VDIGX vs. SCHD
Compare and contrast key facts about Vanguard Dividend Growth Fund (VDIGX) and Schwab US Dividend Equity ETF (SCHD).
VDIGX is managed by Vanguard. It was launched on May 15, 1992. 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: VDIGX or SCHD.
Performance
VDIGX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, VDIGX achieves a 11.34% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, VDIGX has underperformed SCHD with an annualized return of 10.85%, while SCHD has yielded a comparatively higher 11.46% annualized return.
VDIGX
11.34%
-3.24%
4.53%
17.68%
10.54%
10.85%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| VDIGX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.09 | 2.25 |
| Sortino Ratio | 2.86 | 3.25 |
| Omega Ratio | 1.37 | 1.39 |
| Calmar Ratio | 3.80 | 3.05 |
| Martin Ratio | 11.19 | 12.25 |
| Ulcer Index | 1.63% | 2.04% |
| Daily Std Dev | 8.72% | 11.09% |
| Max Drawdown | -45.23% | -33.37% |
| Current Drawdown | -3.65% | -1.82% |
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VDIGX vs. SCHD - Expense Ratio Comparison
VDIGX has a 0.27% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, 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 VDIGX and SCHD is 0.89, 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
VDIGX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Growth Fund (VDIGX) 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
VDIGX vs. SCHD - Dividend Comparison
VDIGX's dividend yield for the trailing twelve months is around 1.65%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDIGX Vanguard Dividend Growth Fund | 1.65% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
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
VDIGX vs. SCHD - Drawdown Comparison
The maximum VDIGX drawdown since its inception was -45.23%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VDIGX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VDIGX vs. SCHD - Volatility Comparison
The current volatility for Vanguard Dividend Growth Fund (VDIGX) is 2.49%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.55%. This indicates that VDIGX 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.