SVAIX vs. SCHD
Compare and contrast key facts about Federated Hermes Strategic Value Dividend Fund (SVAIX) and Schwab US Dividend Equity ETF (SCHD).
SVAIX is managed by Federated. It was launched on Mar 30, 2005. 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: SVAIX or SCHD.
Key characteristics
| SVAIX | SCHD | |
|---|---|---|
| YTD Return | 19.23% | 17.75% |
| 1Y Return | 30.34% | 31.70% |
| 3Y Return (Ann) | 7.59% | 7.26% |
| 5Y Return (Ann) | 5.70% | 12.80% |
| 10Y Return (Ann) | 3.94% | 11.72% |
| Sharpe Ratio | 2.65 | 2.67 |
| Sortino Ratio | 3.68 | 3.84 |
| Omega Ratio | 1.49 | 1.47 |
| Calmar Ratio | 1.70 | 2.80 |
| Martin Ratio | 14.23 | 14.83 |
| Ulcer Index | 2.06% | 2.04% |
| Daily Std Dev | 11.08% | 11.32% |
| Max Drawdown | -50.87% | -33.37% |
| Current Drawdown | -0.81% | 0.00% |
Correlation
The correlation between SVAIX and SCHD is 0.84, 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
SVAIX vs. SCHD - Performance Comparison
In the year-to-date period, SVAIX achieves a 19.23% return, which is significantly higher than SCHD's 17.75% return. Over the past 10 years, SVAIX has underperformed SCHD with an annualized return of 3.94%, while SCHD has yielded a comparatively higher 11.72% 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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SVAIX vs. SCHD - Expense Ratio Comparison
SVAIX has a 0.81% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
SVAIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Strategic Value Dividend Fund (SVAIX) 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.
Dividends
SVAIX vs. SCHD - Dividend Comparison
SVAIX's dividend yield for the trailing twelve months is around 3.78%, more than SCHD's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVAIX Federated Hermes Strategic Value Dividend Fund | 3.78% | 4.31% | 4.16% | 3.72% | 4.31% | 3.97% | 4.35% | 3.74% | 3.11% | 3.60% | 5.47% | 3.41% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SVAIX vs. SCHD - Drawdown Comparison
The maximum SVAIX drawdown since its inception was -50.87%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SVAIX and SCHD. For additional features, visit the drawdowns tool.
Volatility
SVAIX vs. SCHD - Volatility Comparison
The current volatility for Federated Hermes Strategic Value Dividend Fund (SVAIX) is 2.85%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.57%. This indicates that SVAIX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.