PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VFORX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

VFORX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2040 Fund (VFORX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
244.21%
394.81%
VFORX
SCHD

Key characteristics

Sharpe Ratio

VFORX:

1.54

SCHD:

1.20

Sortino Ratio

VFORX:

2.16

SCHD:

1.76

Omega Ratio

VFORX:

1.29

SCHD:

1.21

Calmar Ratio

VFORX:

2.61

SCHD:

1.69

Martin Ratio

VFORX:

9.36

SCHD:

5.86

Ulcer Index

VFORX:

1.62%

SCHD:

2.30%

Daily Std Dev

VFORX:

9.84%

SCHD:

11.25%

Max Drawdown

VFORX:

-51.63%

SCHD:

-33.37%

Current Drawdown

VFORX:

-3.07%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, VFORX achieves a 13.03% return, which is significantly higher than SCHD's 11.54% return. Over the past 10 years, VFORX has underperformed SCHD with an annualized return of 8.05%, while SCHD has yielded a comparatively higher 10.86% annualized return.


VFORX

YTD

13.03%

1M

-0.74%

6M

5.15%

1Y

11.28%

5Y*

8.11%

10Y*

8.05%

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.


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%.


VFORX
Vanguard Target Retirement 2040 Fund
Expense ratio chart for VFORX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
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

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.


Sharpe ratio
The chart of Sharpe ratio for VFORX, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.541.20
The chart of Sortino ratio for VFORX, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.002.161.76
The chart of Omega ratio for VFORX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.21
The chart of Calmar ratio for VFORX, currently valued at 2.61, compared to the broader market0.002.004.006.008.0010.0012.0014.002.611.69
The chart of Martin ratio for VFORX, currently valued at 9.36, compared to the broader market0.0020.0040.0060.009.365.86
VFORX
SCHD

The current VFORX Sharpe Ratio is 1.54, which is comparable to the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of VFORX 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.54
1.20
VFORX
SCHD

Dividends

VFORX vs. SCHD - Dividend Comparison

VFORX's dividend yield for the trailing twelve months is around 2.10%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
VFORX
Vanguard Target Retirement 2040 Fund
2.10%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
3.64%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.07%
-6.72%
VFORX
SCHD

Volatility

VFORX vs. SCHD - Volatility Comparison

The current volatility for Vanguard Target Retirement 2040 Fund (VFORX) is 2.77%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.88%. 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.77%
3.88%
VFORX
SCHD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab