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VIIIX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIIIX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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VIIIX vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
-7.06%17.87%26.29%25.79%-18.14%28.69%18.41%31.48%-4.41%21.82%
SCHD
Schwab U.S. Dividend Equity ETF
12.79%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, VIIIX achieves a -7.06% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, VIIIX has outperformed SCHD with an annualized return of 13.82%, while SCHD has yielded a comparatively lower 12.31% annualized return.


VIIIX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.59%
1Y
14.44%
3Y*
17.57%
5Y*
11.54%
10Y*
13.82%

SCHD

1D
0.66%
1M
-2.61%
YTD
12.79%
6M
14.49%
1Y
13.97%
3Y*
12.05%
5Y*
8.44%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIIIX vs. SCHD - Expense Ratio Comparison

VIIIX has a 0.02% expense ratio, which is lower than SCHD's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VIIIX vs. SCHD — Risk / Return Rank

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

VIIIX
VIIIX Risk / Return Rank: 4646
Overall Rank
VIIIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VIIIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VIIIX Omega Ratio Rank: 5050
Omega Ratio Rank
VIIIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VIIIX Martin Ratio Rank: 5353
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIIIX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) and Schwab U.S. 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.


VIIIXSCHDDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.89

-0.06

Sortino ratio

Return per unit of downside risk

1.30

1.35

-0.05

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.06

1.19

-0.14

Martin ratio

Return relative to average drawdown

5.14

3.99

+1.15

VIIIX vs. SCHD - Sharpe Ratio Comparison

The current VIIIX Sharpe Ratio is 0.84, which is comparable to the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of VIIIX 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.


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Sharpe Ratios by Period


VIIIXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.89

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.59

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.74

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.84

-0.38

Correlation

The correlation between VIIIX and SCHD is 0.82, 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.


Dividends

VIIIX vs. SCHD - Dividend Comparison

VIIIX's dividend yield for the trailing twelve months is around 2.90%, less than SCHD's 3.44% yield.


TTM20252024202320222021202020192018201720162015
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
2.90%2.11%3.66%2.66%3.39%4.79%3.07%2.86%2.45%1.84%2.38%2.47%
SCHD
Schwab U.S. Dividend Equity ETF
3.44%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

VIIIX vs. SCHD - Drawdown Comparison

The maximum VIIIX drawdown since its inception was -55.18%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VIIIX and SCHD.


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Drawdown Indicators


VIIIXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-55.18%

-33.37%

-21.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-12.74%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-16.85%

-7.65%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

-33.37%

-0.42%

Current Drawdown

Current decline from peak

-8.90%

-2.89%

-6.01%

Average Drawdown

Average peak-to-trough decline

-10.07%

-3.34%

-6.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.89%

-1.40%

Volatility

VIIIX vs. SCHD - Volatility Comparison

Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) has a higher volatility of 4.24% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that VIIIX'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.


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Volatility by Period


VIIIXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

2.40%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

7.96%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

15.74%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

14.40%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

16.70%

+1.32%