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

Key characteristics


SCHDVYM
YTD Return6.21%8.61%
1Y Return16.75%20.91%
3Y Return (Ann)6.45%9.11%
5Y Return (Ann)12.79%10.55%
10Y Return (Ann)11.66%10.18%
Sharpe Ratio1.471.96
Daily Std Dev11.53%10.83%
Max Drawdown-33.37%-56.98%
Current Drawdown0.00%0.00%

Correlation

0.97
-1.001.00

The correlation between SCHD and VYM is 0.97, 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. VYM - Performance Comparison

In the year-to-date period, SCHD achieves a 6.21% return, which is significantly lower than VYM's 8.61% return. Over the past 10 years, SCHD has outperformed VYM with an annualized return of 11.66%, while VYM has yielded a comparatively lower 10.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
371.17%
315.05%
SCHD
VYM

Compare stocks, funds, or ETFs


Schwab US Dividend Equity ETF

Vanguard High Dividend Yield ETF

SCHD vs. VYM - Expense Ratio Comparison

Both SCHD and VYM 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. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US Dividend Equity ETF (SCHD) and Vanguard High Dividend Yield ETF (VYM). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHD
Schwab US Dividend Equity ETF
1.47
VYM
Vanguard High Dividend Yield ETF
1.96

SCHD vs. VYM - Sharpe Ratio Comparison

The current SCHD Sharpe Ratio is 1.47, which roughly equals the VYM Sharpe Ratio of 1.96. The chart below compares the 12-month rolling Sharpe Ratio of SCHD and VYM.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.47
1.96
SCHD
VYM

Dividends

SCHD vs. VYM - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 3.33%, more than VYM's 2.83% yield.


TTM20232022202120202019201820172016201520142013
SCHD
Schwab US Dividend Equity ETF
3.33%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VYM
Vanguard High Dividend Yield ETF
2.83%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

SCHD vs. VYM - Drawdown Comparison

The maximum SCHD drawdown since its inception was -33.37%, smaller than the maximum VYM drawdown of -56.98%. The drawdown chart below compares losses from any high point along the way for SCHD and VYM


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
SCHD
VYM

Volatility

SCHD vs. VYM - Volatility Comparison

Schwab US Dividend Equity ETF (SCHD) has a higher volatility of 2.69% compared to Vanguard High Dividend Yield ETF (VYM) at 2.32%. This indicates that SCHD's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.69%
2.32%
SCHD
VYM