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

Performance

VHCOX vs. SCHD - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.95%
13.51%
VHCOX
SCHD

Returns By Period

In the year-to-date period, VHCOX achieves a 15.48% return, which is significantly lower than SCHD's 17.35% return. Over the past 10 years, VHCOX has underperformed SCHD with an annualized return of 5.78%, while SCHD has yielded a comparatively higher 11.54% annualized return.


VHCOX

YTD

15.48%

1M

0.23%

6M

5.68%

1Y

20.65%

5Y (annualized)

5.76%

10Y (annualized)

5.78%

SCHD

YTD

17.35%

1M

2.29%

6M

13.68%

1Y

26.18%

5Y (annualized)

12.87%

10Y (annualized)

11.54%

Key characteristics


VHCOXSCHD
Sharpe Ratio1.492.40
Sortino Ratio2.073.44
Omega Ratio1.271.42
Calmar Ratio0.993.63
Martin Ratio6.9112.99
Ulcer Index3.07%2.05%
Daily Std Dev14.25%11.09%
Max Drawdown-61.19%-33.37%
Current Drawdown-5.15%-0.62%

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VHCOX vs. SCHD - Expense Ratio Comparison

VHCOX has a 0.43% expense ratio, which is higher than SCHD's 0.06% expense ratio.


VHCOX
Vanguard Capital Opportunity Fund Investor Shares
Expense ratio chart for VHCOX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
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%

Correlation

-0.50.00.51.00.8

The correlation between VHCOX and SCHD is 0.77, 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

VHCOX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Capital Opportunity Fund Investor Shares (VHCOX) 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 VHCOX, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.005.001.492.40
The chart of Sortino ratio for VHCOX, currently valued at 2.07, compared to the broader market0.005.0010.002.073.44
The chart of Omega ratio for VHCOX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.42
The chart of Calmar ratio for VHCOX, currently valued at 0.99, compared to the broader market0.005.0010.0015.0020.0025.000.993.63
The chart of Martin ratio for VHCOX, currently valued at 6.91, compared to the broader market0.0020.0040.0060.0080.00100.006.9112.99
VHCOX
SCHD

The current VHCOX Sharpe Ratio is 1.49, which is lower than the SCHD Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of VHCOX 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.49
2.40
VHCOX
SCHD

Dividends

VHCOX vs. SCHD - Dividend Comparison

VHCOX's dividend yield for the trailing twelve months is around 0.61%, less than SCHD's 3.37% yield.


TTM20232022202120202019201820172016201520142013
VHCOX
Vanguard Capital Opportunity Fund Investor Shares
0.61%0.70%0.80%0.35%0.43%0.73%0.83%0.68%0.69%0.58%0.58%0.16%
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

VHCOX vs. SCHD - Drawdown Comparison

The maximum VHCOX drawdown since its inception was -61.19%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VHCOX and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.15%
-0.62%
VHCOX
SCHD

Volatility

VHCOX vs. SCHD - Volatility Comparison

Vanguard Capital Opportunity Fund Investor Shares (VHCOX) has a higher volatility of 4.68% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that VHCOX'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%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.68%
3.48%
VHCOX
SCHD