TDVG vs. SCHD
Compare and contrast key facts about T. Rowe Price Dividend Growth ETF (TDVG) and Schwab US Dividend Equity ETF (SCHD).
TDVG and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TDVG is an actively managed fund by T. Rowe Price Group, Inc.. It was launched on Aug 4, 2020. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TDVG or SCHD.
Key characteristics
| TDVG | SCHD | |
|---|---|---|
| YTD Return | 18.24% | 18.08% |
| 1Y Return | 27.47% | 30.78% |
| 3Y Return (Ann) | 7.78% | 7.17% |
| Sharpe Ratio | 2.98 | 2.85 |
| Sortino Ratio | 4.14 | 4.10 |
| Omega Ratio | 1.56 | 1.51 |
| Calmar Ratio | 5.44 | 3.16 |
| Martin Ratio | 20.57 | 15.75 |
| Ulcer Index | 1.41% | 2.04% |
| Daily Std Dev | 9.72% | 11.24% |
| Max Drawdown | -19.20% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TDVG and SCHD is 0.85, 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.
Performance
TDVG vs. SCHD - Performance Comparison
The year-to-date returns for both stocks are quite close, with TDVG having a 18.24% return and SCHD slightly lower at 18.08%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TDVG vs. SCHD - Expense Ratio Comparison
TDVG has a 0.50% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
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.
Dividends
TDVG vs. SCHD - Dividend Comparison
TDVG's dividend yield for the trailing twelve months is around 1.05%, less than SCHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDVG T. Rowe Price Dividend Growth ETF | 1.05% | 1.31% | 1.15% | 0.80% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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.
Volatility
TDVG vs. SCHD - Volatility Comparison
The current volatility for T. Rowe Price Dividend Growth ETF (TDVG) is 3.06%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.41%. This indicates that TDVG experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.