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

Correlation

The correlation between VGRIX and SCHD is 0.92, 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.


-0.50.00.51.00.9

Performance

VGRIX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Value Fund (VGRIX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.37%
6.37%
VGRIX
SCHD

Key characteristics

Sharpe Ratio

VGRIX:

1.35

SCHD:

1.20

Sortino Ratio

VGRIX:

1.94

SCHD:

1.76

Omega Ratio

VGRIX:

1.24

SCHD:

1.21

Calmar Ratio

VGRIX:

1.46

SCHD:

1.69

Martin Ratio

VGRIX:

7.38

SCHD:

5.86

Ulcer Index

VGRIX:

1.98%

SCHD:

2.30%

Daily Std Dev

VGRIX:

10.84%

SCHD:

11.25%

Max Drawdown

VGRIX:

-67.22%

SCHD:

-33.37%

Current Drawdown

VGRIX:

-8.96%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, VGRIX achieves a 12.69% return, which is significantly higher than SCHD's 11.54% return. Over the past 10 years, VGRIX has underperformed SCHD with an annualized return of 6.64%, while SCHD has yielded a comparatively higher 10.86% annualized return.


VGRIX

YTD

12.69%

1M

-7.38%

6M

4.16%

1Y

13.31%

5Y*

9.00%

10Y*

6.64%

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.


VGRIX vs. SCHD - Expense Ratio Comparison

VGRIX has a 0.94% expense ratio, which is higher than SCHD's 0.06% expense ratio.


VGRIX
JPMorgan U.S. Value Fund
Expense ratio chart for VGRIX: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
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

VGRIX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Value Fund (VGRIX) 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 VGRIX, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.001.351.20
The chart of Sortino ratio for VGRIX, currently valued at 1.94, compared to the broader market-2.000.002.004.006.008.0010.001.941.76
The chart of Omega ratio for VGRIX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.21
The chart of Calmar ratio for VGRIX, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.0012.0014.001.461.69
The chart of Martin ratio for VGRIX, currently valued at 7.38, compared to the broader market0.0020.0040.0060.007.385.86
VGRIX
SCHD

The current VGRIX Sharpe Ratio is 1.35, which is comparable to the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of VGRIX 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
1.35
1.20
VGRIX
SCHD

Dividends

VGRIX vs. SCHD - Dividend Comparison

VGRIX's dividend yield for the trailing twelve months is around 0.84%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
VGRIX
JPMorgan U.S. Value Fund
0.84%1.39%1.25%0.94%1.29%1.44%1.80%1.16%1.29%1.31%1.20%1.04%
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

VGRIX vs. SCHD - Drawdown Comparison

The maximum VGRIX drawdown since its inception was -67.22%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VGRIX and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.96%
-6.72%
VGRIX
SCHD

Volatility

VGRIX vs. SCHD - Volatility Comparison

JPMorgan U.S. Value Fund (VGRIX) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 4.06% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.06%
3.88%
VGRIX
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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