VEXAX vs. SCHD
Compare and contrast key facts about Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Schwab US Dividend Equity ETF (SCHD).
VEXAX is managed by Vanguard. It was launched on Nov 13, 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: VEXAX or SCHD.
Performance
VEXAX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, VEXAX achieves a 18.46% return, which is significantly higher than SCHD's 15.93% return. Over the past 10 years, VEXAX has underperformed SCHD with an annualized return of 9.79%, while SCHD has yielded a comparatively higher 11.46% annualized return.
VEXAX
18.46%
2.93%
11.95%
35.18%
11.07%
9.79%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| VEXAX | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.25 |
| Sortino Ratio | 2.61 | 3.25 |
| Omega Ratio | 1.32 | 1.39 |
| Calmar Ratio | 1.31 | 3.05 |
| Martin Ratio | 10.60 | 12.25 |
| Ulcer Index | 3.18% | 2.04% |
| Daily Std Dev | 17.95% | 11.09% |
| Max Drawdown | -58.09% | -33.37% |
| Current Drawdown | -4.10% | -1.82% |
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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%.
Correlation
The correlation between VEXAX and SCHD is 0.78, 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
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.
Dividends
VEXAX vs. SCHD - Dividend Comparison
VEXAX's dividend yield for the trailing twelve months is around 1.13%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEXAX Vanguard Extended Market Index Fund Admiral Shares | 1.13% | 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 | 3.41% | 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.
Volatility
VEXAX vs. SCHD - Volatility Comparison
Vanguard Extended Market Index Fund Admiral Shares (VEXAX) has a higher volatility of 6.31% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. 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.