SCHAX vs. SCHD
Compare and contrast key facts about Franklin Multi-Asset Growth Fund (SCHAX) and Schwab U.S. Dividend Equity ETF (SCHD).
SCHAX is managed by Franklin Templeton. It was launched on Feb 4, 1996. 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
SCHAX vs. SCHD - Performance Comparison
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SCHAX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHAX Franklin Multi-Asset Growth Fund | -5.88% | 16.36% | 16.62% | 17.14% | -14.05% | 17.06% | 8.64% | 21.47% | -9.13% | 15.25% |
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, SCHAX achieves a -5.88% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, SCHAX has underperformed SCHD with an annualized return of 8.42%, while SCHD has yielded a comparatively higher 12.31% annualized return.
SCHAX
- 1D
- -0.29%
- 1M
- -8.01%
- YTD
- -5.88%
- 6M
- -3.58%
- 1Y
- 12.34%
- 3Y*
- 12.45%
- 5Y*
- 7.03%
- 10Y*
- 8.42%
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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SCHAX vs. SCHD - Expense Ratio Comparison
SCHAX has a 0.43% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
SCHAX vs. SCHD — Risk / Return Rank
SCHAX
SCHD
SCHAX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Multi-Asset Growth Fund (SCHAX) 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.
| SCHAX | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.89 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.35 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.19 | -0.25 |
Martin ratioReturn relative to average drawdown | 4.46 | 3.99 | +0.47 |
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
| SCHAX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.89 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.59 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.74 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.84 | -0.49 |
Correlation
The correlation between SCHAX and SCHD is 0.82, 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
SCHAX vs. SCHD - Dividend Comparison
SCHAX's dividend yield for the trailing twelve months is around 11.75%, more than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHAX Franklin Multi-Asset Growth Fund | 11.75% | 11.06% | 6.23% | 5.47% | 8.83% | 7.37% | 4.95% | 5.78% | 6.27% | 11.21% | 4.27% | 11.46% |
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
SCHAX vs. SCHD - Drawdown Comparison
The maximum SCHAX drawdown since its inception was -54.85%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SCHAX and SCHD.
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Drawdown Indicators
| SCHAX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.85% | -33.37% | -21.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -12.74% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -16.85% | -8.76% |
Max Drawdown (10Y)Largest decline over 10 years | -32.00% | -33.37% | +1.37% |
Current DrawdownCurrent decline from peak | -8.69% | -2.89% | -5.80% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -3.34% | -7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 3.89% | -1.51% |
Volatility
SCHAX vs. SCHD - Volatility Comparison
Franklin Multi-Asset Growth Fund (SCHAX) has a higher volatility of 4.38% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that SCHAX'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
| SCHAX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 2.40% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.75% | 7.96% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 15.74% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 14.40% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 16.70% | -1.84% |