TROW vs. SCHD
Compare and contrast key facts about T. Rowe Price Group, Inc. (TROW) and Schwab US Dividend Equity ETF (SCHD).
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: TROW or SCHD.
Performance
TROW vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, TROW achieves a 14.01% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, TROW has underperformed SCHD with an annualized return of 7.54%, while SCHD has yielded a comparatively higher 11.46% annualized return.
TROW
14.01%
6.44%
4.05%
27.47%
3.50%
7.54%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| TROW | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.12 | 2.25 |
| Sortino Ratio | 1.66 | 3.25 |
| Omega Ratio | 1.20 | 1.39 |
| Calmar Ratio | 0.50 | 3.05 |
| Martin Ratio | 4.12 | 12.25 |
| Ulcer Index | 6.39% | 2.04% |
| Daily Std Dev | 23.54% | 11.09% |
| Max Drawdown | -67.43% | -33.37% |
| Current Drawdown | -39.58% | -1.82% |
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Correlation
The correlation between TROW and SCHD is 0.72, 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.
Risk-Adjusted Performance
TROW vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Group, Inc. (TROW) 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
TROW vs. SCHD - Dividend Comparison
TROW's dividend yield for the trailing twelve months is around 4.16%, more than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TROW T. Rowe Price Group, Inc. | 4.16% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% | 1.81% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
TROW vs. SCHD - Drawdown Comparison
The maximum TROW drawdown since its inception was -67.43%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TROW and SCHD. For additional features, visit the drawdowns tool.
Volatility
TROW vs. SCHD - Volatility Comparison
T. Rowe Price Group, Inc. (TROW) has a higher volatility of 8.76% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that TROW'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.