Correlation
The correlation between PXSCX 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.
PXSCX vs. SCHD
Compare and contrast key facts about Pax Small Cap Fund (PXSCX) and Schwab US Dividend Equity ETF (SCHD).
PXSCX is managed by Pax World. It was launched on Mar 27, 2008. 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: PXSCX or SCHD.
Performance
PXSCX vs. SCHD - Performance Comparison
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Key characteristics
PXSCX:
0.16
SCHD:
0.35
PXSCX:
0.33
SCHD:
0.56
PXSCX:
1.04
SCHD:
1.07
PXSCX:
0.10
SCHD:
0.33
PXSCX:
0.31
SCHD:
0.99
PXSCX:
8.36%
SCHD:
5.36%
PXSCX:
22.47%
SCHD:
16.40%
PXSCX:
-51.55%
SCHD:
-33.37%
PXSCX:
-12.85%
SCHD:
-9.75%
Returns By Period
In the year-to-date period, PXSCX achieves a -6.62% return, which is significantly lower than SCHD's -3.35% return. Over the past 10 years, PXSCX has underperformed SCHD with an annualized return of 5.31%, while SCHD has yielded a comparatively higher 10.58% annualized return.
PXSCX
-6.62%
4.11%
-12.58%
3.60%
5.22%
10.42%
5.31%
SCHD
-3.35%
1.36%
-9.75%
5.67%
3.71%
12.22%
10.58%
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PXSCX vs. SCHD - Expense Ratio Comparison
PXSCX has a 1.15% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
PXSCX vs. SCHD — Risk-Adjusted Performance Rank
PXSCX
SCHD
PXSCX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax Small Cap Fund (PXSCX) 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.
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Dividends
PXSCX vs. SCHD - Dividend Comparison
PXSCX's dividend yield for the trailing twelve months is around 5.56%, more than SCHD's 3.97% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXSCX Pax Small Cap Fund | 5.56% | 5.19% | 0.00% | 2.47% | 9.60% | 3.87% | 0.89% | 14.72% | 1.57% | 2.24% | 0.64% | 4.41% |
SCHD Schwab US Dividend Equity ETF | 3.97% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
PXSCX vs. SCHD - Drawdown Comparison
The maximum PXSCX drawdown since its inception was -51.55%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PXSCX and SCHD.
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Volatility
PXSCX vs. SCHD - Volatility Comparison
Pax Small Cap Fund (PXSCX) has a higher volatility of 5.54% compared to Schwab US Dividend Equity ETF (SCHD) at 4.90%. This indicates that PXSCX'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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