SCHD vs. VTI
Compare and contrast key facts about Schwab US Dividend Equity ETF (SCHD) and Vanguard Total Stock Market ETF (VTI).
SCHD and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both SCHD and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHD or VTI.
Key characteristics
| SCHD | VTI | |
|---|---|---|
| YTD Return | 13.79% | 20.18% |
| 1Y Return | 25.61% | 34.42% |
| 3Y Return (Ann) | 6.25% | 7.36% |
| 5Y Return (Ann) | 12.37% | 14.41% |
| 10Y Return (Ann) | 11.48% | 12.50% |
| Sharpe Ratio | 2.52 | 2.97 |
| Sortino Ratio | 3.64 | 3.93 |
| Omega Ratio | 1.44 | 1.55 |
| Calmar Ratio | 2.63 | 3.76 |
| Martin Ratio | 13.95 | 19.19 |
| Ulcer Index | 2.04% | 1.93% |
| Daily Std Dev | 11.30% | 12.50% |
| Max Drawdown | -33.37% | -55.45% |
| Current Drawdown | -2.46% | -2.31% |
Correlation
The correlation between SCHD and VTI is 0.86, 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. VTI - Performance Comparison
In the year-to-date period, SCHD achieves a 13.79% return, which is significantly lower than VTI's 20.18% return. Over the past 10 years, SCHD has underperformed VTI with an annualized return of 11.48%, while VTI has yielded a comparatively higher 12.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SCHD vs. VTI - Expense Ratio Comparison
SCHD has a 0.06% expense ratio, which is higher than VTI's 0.03% 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%.
Risk-Adjusted Performance
SCHD vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US Dividend Equity ETF (SCHD) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
SCHD vs. VTI - Dividend Comparison
SCHD's dividend yield for the trailing twelve months is around 3.48%, more than VTI's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SCHD vs. VTI - Drawdown Comparison
The maximum SCHD drawdown since its inception was -33.37%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SCHD and VTI. For additional features, visit the drawdowns tool.
Volatility
SCHD vs. VTI - Volatility Comparison
The current volatility for Schwab US Dividend Equity ETF (SCHD) is 2.78%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.25%. This indicates that SCHD experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.