VFORX vs. SCHD
Compare and contrast key facts about Vanguard Target Retirement 2040 Fund (VFORX) and Schwab US Dividend Equity ETF (SCHD).
VFORX is managed by Vanguard. It was launched on Jun 7, 2006. 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: VFORX or SCHD.
Performance
VFORX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, VFORX achieves a 13.87% return, which is significantly lower than SCHD's 17.35% return. Over the past 10 years, VFORX has underperformed SCHD with an annualized return of 8.09%, while SCHD has yielded a comparatively higher 11.54% annualized return.
VFORX
13.87%
0.07%
7.48%
20.35%
8.96%
8.09%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| VFORX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.12 | 2.40 |
| Sortino Ratio | 3.00 | 3.44 |
| Omega Ratio | 1.40 | 1.42 |
| Calmar Ratio | 2.70 | 3.63 |
| Martin Ratio | 13.13 | 12.99 |
| Ulcer Index | 1.57% | 2.05% |
| Daily Std Dev | 9.71% | 11.09% |
| Max Drawdown | -51.63% | -33.37% |
| Current Drawdown | -1.12% | -0.62% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFORX vs. SCHD - Expense Ratio Comparison
VFORX has a 0.08% 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 VFORX and SCHD is 0.84, 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
VFORX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2040 Fund (VFORX) 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
VFORX vs. SCHD - Dividend Comparison
VFORX's dividend yield for the trailing twelve months is around 2.09%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFORX Vanguard Target Retirement 2040 Fund | 2.09% | 2.38% | 2.10% | 2.39% | 1.62% | 2.28% | 2.41% | 1.91% | 1.98% | 2.16% | 1.93% | 1.77% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VFORX vs. SCHD - Drawdown Comparison
The maximum VFORX drawdown since its inception was -51.63%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VFORX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VFORX vs. SCHD - Volatility Comparison
The current volatility for Vanguard Target Retirement 2040 Fund (VFORX) is 2.42%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.48%. This indicates that VFORX 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.