RVT vs. SCHD
Compare and contrast key facts about Royce Value Trust Inc. (RVT) and Schwab U.S. 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.
Performance
RVT vs. SCHD - Performance Comparison
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RVT vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RVT Royce Value Trust Inc. | 4.94% | 11.54% | 17.93% | 18.79% | -26.25% | 32.66% | 18.16% | 35.41% | -20.70% | 30.63% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, RVT achieves a 4.94% return, which is significantly lower than SCHD's 12.79% return. Both investments have delivered pretty close results over the past 10 years, with RVT having a 12.47% annualized return and SCHD not far behind at 12.31%.
RVT
- 1D
- 3.17%
- 1M
- -7.98%
- YTD
- 4.94%
- 6M
- 8.21%
- 1Y
- 27.19%
- 3Y*
- 16.26%
- 5Y*
- 6.80%
- 10Y*
- 12.47%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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Return for Risk
RVT vs. SCHD — Risk / Return Rank
RVT
SCHD
RVT vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) and Schwab U.S. 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.
| RVT | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.89 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.35 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.19 | +0.79 |
Martin ratioReturn relative to average drawdown | 7.08 | 3.99 | +3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RVT | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.89 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.59 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.74 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.84 | -0.43 |
Correlation
The correlation between RVT and SCHD is 0.71, 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.
Dividends
RVT vs. SCHD - Dividend Comparison
RVT's dividend yield for the trailing twelve months is around 8.55%, more than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RVT Royce Value Trust Inc. | 8.55% | 8.82% | 8.04% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
RVT vs. SCHD - Drawdown Comparison
The maximum RVT drawdown since its inception was -72.34%, 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.
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Drawdown Indicators
| RVT | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.34% | -33.37% | -38.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -12.74% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -32.79% | -16.85% | -15.94% |
Max Drawdown (10Y)Largest decline over 10 years | -47.18% | -33.37% | -13.81% |
Current DrawdownCurrent decline from peak | -9.41% | -2.89% | -6.52% |
Average DrawdownAverage peak-to-trough decline | -11.34% | -3.34% | -8.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 3.89% | -0.06% |
Volatility
RVT vs. SCHD - Volatility Comparison
Royce Value Trust Inc. (RVT) has a higher volatility of 7.72% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. 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.
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Volatility by Period
| RVT | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 2.40% | +5.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.70% | 7.96% | +5.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.99% | 15.74% | +6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.35% | 14.40% | +7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.89% | 16.70% | +6.19% |