SAFT vs. SCHD
Compare and contrast key facts about Safety Insurance Group, Inc. (SAFT) 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: SAFT or SCHD.
Correlation
The correlation between SAFT and SCHD is 0.49, 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
SAFT vs. SCHD - Performance Comparison
Key characteristics
SAFT:
-0.29
SCHD:
1.27
SAFT:
-0.28
SCHD:
1.87
SAFT:
0.97
SCHD:
1.22
SAFT:
-0.39
SCHD:
1.82
SAFT:
-0.93
SCHD:
4.66
SAFT:
7.51%
SCHD:
3.11%
SAFT:
24.11%
SCHD:
11.39%
SAFT:
-44.00%
SCHD:
-33.37%
SAFT:
-12.76%
SCHD:
-3.20%
Returns By Period
In the year-to-date period, SAFT achieves a -5.81% return, which is significantly lower than SCHD's 3.66% return. Over the past 10 years, SAFT has underperformed SCHD with an annualized return of 6.92%, while SCHD has yielded a comparatively higher 11.25% annualized return.
SAFT
-5.81%
-2.49%
-5.76%
-5.44%
0.70%
6.92%
SCHD
3.66%
0.35%
5.08%
14.02%
11.76%
11.25%
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Risk-Adjusted Performance
SAFT vs. SCHD — Risk-Adjusted Performance Rank
SAFT
SCHD
SAFT vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Safety Insurance Group, Inc. (SAFT) 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
SAFT vs. SCHD - Dividend Comparison
SAFT's dividend yield for the trailing twelve months is around 4.64%, more than SCHD's 3.51% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAFT Safety Insurance Group, Inc. | 4.64% | 4.37% | 4.74% | 4.27% | 4.23% | 4.62% | 3.67% | 3.91% | 3.73% | 3.80% | 4.97% | 4.06% |
SCHD Schwab US Dividend Equity ETF | 3.51% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
SAFT vs. SCHD - Drawdown Comparison
The maximum SAFT drawdown since its inception was -44.00%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SAFT and SCHD. For additional features, visit the drawdowns tool.
Volatility
SAFT vs. SCHD - Volatility Comparison
Safety Insurance Group, Inc. (SAFT) has a higher volatility of 6.28% compared to Schwab US Dividend Equity ETF (SCHD) at 3.27%. This indicates that SAFT'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.