PortfoliosLab logoPortfoliosLab logo
SWDSX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWDSX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Dividend Equity Fund™ (SWDSX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SWDSX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SWDSX
Schwab Dividend Equity Fund™
0.45%12.31%17.06%6.92%-5.84%16.22%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-1.36%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

In the year-to-date period, SWDSX achieves a 0.45% return, which is significantly higher than ACTIX's -1.36% return.


SWDSX

1D
0.00%
1M
-5.46%
YTD
0.45%
6M
0.22%
1Y
9.25%
3Y*
12.77%
5Y*
8.89%
10Y*
8.74%

ACTIX

1D
0.43%
1M
-2.39%
YTD
-1.36%
6M
-0.92%
1Y
3.08%
3Y*
3.94%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SWDSX vs. ACTIX - Expense Ratio Comparison

SWDSX has a 0.89% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

SWDSX vs. ACTIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWDSX
SWDSX Risk / Return Rank: 3939
Overall Rank
SWDSX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SWDSX Sortino Ratio Rank: 3636
Sortino Ratio Rank
SWDSX Omega Ratio Rank: 4242
Omega Ratio Rank
SWDSX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SWDSX Martin Ratio Rank: 4343
Martin Ratio Rank

ACTIX
ACTIX Risk / Return Rank: 3232
Overall Rank
ACTIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2525
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWDSX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Dividend Equity Fund™ (SWDSX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


SWDSXACTIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.69

+0.12

Sortino ratio

Return per unit of downside risk

1.16

0.97

+0.19

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

0.97

1.11

-0.14

Martin ratio

Return relative to average drawdown

4.38

4.03

+0.36

SWDSX vs. ACTIX - Sharpe Ratio Comparison

The current SWDSX Sharpe Ratio is 0.80, which is comparable to the ACTIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SWDSX and ACTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SWDSXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.69

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.00

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.00

+0.47

Correlation

The correlation between SWDSX and ACTIX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SWDSX vs. ACTIX - Dividend Comparison

SWDSX's dividend yield for the trailing twelve months is around 0.79%, less than ACTIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
SWDSX
Schwab Dividend Equity Fund™
0.79%1.22%2.59%2.25%6.83%16.25%2.09%6.86%11.63%10.24%1.68%14.46%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.13%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SWDSX vs. ACTIX - Drawdown Comparison

The maximum SWDSX drawdown since its inception was -50.01%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for SWDSX and ACTIX.


Loading graphics...

Drawdown Indicators


SWDSXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.01%

-96.41%

+46.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

-3.07%

-6.73%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-96.41%

+78.47%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

Current Drawdown

Current decline from peak

-6.00%

-96.20%

+90.20%

Average Drawdown

Average peak-to-trough decline

-6.82%

-27.55%

+20.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

0.85%

+1.32%

Volatility

SWDSX vs. ACTIX - Volatility Comparison

Schwab Dividend Equity Fund™ (SWDSX) has a higher volatility of 2.68% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that SWDSX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SWDSXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

1.82%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

2.51%

+4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

4.68%

+8.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

1,202.55%

-1,189.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

1,201.12%

-1,184.20%