SWDSX vs. SCHD
Compare and contrast key facts about Schwab Dividend Equity Fund™ (SWDSX) and Schwab U.S. Dividend Equity ETF (SCHD).
SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003. 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.
Performance
SWDSX vs. SCHD - Performance Comparison
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SWDSX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 0.45% | 12.31% | 17.06% | 6.92% | -5.84% | 28.24% | -4.33% | 24.32% | -12.18% | 15.40% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, SWDSX achieves a 0.45% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, SWDSX has underperformed SCHD with an annualized return of 8.74%, while SCHD has yielded a comparatively higher 12.31% annualized 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%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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SWDSX vs. SCHD - Expense Ratio Comparison
SWDSX has a 0.89% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
SWDSX vs. SCHD — Risk / Return Rank
SWDSX
SCHD
SWDSX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Dividend Equity Fund™ (SWDSX) and Schwab U.S. 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.
| SWDSX | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.89 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.35 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.19 | -0.22 |
Martin ratioReturn relative to average drawdown | 4.38 | 3.99 | +0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWDSX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.89 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.59 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.74 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.84 | -0.37 |
Correlation
The correlation between SWDSX and SCHD is 0.92, 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.
Dividends
SWDSX vs. SCHD - Dividend Comparison
SWDSX's dividend yield for the trailing twelve months is around 0.79%, less than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
SWDSX vs. SCHD - Drawdown Comparison
The maximum SWDSX drawdown since its inception was -50.01%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SWDSX and SCHD.
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Drawdown Indicators
| SWDSX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.01% | -33.37% | -16.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -12.74% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -16.85% | -1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -33.37% | -6.83% |
Current DrawdownCurrent decline from peak | -6.00% | -2.89% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -3.34% | -3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 3.89% | -1.72% |
Volatility
SWDSX vs. SCHD - Volatility Comparison
Schwab Dividend Equity Fund™ (SWDSX) has a higher volatility of 2.68% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that SWDSX'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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Volatility by Period
| SWDSX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 2.40% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 7.96% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 15.74% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 14.40% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 16.70% | +0.22% |