SCHD vs. FIVFX

Last updated Jul 21, 2026

SCHD (Schwab U.S. Dividend Equity ETF) and FIVFX (Fidelity International Capital Appreciation Fund) are both funds - SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index, while FIVFX is a Foreign Large Cap Equities fund managed by Fidelity. A 0.64 correlation means they provide meaningful diversification when combined. SCHD charges 0.06%/yr vs 1.00%/yr for FIVFX.

Performance

SCHD vs. FIVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Dividend Equity ETF (SCHD) and Fidelity International Capital Appreciation Fund (FIVFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SCHD

• 1D: -0.49%
• 1M: 3.61%
• 6M: 15.19%
• YTD: 21.36%
• 1Y: 25.66%
• 3Y*: 13.54%
• 5Y*: 9.15%
• 10Y*: 12.32%
• ALL TIME*: 13.25%

FIVFX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHD vs. FIVFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHD Schwab U.S. Dividend Equity ETF	21.36%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%
FIVFX Fidelity International Capital Appreciation Fund	0.00%	19.54%	8.05%	27.58%	-26.48%	12.14%	22.32%	33.05%	-12.87%	35.81%

Correlation

The correlation between SCHD and FIVFX is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (10Y) Calculated over the trailing 10-year period	0.58
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.64

The correlation between SCHD and FIVFX shifts across timeframes, from -0.00 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SCHD vs. FIVFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHD

SCHD Risk / Return Rank: 91
SCHD Sharpe Ratio Rank: 90
SCHD Sortino Ratio Rank: 93
SCHD Omega Ratio Rank: 88
SCHD Calmar Ratio Rank: 95
SCHD Martin Ratio Rank: 87

FIVFX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHD vs. FIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Dividend Equity ETF (SCHD) and Fidelity International Capital Appreciation Fund (FIVFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SCHD	FIVFX	Difference
Sharpe ratio: Return per unit of total volatility	2.34	—	—
Sortino ratio: Return per unit of downside risk	3.63	—	—
Omega ratio: Gain probability vs. loss probability	1.42	—	—
Calmar ratio: Return relative to maximum drawdown	5.59	—	—
Martin ratio: Return relative to average drawdown	13.64	—	—

Drawdowns

Drawdown Indicators

	SCHD	FIVFX	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-4.61%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.13%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.85%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.37%	—	—
Current Drawdown Current decline from peak	-0.88%	—	—
Average Drawdown Average peak-to-trough decline	-3.30%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	—	—

Volatility

Volatility by Period

	SCHD	FIVFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.63%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.05%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.37%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.71%	—	—

SCHD vs. FIVFX - Expense Ratio Comparison

SCHD has a 0.06% expense ratio, which is lower than FIVFX's 1.00% expense ratio.

Dividends

SCHD vs. FIVFX - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 3.20%, while FIVFX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIVFX Fidelity International Capital Appreciation Fund	10.67%	10.67%	4.19%	0.38%	0.05%	9.08%	1.28%	3.29%	3.00%	2.99%	0.68%	1.57%
SCHD Schwab U.S. Dividend Equity ETF	3.20%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both SCHD and FIVFX in my portfolio?

SCHD and FIVFX have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.