SWDSX vs. SCHV
Compare and contrast key facts about Schwab Dividend Equity Fund™ (SWDSX) and Schwab U.S. Large-Cap Value ETF (SCHV).
SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003. SCHV is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Value Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
SWDSX vs. SCHV - Performance Comparison
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SWDSX vs. SCHV - 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% |
SCHV Schwab U.S. Large-Cap Value ETF | 3.48% | 16.02% | 14.13% | 8.93% | -7.65% | 25.58% | 2.64% | 25.92% | -7.30% | 16.56% |
Returns By Period
In the year-to-date period, SWDSX achieves a 0.45% return, which is significantly lower than SCHV's 3.48% return. Over the past 10 years, SWDSX has underperformed SCHV with an annualized return of 8.74%, while SCHV has yielded a comparatively higher 10.58% 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%
SCHV
- 1D
- 2.01%
- 1M
- -4.93%
- YTD
- 3.48%
- 6M
- 5.85%
- 1Y
- 17.14%
- 3Y*
- 14.31%
- 5Y*
- 9.28%
- 10Y*
- 10.58%
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SWDSX vs. SCHV - Expense Ratio Comparison
SWDSX has a 0.89% expense ratio, which is higher than SCHV's 0.04% expense ratio.
Return for Risk
SWDSX vs. SCHV — Risk / Return Rank
SWDSX
SCHV
SWDSX vs. SCHV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Dividend Equity Fund™ (SWDSX) and Schwab U.S. Large-Cap Value ETF (SCHV). 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 | SCHV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.12 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.60 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.53 | -0.56 |
Martin ratioReturn relative to average drawdown | 4.38 | 7.23 | -2.84 |
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 | SCHV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.12 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.64 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.63 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.68 | -0.21 |
Correlation
The correlation between SWDSX and SCHV 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.
Dividends
SWDSX vs. SCHV - Dividend Comparison
SWDSX's dividend yield for the trailing twelve months is around 0.79%, less than SCHV's 1.97% 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% |
SCHV Schwab U.S. Large-Cap Value ETF | 1.97% | 2.02% | 2.25% | 2.42% | 2.37% | 1.93% | 3.03% | 3.02% | 3.05% | 2.37% | 2.65% | 2.69% |
Drawdowns
SWDSX vs. SCHV - Drawdown Comparison
The maximum SWDSX drawdown since its inception was -50.01%, which is greater than SCHV's maximum drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for SWDSX and SCHV.
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Drawdown Indicators
| SWDSX | SCHV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.01% | -37.08% | -12.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -11.93% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -19.78% | +1.84% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -37.08% | -3.12% |
Current DrawdownCurrent decline from peak | -6.00% | -4.96% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -3.86% | -2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.53% | -0.36% |
Volatility
SWDSX vs. SCHV - Volatility Comparison
The current volatility for Schwab Dividend Equity Fund™ (SWDSX) is 2.68%, while Schwab U.S. Large-Cap Value ETF (SCHV) has a volatility of 4.24%. This indicates that SWDSX experiences smaller price fluctuations and is considered to be less risky than SCHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWDSX | SCHV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 4.24% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 8.08% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 15.44% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 14.48% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 16.91% | +0.01% |