RVT vs. SCHD
Compare and contrast key facts about Royce Value Trust Inc. (RVT) and Schwab US Dividend Equity ETF (SCHD).
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: RVT or SCHD.
Performance
RVT vs. SCHD - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with RVT having a 15.76% return and SCHD slightly higher at 16.26%. Over the past 10 years, RVT has underperformed SCHD with an annualized return of 9.52%, while SCHD has yielded a comparatively higher 11.40% annualized return.
RVT
15.76%
1.66%
9.95%
31.32%
11.02%
9.52%
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| RVT | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.61 | 2.27 |
| Sortino Ratio | 2.27 | 3.27 |
| Omega Ratio | 1.29 | 1.40 |
| Calmar Ratio | 1.42 | 3.34 |
| Martin Ratio | 8.84 | 12.25 |
| Ulcer Index | 3.64% | 2.05% |
| Daily Std Dev | 20.07% | 11.06% |
| Max Drawdown | -72.31% | -33.37% |
| Current Drawdown | -5.74% | -1.54% |
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Correlation
The correlation between RVT and SCHD is 0.73, 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.
Risk-Adjusted Performance
RVT vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) 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
RVT vs. SCHD - Dividend Comparison
RVT's dividend yield for the trailing twelve months is around 7.03%, more than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RVT Royce Value Trust Inc. | 7.03% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% | 12.70% | 4.65% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
RVT vs. SCHD - Drawdown Comparison
The maximum RVT drawdown since its inception was -72.31%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RVT and SCHD. For additional features, visit the drawdowns tool.
Volatility
RVT vs. SCHD - Volatility Comparison
Royce Value Trust Inc. (RVT) has a higher volatility of 7.56% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that RVT'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.