STFAX vs. SCHD
Compare and contrast key facts about State Street Equity 500 Index Fund (STFAX) and Schwab US Dividend Equity ETF (SCHD).
STFAX is managed by State Street Global Advisors. It was launched on Apr 18, 2001. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STFAX or SCHD.
Correlation
The correlation between STFAX and SCHD is 0.85, 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
STFAX vs. SCHD - Performance Comparison
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Key characteristics
STFAX:
0.71
SCHD:
0.21
STFAX:
1.10
SCHD:
0.40
STFAX:
1.16
SCHD:
1.05
STFAX:
0.73
SCHD:
0.21
STFAX:
2.80
SCHD:
0.64
STFAX:
4.89%
SCHD:
5.14%
STFAX:
19.64%
SCHD:
16.40%
STFAX:
-55.18%
SCHD:
-33.37%
STFAX:
-2.66%
SCHD:
-8.33%
Returns By Period
In the year-to-date period, STFAX achieves a 1.83% return, which is significantly higher than SCHD's -1.83% return. Both investments have delivered pretty close results over the past 10 years, with STFAX having a 11.21% annualized return and SCHD not far behind at 10.65%.
STFAX
1.83%
12.99%
1.76%
13.74%
16.21%
15.75%
11.21%
SCHD
-1.83%
4.56%
-5.98%
3.40%
6.01%
13.20%
10.65%
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STFAX vs. SCHD - Expense Ratio Comparison
STFAX has a 0.17% expense ratio, which is higher than SCHD's 0.06% 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
STFAX vs. SCHD — Risk-Adjusted Performance Rank
STFAX
SCHD
STFAX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Equity 500 Index Fund (STFAX) and Schwab US Dividend Equity ETF (SCHD). 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.
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Dividends
STFAX vs. SCHD - Dividend Comparison
STFAX's dividend yield for the trailing twelve months is around 1.45%, less than SCHD's 3.91% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STFAX State Street Equity 500 Index Fund | 1.45% | 1.47% | 1.63% | 2.01% | 2.61% | 1.71% | 4.28% | 5.02% | 5.78% | 1.92% | 1.69% | 1.80% |
SCHD Schwab US Dividend Equity ETF | 3.91% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
STFAX vs. SCHD - Drawdown Comparison
The maximum STFAX drawdown since its inception was -55.18%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for STFAX and SCHD. For additional features, visit the drawdowns tool.
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Volatility
STFAX vs. SCHD - Volatility Comparison
State Street Equity 500 Index Fund (STFAX) has a higher volatility of 5.46% compared to Schwab US Dividend Equity ETF (SCHD) at 4.82%. This indicates that STFAX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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