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

Correlation

The correlation between RPIDX and SCHD is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

RPIDX vs. SCHD - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
15.98%
108.43%
RPIDX
SCHD

Key characteristics

Sharpe Ratio

RPIDX:

2.26

SCHD:

1.20

Sortino Ratio

RPIDX:

3.94

SCHD:

1.76

Omega Ratio

RPIDX:

1.48

SCHD:

1.21

Calmar Ratio

RPIDX:

1.23

SCHD:

1.69

Martin Ratio

RPIDX:

18.78

SCHD:

5.86

Ulcer Index

RPIDX:

0.38%

SCHD:

2.30%

Daily Std Dev

RPIDX:

3.19%

SCHD:

11.25%

Max Drawdown

RPIDX:

-19.95%

SCHD:

-33.37%

Current Drawdown

RPIDX:

-0.89%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, RPIDX achieves a 6.06% return, which is significantly lower than SCHD's 11.54% return.


RPIDX

YTD

6.06%

1M

-0.45%

6M

3.68%

1Y

6.96%

5Y*

1.87%

10Y*

N/A

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

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


RPIDX vs. SCHD - Expense Ratio Comparison

RPIDX has a 0.63% expense ratio, which is higher than SCHD's 0.06% expense ratio.


RPIDX
T. Rowe Price Dynamic Credit Fund
Expense ratio chart for RPIDX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

RPIDX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dynamic Credit Fund (RPIDX) 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.


Sharpe ratio
The chart of Sharpe ratio for RPIDX, currently valued at 2.26, compared to the broader market-1.000.001.002.003.004.002.261.20
The chart of Sortino ratio for RPIDX, currently valued at 3.94, compared to the broader market-2.000.002.004.006.008.0010.003.941.76
The chart of Omega ratio for RPIDX, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.003.501.481.21
The chart of Calmar ratio for RPIDX, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.0014.001.231.69
The chart of Martin ratio for RPIDX, currently valued at 18.78, compared to the broader market0.0020.0040.0060.0018.785.86
RPIDX
SCHD

The current RPIDX Sharpe Ratio is 2.26, which is higher than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of RPIDX 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.26
1.20
RPIDX
SCHD

Dividends

RPIDX vs. SCHD - Dividend Comparison

RPIDX's dividend yield for the trailing twelve months is around 6.14%, more than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
RPIDX
T. Rowe Price Dynamic Credit Fund
6.14%5.87%3.87%3.47%4.15%4.03%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

RPIDX vs. SCHD - Drawdown Comparison

The maximum RPIDX drawdown since its inception was -19.95%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RPIDX and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.89%
-6.72%
RPIDX
SCHD

Volatility

RPIDX vs. SCHD - Volatility Comparison

The current volatility for T. Rowe Price Dynamic Credit Fund (RPIDX) is 0.42%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.88%. This indicates that RPIDX 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.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.42%
3.88%
RPIDX
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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