T vs. SCHD
T (AT&T Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, T returned 3.09%/yr vs 12.79%/yr for SCHD. Their 0.53 correlation means they have sometimes moved together and sometimes differently.
Performance
T vs. SCHD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, T achieves a 2.84% return, which is significantly lower than SCHD's 25.59% return. Over the past 10 years, T has underperformed SCHD with an annualized return of 3.09%, while SCHD has yielded a comparatively higher 12.79% annualized return.
T
- 1D
- 0.98%
- 1M
- 9.99%
- 6M
- 9.79%
- YTD
- 2.84%
- 1Y
- -6.45%
- 3Y*
- 25.96%
- 5Y*
- 9.02%
- 10Y*
- 3.09%
- ALL TIME*
- 9.60%
SCHD
- 1D
- 1.38%
- 1M
- 5.61%
- 6M
- 17.29%
- YTD
- 25.59%
- 1Y
- 29.17%
- 3Y*
- 14.51%
- 5Y*
- 9.75%
- 10Y*
- 12.79%
- ALL TIME*
- 13.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $688.17M | $674.08M | $669.05M | |
| $2.21B | $2.00B | $1.41B |
T vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | 2.84% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
SCHD Schwab U.S. Dividend Equity ETF | 25.59% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between T and SCHD is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.53 |
Over the past year, the correlation between T and SCHD has dropped to 0.31 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
T vs. SCHD — Risk / Return Rank
T
SCHD
T vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| T | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.90 | ||
| Sortino ratioReturn per unit of downside risk | -4.29 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.47 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 6.35 | -6.58 |
| Martin ratioReturn relative to average drawdown | -0.49 | 15.78 | -16.27 |
Loading charts...
Drawdowns
T vs. SCHD - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for T and SCHD.
Loading charts...
Drawdown Indicators
| T | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -33.37% | -30.78% |
Max Drawdown (1Y)Largest decline over 1 year | -28.89% | -4.61% | -24.28% |
Max Drawdown (3Y)Largest decline over 3 years | -28.89% | -16.13% | -12.76% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -16.85% | -15.16% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -33.37% | -8.98% |
Current DrawdownCurrent decline from peak | -13.23% | 0.00% | -13.23% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -3.30% | -12.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.23% | 1.86% | +11.37% |
Volatility
T vs. SCHD - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 10.49% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.98%. This indicates that T'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.
Loading charts...
Volatility by Period
| T | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.49% | 3.98% | +6.51% |
Volatility (6M)Calculated over the trailing 6-month period | 20.88% | 8.01% | +12.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.48% | 11.14% | +13.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.55% | 14.39% | +10.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.99% | 16.73% | +7.26% |
Dividends
T vs. SCHD - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.50%, more than SCHD's 3.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 3.09% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
T AT&T Inc. | 4.50% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Frequently Asked Questions
T and SCHD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (10.49%) compared to SCHD (3.98%). In terms of maximum drawdown, T dropped -64.15% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.63 vs -0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for T and SCHD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer