USNQX vs. SCHD
Compare and contrast key facts about USAA Nasdaq 100 Index Fund (USNQX) and Schwab US Dividend Equity ETF (SCHD).
USNQX is managed by Victory Capital. It was launched on Oct 27, 2000. 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: USNQX or SCHD.
Performance
USNQX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, USNQX achieves a 23.27% return, which is significantly higher than SCHD's 16.26% return. Over the past 10 years, USNQX has outperformed SCHD with an annualized return of 16.03%, while SCHD has yielded a comparatively lower 11.40% annualized return.
USNQX
23.27%
1.53%
10.69%
27.63%
17.94%
16.03%
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| USNQX | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.53 | 2.27 |
| Sortino Ratio | 2.08 | 3.27 |
| Omega Ratio | 1.28 | 1.40 |
| Calmar Ratio | 1.98 | 3.34 |
| Martin Ratio | 7.16 | 12.25 |
| Ulcer Index | 3.75% | 2.05% |
| Daily Std Dev | 17.59% | 11.06% |
| Max Drawdown | -74.36% | -33.37% |
| Current Drawdown | -2.13% | -1.54% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
USNQX vs. SCHD - Expense Ratio Comparison
USNQX has a 0.42% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between USNQX and SCHD is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
USNQX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USAA Nasdaq 100 Index Fund (USNQX) 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
USNQX vs. SCHD - Dividend Comparison
USNQX's dividend yield for the trailing twelve months is around 0.47%, less than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USNQX USAA Nasdaq 100 Index Fund | 0.47% | 0.58% | 0.28% | 0.24% | 0.37% | 0.55% | 0.65% | 0.46% | 0.50% | 0.62% | 0.21% | 0.28% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
USNQX vs. SCHD - Drawdown Comparison
The maximum USNQX drawdown since its inception was -74.36%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for USNQX and SCHD. For additional features, visit the drawdowns tool.
Volatility
USNQX vs. SCHD - Volatility Comparison
USAA Nasdaq 100 Index Fund (USNQX) has a higher volatility of 5.62% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that USNQX'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.