRDGX's dividend yield for the trailing twelve months is around 4.71%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
4.71%4.66%2.78%3.81%2.00%1.03%1.78%3.67%2.19%3.07%7.57%4.43%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

PRDGX vs. SCHD - Drawdown Comparison

The maximum PRDGX drawdown since its inception was -49.79%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PRDGX and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.57%
-11.47%
PRDGX
SCHD

Volatility

PRDGX vs. SCHD - Volatility Comparison

T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) has a higher volatility of 11.84% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that PRDGX'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.84%
11.20%
PRDGX
SCHD