PRFDX vs. SCHD
Compare and contrast key facts about T. Rowe Price Equity Income Fund (PRFDX) and Schwab US Dividend Equity ETF (SCHD).
PRFDX is managed by T. Rowe Price. It was launched on Oct 31, 1985. 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: PRFDX or SCHD.
Key characteristics
| PRFDX | SCHD | |
|---|---|---|
| YTD Return | 16.90% | 17.47% |
| 1Y Return | 26.70% | 27.61% |
| 3Y Return (Ann) | 7.77% | 6.96% |
| 5Y Return (Ann) | 10.19% | 12.74% |
| 10Y Return (Ann) | 9.03% | 11.66% |
| Sharpe Ratio | 2.77 | 2.70 |
| Sortino Ratio | 3.91 | 3.89 |
| Omega Ratio | 1.51 | 1.48 |
| Calmar Ratio | 4.64 | 3.71 |
| Martin Ratio | 19.24 | 14.94 |
| Ulcer Index | 1.53% | 2.04% |
| Daily Std Dev | 10.62% | 11.25% |
| Max Drawdown | -58.12% | -33.37% |
| Current Drawdown | -0.87% | -0.51% |
Correlation
The correlation between PRFDX and SCHD is 0.92, 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
PRFDX vs. SCHD - Performance Comparison
The year-to-date returns for both investments are quite close, with PRFDX having a 16.90% return and SCHD slightly higher at 17.47%. Over the past 10 years, PRFDX has underperformed SCHD with an annualized return of 9.03%, while SCHD has yielded a comparatively higher 11.66% annualized 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.
PRFDX vs. SCHD - Expense Ratio Comparison
PRFDX has a 0.63% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
PRFDX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income Fund (PRFDX) 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
PRFDX vs. SCHD - Dividend Comparison
PRFDX's dividend yield for the trailing twelve months is around 1.85%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRFDX T. Rowe Price Equity Income Fund | 1.85% | 2.09% | 2.13% | 1.75% | 2.18% | 2.37% | 2.67% | 2.01% | 2.32% | 2.28% | 2.01% | 1.64% |
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
PRFDX vs. SCHD - Drawdown Comparison
The maximum PRFDX drawdown since its inception was -58.12%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PRFDX and SCHD. For additional features, visit the drawdowns tool.
Volatility
PRFDX vs. SCHD - Volatility Comparison
The current volatility for T. Rowe Price Equity Income Fund (PRFDX) is 3.17%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.49%. This indicates that PRFDX 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.