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

Key characteristics


VIGSCHD
YTD Return17.37%13.75%
1Y Return32.38%29.24%
3Y Return (Ann)8.43%6.56%
5Y Return (Ann)12.69%12.61%
10Y Return (Ann)11.82%11.48%
Sharpe Ratio3.442.71
Sortino Ratio4.793.91
Omega Ratio1.641.48
Calmar Ratio3.912.52
Martin Ratio23.2115.22
Ulcer Index1.46%2.02%
Daily Std Dev9.85%11.34%
Max Drawdown-46.81%-33.37%
Current Drawdown-2.07%-2.50%

Correlation

-0.50.00.51.00.9

The correlation between VIG and SCHD is 0.91, 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

VIG vs. SCHD - Performance Comparison

In the year-to-date period, VIG achieves a 17.37% return, which is significantly higher than SCHD's 13.75% return. Both investments have delivered pretty close results over the past 10 years, with VIG having a 11.82% annualized return and SCHD not far behind at 11.48%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
13.76%
11.61%
VIG
SCHD

Compare stocks, funds, or ETFs

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VIG vs. SCHD - Expense Ratio Comparison

Both VIG and SCHD have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VIG
Vanguard Dividend Appreciation ETF
Expense ratio chart for VIG: 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%
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

VIG vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) 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.


VIG
Sharpe ratio
The chart of Sharpe ratio for VIG, currently valued at 3.44, compared to the broader market-2.000.002.004.006.003.44
Sortino ratio
The chart of Sortino ratio for VIG, currently valued at 4.79, compared to the broader market0.005.0010.004.79
Omega ratio
The chart of Omega ratio for VIG, currently valued at 1.64, compared to the broader market1.001.502.002.503.001.64
Calmar ratio
The chart of Calmar ratio for VIG, currently valued at 3.91, compared to the broader market0.005.0010.0015.003.91
Martin ratio
The chart of Martin ratio for VIG, currently valued at 23.21, compared to the broader market0.0020.0040.0060.0080.00100.00120.0023.21
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.71, compared to the broader market-2.000.002.004.006.002.71
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 3.91, compared to the broader market0.005.0010.003.91
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.48, compared to the broader market1.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 2.52, compared to the broader market0.005.0010.0015.002.52
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 15.22, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.22

VIG vs. SCHD - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 3.44, which is comparable to the SCHD Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of VIG 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 Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.44
2.71
VIG
SCHD

Dividends

VIG vs. SCHD - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.73%, less than SCHD's 3.48% yield.


TTM20232022202120202019201820172016201520142013
VIG
Vanguard Dividend Appreciation ETF
1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
SCHD
Schwab US Dividend Equity ETF
3.48%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

VIG vs. SCHD - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VIG and SCHD. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.07%
-2.50%
VIG
SCHD

Volatility

VIG vs. SCHD - Volatility Comparison

Vanguard Dividend Appreciation ETF (VIG) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 2.67% and 2.72%, 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%MayJuneJulyAugustSeptemberOctober
2.67%
2.72%
VIG
SCHD