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

Key characteristics


SCHDVIG
YTD Return0.36%2.15%
1Y Return6.30%12.78%
3Y Return (Ann)3.75%6.27%
5Y Return (Ann)10.71%11.18%
10Y Return (Ann)10.83%10.83%
Sharpe Ratio0.541.30
Daily Std Dev11.69%10.00%
Max Drawdown-33.37%-46.81%
Current Drawdown-5.98%-5.27%

Correlation

-0.50.00.51.00.9

The correlation between SCHD and VIG is 0.92, 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.

Performance

SCHD vs. VIG - Performance Comparison

In the year-to-date period, SCHD achieves a 0.36% return, which is significantly lower than VIG's 2.15% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SCHD at 10.83% and VIG at 10.83%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


260.00%280.00%300.00%320.00%340.00%360.00%380.00%NovemberDecember2024FebruaryMarchApril
345.21%
328.34%
SCHD
VIG

Compare stocks, funds, or ETFs

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


Schwab US Dividend Equity ETF

Vanguard Dividend Appreciation ETF

SCHD vs. VIG - Expense Ratio Comparison

Both SCHD and VIG have an expense ratio of 0.06%.

SCHD
Schwab US Dividend Equity ETF
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

SCHD vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US Dividend Equity ETF (SCHD) and Vanguard Dividend Appreciation ETF (VIG). 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.


SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.005.000.54
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.000.85
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.10, compared to the broader market1.001.502.002.501.10
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.000.48
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 1.73, compared to the broader market0.0020.0040.0060.001.73
VIG
Sharpe ratio
The chart of Sharpe ratio for VIG, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.005.001.30
Sortino ratio
The chart of Sortino ratio for VIG, currently valued at 1.93, compared to the broader market-2.000.002.004.006.008.001.93
Omega ratio
The chart of Omega ratio for VIG, currently valued at 1.23, compared to the broader market1.001.502.002.501.23
Calmar ratio
The chart of Calmar ratio for VIG, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for VIG, currently valued at 4.35, compared to the broader market0.0020.0040.0060.004.35

SCHD vs. VIG - Sharpe Ratio Comparison

The current SCHD Sharpe Ratio is 0.54, which is lower than the VIG Sharpe Ratio of 1.30. The chart below compares the 12-month rolling Sharpe Ratio of SCHD and VIG.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.54
1.30
SCHD
VIG

Dividends

SCHD vs. VIG - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 3.53%, more than VIG's 1.86% yield.


TTM20232022202120202019201820172016201520142013
SCHD
Schwab US Dividend Equity ETF
3.53%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VIG
Vanguard Dividend Appreciation ETF
1.86%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

SCHD vs. VIG - Drawdown Comparison

The maximum SCHD drawdown since its inception was -33.37%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for SCHD and VIG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.98%
-5.27%
SCHD
VIG

Volatility

SCHD vs. VIG - Volatility Comparison

Schwab US Dividend Equity ETF (SCHD) has a higher volatility of 3.79% compared to Vanguard Dividend Appreciation ETF (VIG) at 3.22%. This indicates that SCHD's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.79%
3.22%
SCHD
VIG