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

Correlation

The correlation between VHYAX and SCHD is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VHYAX vs. SCHD - Performance Comparison

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

70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
78.26%
88.72%
VHYAX
SCHD

Key characteristics

Sharpe Ratio

VHYAX:

0.52

SCHD:

0.21

Sortino Ratio

VHYAX:

0.83

SCHD:

0.40

Omega Ratio

VHYAX:

1.12

SCHD:

1.05

Calmar Ratio

VHYAX:

0.58

SCHD:

0.21

Martin Ratio

VHYAX:

2.50

SCHD:

0.77

Ulcer Index

VHYAX:

3.33%

SCHD:

4.32%

Daily Std Dev

VHYAX:

15.82%

SCHD:

15.97%

Max Drawdown

VHYAX:

-35.14%

SCHD:

-33.37%

Current Drawdown

VHYAX:

-9.14%

SCHD:

-12.33%

Returns By Period

In the year-to-date period, VHYAX achieves a -3.82% return, which is significantly higher than SCHD's -6.12% return.


VHYAX

YTD

-3.82%

1M

-6.06%

6M

-4.72%

1Y

6.65%

5Y*

13.22%

10Y*

N/A

SCHD

YTD

-6.12%

1M

-8.69%

6M

-8.46%

1Y

1.83%

5Y*

12.95%

10Y*

10.20%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VHYAX vs. SCHD - Expense Ratio Comparison

VHYAX 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%.


Expense ratio chart for VHYAX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VHYAX: 0.08%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

VHYAX vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VHYAX
The Risk-Adjusted Performance Rank of VHYAX is 6767
Overall Rank
The Sharpe Ratio Rank of VHYAX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VHYAX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VHYAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VHYAX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VHYAX is 7070
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4646
Overall Rank
The Sharpe Ratio Rank of SCHD is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4444
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4444
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4848
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VHYAX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) 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.


The chart of Sharpe ratio for VHYAX, currently valued at 0.52, compared to the broader market-1.000.001.002.003.00
VHYAX: 0.52
SCHD: 0.21
The chart of Sortino ratio for VHYAX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
VHYAX: 0.83
SCHD: 0.40
The chart of Omega ratio for VHYAX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
VHYAX: 1.12
SCHD: 1.05
The chart of Calmar ratio for VHYAX, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.00
VHYAX: 0.58
SCHD: 0.21
The chart of Martin ratio for VHYAX, currently valued at 2.50, compared to the broader market0.0010.0020.0030.0040.0050.00
VHYAX: 2.50
SCHD: 0.77

The current VHYAX Sharpe Ratio is 0.52, which is higher than the SCHD Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of VHYAX 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.52
0.21
VHYAX
SCHD

Dividends

VHYAX vs. SCHD - Dividend Comparison

VHYAX's dividend yield for the trailing twelve months is around 3.01%, less than SCHD's 4.09% yield.


TTM20242023202220212020201920182017201620152014
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
3.01%2.72%3.10%2.98%2.74%3.16%3.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.09%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

VHYAX vs. SCHD - Drawdown Comparison

The maximum VHYAX drawdown since its inception was -35.14%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VHYAX and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.14%
-12.33%
VHYAX
SCHD

Volatility

VHYAX vs. SCHD - Volatility Comparison

Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 11.28% and 11.16%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.28%
11.16%
VHYAX
SCHD