VDADX vs. SFLNX
Compare and contrast key facts about Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
VDADX is managed by Vanguard. It was launched on Dec 19, 2013. SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDADX or SFLNX.
Performance
VDADX vs. SFLNX - Performance Comparison
Returns By Period
In the year-to-date period, VDADX achieves a 18.16% return, which is significantly lower than SFLNX's 19.61% return. Both investments have delivered pretty close results over the past 10 years, with VDADX having a 11.65% annualized return and SFLNX not far ahead at 11.66%.
VDADX
18.16%
-1.21%
8.91%
24.93%
12.39%
11.65%
SFLNX
19.61%
0.31%
9.30%
28.62%
14.30%
11.66%
Key characteristics
| VDADX | SFLNX | |
|---|---|---|
| Sharpe Ratio | 2.57 | 2.56 |
| Sortino Ratio | 3.68 | 3.51 |
| Omega Ratio | 1.47 | 1.47 |
| Calmar Ratio | 4.98 | 4.41 |
| Martin Ratio | 16.38 | 16.68 |
| Ulcer Index | 1.52% | 1.70% |
| Daily Std Dev | 9.70% | 11.11% |
| Max Drawdown | -31.70% | -60.01% |
| Current Drawdown | -2.14% | -1.83% |
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VDADX vs. SFLNX - Expense Ratio Comparison
VDADX has a 0.08% expense ratio, which is lower than SFLNX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VDADX and SFLNX is 0.91, 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
VDADX vs. SFLNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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
VDADX vs. SFLNX - Dividend Comparison
VDADX's dividend yield for the trailing twelve months is around 1.70%, more than SFLNX's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 1.70% | 1.86% | 1.94% | 1.53% | 1.61% | 1.69% | 2.07% | 1.88% | 2.14% | 2.34% | 1.95% | 0.00% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.55% | 1.86% | 2.09% | 1.74% | 2.43% | 2.39% | 2.86% | 2.10% | 2.25% | 2.42% | 1.73% | 1.51% |
Drawdowns
VDADX vs. SFLNX - Drawdown Comparison
The maximum VDADX drawdown since its inception was -31.70%, smaller than the maximum SFLNX drawdown of -60.01%. Use the drawdown chart below to compare losses from any high point for VDADX and SFLNX. For additional features, visit the drawdowns tool.
Volatility
VDADX vs. SFLNX - Volatility Comparison
The current volatility for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) is 3.51%, while Schwab Fundamental US Large Company Index Fund (SFLNX) has a volatility of 3.96%. This indicates that VDADX experiences smaller price fluctuations and is considered to be less risky than SFLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.