PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VIMSX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VIMSX vs. SCHD - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.12%
14.95%
VIMSX
SCHD

Returns By Period

In the year-to-date period, VIMSX achieves a 22.45% return, which is significantly higher than SCHD's 18.85% return. Over the past 10 years, VIMSX has underperformed SCHD with an annualized return of 10.13%, while SCHD has yielded a comparatively higher 11.69% annualized return.


VIMSX

YTD

22.45%

1M

5.99%

6M

15.12%

1Y

32.73%

5Y (annualized)

11.85%

10Y (annualized)

10.13%

SCHD

YTD

18.85%

1M

3.78%

6M

14.95%

1Y

27.79%

5Y (annualized)

13.14%

10Y (annualized)

11.69%

Key characteristics


VIMSXSCHD
Sharpe Ratio2.642.49
Sortino Ratio3.613.58
Omega Ratio1.461.44
Calmar Ratio2.183.79
Martin Ratio15.9013.58
Ulcer Index2.06%2.05%
Daily Std Dev12.39%11.15%
Max Drawdown-58.96%-33.37%
Current Drawdown0.00%0.00%

Compare stocks, funds, or ETFs

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


VIMSX vs. SCHD - Expense Ratio Comparison

VIMSX has a 0.17% 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%.


VIMSX
Vanguard Mid Cap Index Fund
Expense ratio chart for VIMSX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
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

-0.50.00.51.00.9

The correlation between VIMSX and SCHD is 0.85, 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

VIMSX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid Cap Index Fund (VIMSX) 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 VIMSX, currently valued at 2.64, compared to the broader market-1.000.001.002.003.004.005.002.642.49
The chart of Sortino ratio for VIMSX, currently valued at 3.61, compared to the broader market0.005.0010.003.613.58
The chart of Omega ratio for VIMSX, currently valued at 1.46, compared to the broader market1.002.003.004.001.461.44
The chart of Calmar ratio for VIMSX, currently valued at 2.18, compared to the broader market0.005.0010.0015.0020.002.183.79
The chart of Martin ratio for VIMSX, currently valued at 15.90, compared to the broader market0.0020.0040.0060.0080.00100.0015.9013.58
VIMSX
SCHD

The current VIMSX Sharpe Ratio is 2.64, which is comparable to the SCHD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of VIMSX 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
2.64
2.49
VIMSX
SCHD

Dividends

VIMSX vs. SCHD - Dividend Comparison

VIMSX's dividend yield for the trailing twelve months is around 1.32%, less than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
VIMSX
Vanguard Mid Cap Index Fund
1.32%1.40%1.46%1.00%1.34%1.37%1.68%1.24%1.34%1.33%1.14%1.03%
SCHD
Schwab US Dividend Equity ETF
3.33%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

VIMSX vs. SCHD - Drawdown Comparison

The maximum VIMSX drawdown since its inception was -58.96%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VIMSX and SCHD. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
VIMSX
SCHD

Volatility

VIMSX vs. SCHD - Volatility Comparison

Vanguard Mid Cap Index Fund (VIMSX) has a higher volatility of 4.01% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. This indicates that VIMSX'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%JuneJulyAugustSeptemberOctoberNovember
4.01%
3.67%
VIMSX
SCHD