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SCHD vs. VBTIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHD and VBTIX is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.2

Performance

SCHD vs. VBTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US Dividend Equity ETF (SCHD) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.83%
0.81%
SCHD
VBTIX

Key characteristics

Sharpe Ratio

SCHD:

1.26

VBTIX:

0.41

Sortino Ratio

SCHD:

1.85

VBTIX:

0.61

Omega Ratio

SCHD:

1.22

VBTIX:

1.07

Calmar Ratio

SCHD:

1.81

VBTIX:

0.16

Martin Ratio

SCHD:

5.15

VBTIX:

1.03

Ulcer Index

SCHD:

2.79%

VBTIX:

2.15%

Daily Std Dev

SCHD:

11.39%

VBTIX:

5.46%

Max Drawdown

SCHD:

-33.37%

VBTIX:

-19.01%

Current Drawdown

SCHD:

-4.88%

VBTIX:

-9.39%

Returns By Period

In the year-to-date period, SCHD achieves a 1.87% return, which is significantly higher than VBTIX's -0.11% return. Over the past 10 years, SCHD has outperformed VBTIX with an annualized return of 11.28%, while VBTIX has yielded a comparatively lower 1.15% annualized return.


SCHD

YTD

1.87%

1M

0.07%

6M

4.18%

1Y

15.07%

5Y*

11.01%

10Y*

11.28%

VBTIX

YTD

-0.11%

1M

-0.82%

6M

0.50%

1Y

2.54%

5Y*

-0.49%

10Y*

1.15%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCHD vs. VBTIX - Expense Ratio Comparison

SCHD has a 0.06% expense ratio, which is higher than VBTIX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VBTIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SCHD vs. VBTIX — Risk-Adjusted Performance Rank

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

SCHD
The Risk-Adjusted Performance Rank of SCHD is 5353
Overall Rank
The Sharpe Ratio Rank of SCHD is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4949
Martin Ratio Rank

VBTIX
The Risk-Adjusted Performance Rank of VBTIX is 1818
Overall Rank
The Sharpe Ratio Rank of VBTIX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VBTIX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VBTIX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of VBTIX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of VBTIX is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHD vs. VBTIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US Dividend Equity ETF (SCHD) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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.


Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.26, compared to the broader market0.002.004.001.260.41
The chart of Sortino ratio for SCHD, currently valued at 1.85, compared to the broader market-2.000.002.004.006.008.0010.001.850.61
The chart of Omega ratio for SCHD, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.07
The chart of Calmar ratio for SCHD, currently valued at 1.81, compared to the broader market0.005.0010.0015.001.810.16
The chart of Martin ratio for SCHD, currently valued at 5.15, compared to the broader market0.0020.0040.0060.0080.00100.005.151.03
SCHD
VBTIX

The current SCHD Sharpe Ratio is 1.26, which is higher than the VBTIX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SCHD and VBTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.26
0.41
SCHD
VBTIX

Dividends

SCHD vs. VBTIX - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 3.58%, less than VBTIX's 3.70% yield.


TTM20242023202220212020201920182017201620152014
SCHD
Schwab US Dividend Equity ETF
3.58%3.64%3.49%3.39%2.78%3.16%2.98%3.07%2.63%2.89%2.97%2.62%
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
3.70%3.69%3.12%2.54%1.91%2.25%2.74%2.78%2.53%2.49%2.51%2.57%

Drawdowns

SCHD vs. VBTIX - Drawdown Comparison

The maximum SCHD drawdown since its inception was -33.37%, which is greater than VBTIX's maximum drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for SCHD and VBTIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.88%
-9.39%
SCHD
VBTIX

Volatility

SCHD vs. VBTIX - Volatility Comparison

Schwab US Dividend Equity ETF (SCHD) has a higher volatility of 4.22% compared to Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) at 1.58%. This indicates that SCHD's price experiences larger fluctuations and is considered to be riskier than VBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
4.22%
1.58%
SCHD
VBTIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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