PTBD vs. SCHD
Compare and contrast key facts about Pacer Trendpilot US Bond ETF (PTBD) and Schwab US Dividend Equity ETF (SCHD).
PTBD and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PTBD is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Trendpilot US Bond Index. It was launched on Oct 22, 2019. 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 PTBD 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: PTBD or SCHD.
Key characteristics
| PTBD | SCHD | |
|---|---|---|
| YTD Return | 4.78% | 18.08% |
| 1Y Return | 10.71% | 30.78% |
| 3Y Return (Ann) | -3.33% | 7.17% |
| 5Y Return (Ann) | 0.55% | 13.03% |
| Sharpe Ratio | 2.03 | 2.85 |
| Sortino Ratio | 3.09 | 4.10 |
| Omega Ratio | 1.38 | 1.51 |
| Calmar Ratio | 0.55 | 3.16 |
| Martin Ratio | 10.41 | 15.75 |
| Ulcer Index | 1.08% | 2.04% |
| Daily Std Dev | 5.51% | 11.24% |
| Max Drawdown | -26.00% | -33.37% |
| Current Drawdown | -11.50% | 0.00% |
Correlation
The correlation between PTBD and SCHD is 0.36, 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.
Performance
PTBD vs. SCHD - Performance Comparison
In the year-to-date period, PTBD achieves a 4.78% return, which is significantly lower than SCHD's 18.08% 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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PTBD vs. SCHD - Expense Ratio Comparison
PTBD has a 0.60% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
PTBD vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Bond ETF (PTBD) 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
PTBD vs. SCHD - Dividend Comparison
PTBD's dividend yield for the trailing twelve months is around 6.63%, more than SCHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTBD Pacer Trendpilot US Bond ETF | 6.63% | 6.56% | 6.15% | 2.70% | 2.50% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
PTBD vs. SCHD - Drawdown Comparison
The maximum PTBD drawdown since its inception was -26.00%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PTBD and SCHD. For additional features, visit the drawdowns tool.
Volatility
PTBD vs. SCHD - Volatility Comparison
The current volatility for Pacer Trendpilot US Bond ETF (PTBD) is 1.07%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.41%. This indicates that PTBD 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.