VMGMX vs. SCHD
Compare and contrast key facts about Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) and Schwab US Dividend Equity ETF (SCHD).
VMGMX is managed by Vanguard. It was launched on Sep 27, 2011. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VMGMX or SCHD.
Key characteristics
| VMGMX | SCHD | |
|---|---|---|
| YTD Return | 21.11% | 18.08% |
| 1Y Return | 38.17% | 30.78% |
| 3Y Return (Ann) | 1.00% | 7.17% |
| 5Y Return (Ann) | 12.57% | 13.03% |
| 10Y Return (Ann) | 11.00% | 11.72% |
| Sharpe Ratio | 2.69 | 2.85 |
| Sortino Ratio | 3.60 | 4.10 |
| Omega Ratio | 1.47 | 1.51 |
| Calmar Ratio | 1.52 | 3.16 |
| Martin Ratio | 16.05 | 15.75 |
| Ulcer Index | 2.49% | 2.04% |
| Daily Std Dev | 14.84% | 11.24% |
| Max Drawdown | -37.17% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VMGMX and SCHD is 0.75, 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
VMGMX vs. SCHD - Performance Comparison
In the year-to-date period, VMGMX achieves a 21.11% return, which is significantly higher than SCHD's 18.08% return. Over the past 10 years, VMGMX has underperformed SCHD with an annualized return of 11.00%, while SCHD has yielded a comparatively higher 11.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VMGMX vs. SCHD - Expense Ratio Comparison
VMGMX has a 0.07% 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%.
Risk-Adjusted Performance
VMGMX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) 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.
Dividends
VMGMX vs. SCHD - Dividend Comparison
VMGMX's dividend yield for the trailing twelve months is around 0.66%, less than SCHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMGMX Vanguard Mid-Cap Growth Index Fund Admiral Shares | 0.66% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.82% | 0.79% | 0.61% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VMGMX vs. SCHD - Drawdown Comparison
The maximum VMGMX drawdown since its inception was -37.17%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VMGMX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VMGMX vs. SCHD - Volatility Comparison
Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) has a higher volatility of 4.58% compared to Schwab US Dividend Equity ETF (SCHD) at 3.41%. This indicates that VMGMX'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.