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

Correlation

The correlation between VFIAX and SCHD is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VFIAX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard 500 Index Fund Admiral Shares (VFIAX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
483.14%
369.64%
VFIAX
SCHD

Key characteristics

Sharpe Ratio

VFIAX:

0.54

SCHD:

0.18

Sortino Ratio

VFIAX:

0.87

SCHD:

0.35

Omega Ratio

VFIAX:

1.13

SCHD:

1.05

Calmar Ratio

VFIAX:

0.56

SCHD:

0.18

Martin Ratio

VFIAX:

2.29

SCHD:

0.64

Ulcer Index

VFIAX:

4.55%

SCHD:

4.44%

Daily Std Dev

VFIAX:

19.44%

SCHD:

15.99%

Max Drawdown

VFIAX:

-55.20%

SCHD:

-33.37%

Current Drawdown

VFIAX:

-9.86%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, VFIAX achieves a -5.69% return, which is significantly lower than SCHD's -5.19% return. Over the past 10 years, VFIAX has outperformed SCHD with an annualized return of 12.22%, while SCHD has yielded a comparatively lower 10.43% annualized return.


VFIAX

YTD

-5.69%

1M

-0.91%

6M

-4.25%

1Y

9.77%

5Y*

15.83%

10Y*

12.22%

SCHD

YTD

-5.19%

1M

-6.93%

6M

-7.13%

1Y

3.21%

5Y*

12.59%

10Y*

10.43%

*Annualized

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VFIAX vs. SCHD - Expense Ratio Comparison

VFIAX has a 0.04% expense ratio, which is lower than SCHD's 0.06% 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%.


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%
Expense ratio chart for VFIAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFIAX: 0.04%

Risk-Adjusted Performance

VFIAX vs. SCHD — Risk-Adjusted Performance Rank

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

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 6363
Overall Rank
The Sharpe Ratio Rank of VFIAX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 6363
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3737
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.

VFIAX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Admiral Shares (VFIAX) 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 VFIAX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.00
VFIAX: 0.54
SCHD: 0.18
The chart of Sortino ratio for VFIAX, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.00
VFIAX: 0.87
SCHD: 0.35
The chart of Omega ratio for VFIAX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
VFIAX: 1.13
SCHD: 1.05
The chart of Calmar ratio for VFIAX, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.00
VFIAX: 0.56
SCHD: 0.18
The chart of Martin ratio for VFIAX, currently valued at 2.29, compared to the broader market0.0010.0020.0030.0040.0050.00
VFIAX: 2.29
SCHD: 0.64

The current VFIAX Sharpe Ratio is 0.54, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of VFIAX 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.54
0.18
VFIAX
SCHD

Dividends

VFIAX vs. SCHD - Dividend Comparison

VFIAX's dividend yield for the trailing twelve months is around 1.37%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.37%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%
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

VFIAX vs. SCHD - Drawdown Comparison

The maximum VFIAX drawdown since its inception was -55.20%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VFIAX and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.86%
-11.47%
VFIAX
SCHD

Volatility

VFIAX vs. SCHD - Volatility Comparison

Vanguard 500 Index Fund Admiral Shares (VFIAX) has a higher volatility of 14.22% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that VFIAX'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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.22%
11.20%
VFIAX
SCHD