PortfoliosLab logo
PY vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PY and SCHD is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PY vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Value ETF (PY) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

PY:

0.45

SCHD:

0.22

Sortino Ratio

PY:

0.75

SCHD:

0.38

Omega Ratio

PY:

1.11

SCHD:

1.05

Calmar Ratio

PY:

0.45

SCHD:

0.19

Martin Ratio

PY:

1.62

SCHD:

0.60

Ulcer Index

PY:

5.00%

SCHD:

5.17%

Daily Std Dev

PY:

18.22%

SCHD:

16.37%

Max Drawdown

PY:

-45.44%

SCHD:

-33.37%

Current Drawdown

PY:

-6.21%

SCHD:

-8.68%

Returns By Period

In the year-to-date period, PY achieves a -1.11% return, which is significantly higher than SCHD's -2.20% return.


PY

YTD

-1.11%

1M

8.37%

6M

-3.25%

1Y

8.17%

3Y*

8.90%

5Y*

16.82%

10Y*

N/A

SCHD

YTD

-2.20%

1M

4.17%

6M

-5.84%

1Y

3.53%

3Y*

5.88%

5Y*

13.30%

10Y*

10.61%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Principal Value ETF

Schwab US Dividend Equity ETF

PY vs. SCHD - Expense Ratio Comparison

PY has a 0.15% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

PY vs. SCHD — Risk-Adjusted Performance Rank

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

PY
The Risk-Adjusted Performance Rank of PY is 4747
Overall Rank
The Sharpe Ratio Rank of PY is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of PY is 4545
Sortino Ratio Rank
The Omega Ratio Rank of PY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of PY is 5252
Calmar Ratio Rank
The Martin Ratio Rank of PY is 4848
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2727
Overall Rank
The Sharpe Ratio Rank of SCHD is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2727
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.

PY vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Value ETF (PY) 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 current PY Sharpe Ratio is 0.45, which is higher than the SCHD Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of PY 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.


Loading data...

Dividends

PY vs. SCHD - Dividend Comparison

PY's dividend yield for the trailing twelve months is around 2.03%, less than SCHD's 3.93% yield.


TTM20242023202220212020201920182017201620152014
PY
Principal Value ETF
2.03%2.22%2.68%3.02%2.83%2.95%2.29%2.35%1.69%1.95%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.93%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

PY vs. SCHD - Drawdown Comparison

The maximum PY drawdown since its inception was -45.44%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PY and SCHD. For additional features, visit the drawdowns tool.


Loading data...

Volatility

PY vs. SCHD - Volatility Comparison

The current volatility for Principal Value ETF (PY) is 4.21%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 4.50%. This indicates that PY 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.


Loading data...