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VDY.TO vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDY.TO and SCHD is 0.64, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

VDY.TO vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
132.26%
310.94%
VDY.TO
SCHD

Key characteristics

Sharpe Ratio

VDY.TO:

1.29

SCHD:

0.18

Sortino Ratio

VDY.TO:

1.73

SCHD:

0.35

Omega Ratio

VDY.TO:

1.26

SCHD:

1.05

Calmar Ratio

VDY.TO:

1.44

SCHD:

0.18

Martin Ratio

VDY.TO:

5.96

SCHD:

0.64

Ulcer Index

VDY.TO:

2.62%

SCHD:

4.44%

Daily Std Dev

VDY.TO:

12.09%

SCHD:

15.99%

Max Drawdown

VDY.TO:

-39.21%

SCHD:

-33.37%

Current Drawdown

VDY.TO:

-3.62%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, VDY.TO achieves a -0.47% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, VDY.TO has underperformed SCHD with an annualized return of 8.77%, while SCHD has yielded a comparatively higher 10.28% annualized return.


VDY.TO

YTD

-0.47%

1M

-2.29%

6M

-0.12%

1Y

15.68%

5Y*

17.31%

10Y*

8.77%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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VDY.TO vs. SCHD - Expense Ratio Comparison

VDY.TO has a 0.22% 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%.


Expense ratio chart for VDY.TO: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDY.TO: 0.22%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

VDY.TO vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VDY.TO
The Risk-Adjusted Performance Rank of VDY.TO is 8787
Overall Rank
The Sharpe Ratio Rank of VDY.TO is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VDY.TO is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VDY.TO is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VDY.TO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VDY.TO is 8686
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VDY.TO vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) 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.


The chart of Sharpe ratio for VDY.TO, currently valued at 1.07, compared to the broader market-1.000.001.002.003.004.00
VDY.TO: 1.07
SCHD: 0.25
The chart of Sortino ratio for VDY.TO, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.00
VDY.TO: 1.53
SCHD: 0.46
The chart of Omega ratio for VDY.TO, currently valued at 1.21, compared to the broader market0.501.001.502.00
VDY.TO: 1.21
SCHD: 1.06
The chart of Calmar ratio for VDY.TO, currently valued at 1.21, compared to the broader market0.002.004.006.008.0010.0012.00
VDY.TO: 1.21
SCHD: 0.25
The chart of Martin ratio for VDY.TO, currently valued at 4.21, compared to the broader market0.0020.0040.0060.00
VDY.TO: 4.21
SCHD: 0.90

The current VDY.TO Sharpe Ratio is 1.29, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of VDY.TO and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.07
0.25
VDY.TO
SCHD

Dividends

VDY.TO vs. SCHD - Dividend Comparison

VDY.TO's dividend yield for the trailing twelve months is around 4.60%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
4.60%4.40%4.63%4.42%3.58%4.59%4.25%4.43%3.82%3.25%4.11%3.25%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

VDY.TO vs. SCHD - Drawdown Comparison

The maximum VDY.TO drawdown since its inception was -39.21%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VDY.TO and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.65%
-11.47%
VDY.TO
SCHD

Volatility

VDY.TO vs. SCHD - Volatility Comparison

The current volatility for Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) is 9.66%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that VDY.TO 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.66%
11.20%
VDY.TO
SCHD