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VEXAX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEXAX and SCHD is 0.77, 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.


-0.50.00.51.00.8

Performance

VEXAX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
363.03%
394.81%
VEXAX
SCHD

Key characteristics

Sharpe Ratio

VEXAX:

1.15

SCHD:

1.20

Sortino Ratio

VEXAX:

1.65

SCHD:

1.76

Omega Ratio

VEXAX:

1.21

SCHD:

1.21

Calmar Ratio

VEXAX:

1.11

SCHD:

1.69

Martin Ratio

VEXAX:

6.30

SCHD:

5.86

Ulcer Index

VEXAX:

3.32%

SCHD:

2.30%

Daily Std Dev

VEXAX:

18.13%

SCHD:

11.25%

Max Drawdown

VEXAX:

-58.09%

SCHD:

-33.37%

Current Drawdown

VEXAX:

-6.86%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, VEXAX achieves a 18.34% return, which is significantly higher than SCHD's 11.54% return. Over the past 10 years, VEXAX has underperformed SCHD with an annualized return of 9.57%, while SCHD has yielded a comparatively higher 10.86% annualized return.


VEXAX

YTD

18.34%

1M

-3.58%

6M

15.62%

1Y

18.27%

5Y*

10.18%

10Y*

9.57%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEXAX vs. SCHD - Expense Ratio Comparison

Both VEXAX and SCHD have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VEXAX
Vanguard Extended Market Index Fund Admiral Shares
Expense ratio chart for VEXAX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VEXAX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Admiral Shares (VEXAX) 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.


Sharpe ratio
The chart of Sharpe ratio for VEXAX, currently valued at 1.15, compared to the broader market-1.000.001.002.003.004.001.151.20
The chart of Sortino ratio for VEXAX, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.001.651.76
The chart of Omega ratio for VEXAX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.211.21
The chart of Calmar ratio for VEXAX, currently valued at 1.11, compared to the broader market0.002.004.006.008.0010.0012.0014.001.111.69
The chart of Martin ratio for VEXAX, currently valued at 6.30, compared to the broader market0.0020.0040.0060.006.305.86
VEXAX
SCHD

The current VEXAX Sharpe Ratio is 1.15, which is comparable to the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of VEXAX 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.15
1.20
VEXAX
SCHD

Dividends

VEXAX vs. SCHD - Dividend Comparison

VEXAX's dividend yield for the trailing twelve months is around 0.78%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
0.78%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%1.13%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

VEXAX vs. SCHD - Drawdown Comparison

The maximum VEXAX drawdown since its inception was -58.09%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VEXAX and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.86%
-6.72%
VEXAX
SCHD

Volatility

VEXAX vs. SCHD - Volatility Comparison

Vanguard Extended Market Index Fund Admiral Shares (VEXAX) has a higher volatility of 6.34% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that VEXAX'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.34%
3.88%
VEXAX
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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