VGWIX vs. SCHD
Compare and contrast key facts about Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and Schwab US Dividend Equity ETF (SCHD).
VGWIX is managed by Vanguard. It was launched on Nov 2, 2017. 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: VGWIX or SCHD.
Key characteristics
| VGWIX | SCHD | |
|---|---|---|
| YTD Return | 7.56% | 18.08% |
| 1Y Return | 15.16% | 30.78% |
| 3Y Return (Ann) | 2.63% | 7.17% |
| 5Y Return (Ann) | 4.14% | 13.03% |
| Sharpe Ratio | 2.87 | 2.85 |
| Sortino Ratio | 4.27 | 4.10 |
| Omega Ratio | 1.56 | 1.51 |
| Calmar Ratio | 2.17 | 3.16 |
| Martin Ratio | 17.50 | 15.75 |
| Ulcer Index | 0.89% | 2.04% |
| Daily Std Dev | 5.43% | 11.24% |
| Max Drawdown | -17.74% | -33.37% |
| Current Drawdown | -1.60% | 0.00% |
Correlation
The correlation between VGWIX and SCHD is 0.74, 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.
Performance
VGWIX vs. SCHD - Performance Comparison
In the year-to-date period, VGWIX achieves a 7.56% return, which is significantly lower than SCHD's 18.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VGWIX vs. SCHD - Expense Ratio Comparison
VGWIX has a 0.41% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
VGWIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) 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
VGWIX vs. SCHD - Dividend Comparison
VGWIX's dividend yield for the trailing twelve months is around 3.62%, more than SCHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGWIX Vanguard Global Wellesley Income Fund Investor Shares | 3.62% | 3.03% | 1.41% | 2.27% | 1.89% | 2.16% | 2.74% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VGWIX vs. SCHD - Drawdown Comparison
The maximum VGWIX drawdown since its inception was -17.74%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VGWIX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VGWIX vs. SCHD - Volatility Comparison
The current volatility for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) is 1.44%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.41%. This indicates that VGWIX 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.