TFPM vs. SCHD
TFPM (Triple Flag Precious Metals Corp) 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 3 years, TFPM returned 30.72%/yr vs 14.60%/yr for SCHD. At a 0.13 correlation, their price movements are largely independent.
Performance
TFPM vs. SCHD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TFPM achieves a -13.03% return, which is significantly lower than SCHD's 17.72% return.
TFPM
- 1D
- -3.55%
- 1M
- -6.14%
- YTD
- -13.03%
- 6M
- -17.02%
- 1Y
- 16.20%
- 3Y*
- 30.72%
- 5Y*
- —
- 10Y*
- —
SCHD
- 1D
- 0.41%
- 1M
- -2.47%
- YTD
- 17.72%
- 6M
- 17.25%
- 1Y
- 24.56%
- 3Y*
- 14.60%
- 5Y*
- 8.71%
- 10Y*
- 12.72%
TFPM vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TFPM Triple Flag Precious Metals Corp | -13.03% | 123.03% | 14.60% | -1.81% | 14.71% | 32.61% |
SCHD Schwab U.S. Dividend Equity ETF | 17.72% | 4.34% | 11.66% | 4.54% | -3.26% | 8.07% |
Correlation
The correlation between TFPM and SCHD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2021 | 0.13 |
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
TFPM vs. SCHD — Risk / Return Rank
TFPM
SCHD
TFPM vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Triple Flag Precious Metals Corp (TFPM) 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.
| TFPM | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.40 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 5.35 | -4.88 |
| Martin ratioReturn relative to average drawdown | 1.27 | 12.94 | -11.66 |
Loading charts...
Drawdowns
TFPM vs. SCHD - Drawdown Comparison
The maximum TFPM drawdown since its inception was -36.48%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TFPM and SCHD.
Loading charts...
Drawdown Indicators
| TFPM | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.48% | -33.37% | -3.11% |
Max Drawdown (1Y)Largest decline over 1 year | -34.87% | -4.61% | -30.26% |
Max Drawdown (3Y)Largest decline over 3 years | -34.87% | -16.13% | -18.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -30.14% | -2.47% | -27.67% |
Average DrawdownAverage peak-to-trough decline | -13.49% | -3.31% | -10.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.82% | 1.90% | +10.92% |
Volatility
TFPM vs. SCHD - Volatility Comparison
Triple Flag Precious Metals Corp (TFPM) has a higher volatility of 15.57% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that TFPM'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
| TFPM | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.57% | 3.58% | +11.99% |
Volatility (6M)Calculated over the trailing 6-month period | 34.92% | 7.73% | +27.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.97% | 11.07% | +32.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.51% | 14.36% | +23.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.51% | 16.71% | +20.80% |
Dividends
TFPM vs. SCHD - Dividend Comparison
TFPM's dividend yield for the trailing twelve months is around 0.80%, less than SCHD's 3.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 3.30% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
TFPM Triple Flag Precious Metals Corp | 0.80% | 0.68% | 1.43% | 1.54% | 1.07% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TFPM and SCHD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TFPM has higher volatility (15.57%) compared to SCHD (3.58%). In terms of maximum drawdown, TFPM dropped -36.48% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.23 vs 0.37), 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 TFPM 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