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TDVG vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TDVG and SCHD is 0.75, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

TDVG vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Dividend Growth ETF (TDVG) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%65.00%70.00%75.00%80.00%85.00%NovemberDecember2025FebruaryMarchApril
64.12%
63.75%
TDVG
SCHD

Key characteristics

Sharpe Ratio

TDVG:

0.45

SCHD:

0.18

Sortino Ratio

TDVG:

0.73

SCHD:

0.35

Omega Ratio

TDVG:

1.11

SCHD:

1.05

Calmar Ratio

TDVG:

0.50

SCHD:

0.18

Martin Ratio

TDVG:

2.14

SCHD:

0.64

Ulcer Index

TDVG:

3.25%

SCHD:

4.44%

Daily Std Dev

TDVG:

15.51%

SCHD:

15.99%

Max Drawdown

TDVG:

-19.20%

SCHD:

-33.37%

Current Drawdown

TDVG:

-6.87%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, TDVG achieves a -0.90% return, which is significantly higher than SCHD's -5.19% return.


TDVG

YTD

-0.90%

1M

-2.13%

6M

-2.70%

1Y

6.71%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-5.19%

1M

-6.93%

6M

-7.13%

1Y

3.21%

5Y*

12.59%

10Y*

10.43%

*Annualized

Compare stocks, funds, or ETFs

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


TDVG vs. SCHD - Expense Ratio Comparison

TDVG has a 0.50% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for TDVG: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TDVG: 0.50%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

TDVG vs. SCHD — Risk-Adjusted Performance Rank

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

TDVG
The Risk-Adjusted Performance Rank of TDVG is 5858
Overall Rank
The Sharpe Ratio Rank of TDVG is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of TDVG is 5454
Sortino Ratio Rank
The Omega Ratio Rank of TDVG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of TDVG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of TDVG is 6363
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TDVG vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth ETF (TDVG) 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.


The chart of Sharpe ratio for TDVG, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.00
TDVG: 0.45
SCHD: 0.18
The chart of Sortino ratio for TDVG, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.00
TDVG: 0.73
SCHD: 0.35
The chart of Omega ratio for TDVG, currently valued at 1.11, compared to the broader market0.501.001.502.00
TDVG: 1.11
SCHD: 1.05
The chart of Calmar ratio for TDVG, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.0012.00
TDVG: 0.50
SCHD: 0.18
The chart of Martin ratio for TDVG, currently valued at 2.14, compared to the broader market0.0020.0040.0060.00
TDVG: 2.14
SCHD: 0.64

The current TDVG Sharpe Ratio is 0.45, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of TDVG and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.45
0.18
TDVG
SCHD

Dividends

TDVG vs. SCHD - Dividend Comparison

TDVG's dividend yield for the trailing twelve months is around 1.09%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
TDVG
T. Rowe Price Dividend Growth ETF
1.09%1.06%1.31%1.15%0.80%0.40%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

TDVG vs. SCHD - Drawdown Comparison

The maximum TDVG drawdown since its inception was -19.20%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TDVG and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.87%
-11.47%
TDVG
SCHD

Volatility

TDVG vs. SCHD - Volatility Comparison

T. Rowe Price Dividend Growth ETF (TDVG) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 11.75% and 11.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.75%
11.20%
TDVG
SCHD