SCHD vs. FSCO
SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past 3 years, SCHD returned 13.38%/yr vs 14.91%/yr for FSCO. At a 0.23 correlation, their price movements are largely independent.
Performance
SCHD vs. FSCO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCHD achieves a 17.13% return, which is significantly higher than FSCO's -17.20% return.
SCHD
- 1D
- -0.22%
- 1M
- -2.95%
- YTD
- 17.13%
- 6M
- 17.00%
- 1Y
- 23.94%
- 3Y*
- 13.38%
- 5Y*
- 9.07%
- 10Y*
- 12.48%
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
SCHD vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 17.13% | 4.34% | 11.66% | 4.54% | -0.89% |
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
Correlation
The correlation between SCHD and FSCO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.23 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCHD vs. FSCO — Risk / Return Rank
SCHD
FSCO
SCHD vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Dividend Equity ETF (SCHD) and FS Credit Opportunities Corp. (FSCO). 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 | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.03 | ||
| Sortino ratioReturn per unit of downside risk | +4.38 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.86 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 5.27 | -0.64 | +5.91 |
| Martin ratioReturn relative to average drawdown | 12.86 | -1.26 | +14.12 |
Loading charts...
Drawdowns
SCHD vs. FSCO - Drawdown Comparison
The maximum SCHD drawdown since its inception was -33.37%, smaller than the maximum FSCO drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for SCHD and FSCO.
Loading charts...
Drawdown Indicators
| SCHD | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -35.53% | +2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -4.61% | -35.53% | +30.92% |
Max Drawdown (3Y)Largest decline over 3 years | -16.13% | -35.53% | +19.40% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | — | — |
Current DrawdownCurrent decline from peak | -2.95% | -27.71% | +24.76% |
Average DrawdownAverage peak-to-trough decline | -3.31% | -8.11% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 17.93% | -16.04% |
Volatility
SCHD vs. FSCO - Volatility Comparison
The current volatility for Schwab U.S. Dividend Equity ETF (SCHD) is 3.58%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 6.04%. This indicates that SCHD experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCHD | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 6.04% | -2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 22.58% | -14.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.07% | 27.39% | -16.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 28.18% | -13.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 28.18% | -11.45% |
Dividends
SCHD vs. FSCO - Dividend Comparison
SCHD's dividend yield for the trailing twelve months is around 3.31%, less than FSCO's 15.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.31% | 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
SCHD and FSCO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.04%) compared to SCHD (3.58%). In terms of maximum drawdown, SCHD dropped -33.37% vs FSCO's -35.53%.
SCHD currently has the higher Sharpe Ratio (2.20 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SCHD and FSCO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer