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VMY-H.V vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMY-H.V vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Voice Mobility International Inc (VMY-H.V) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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VMY-H.V vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMY-H.V
Voice Mobility International Inc
0.00%100.00%-66.67%50.00%-84.62%-7.14%250.00%-42.86%-12.50%700.00%
SCHD
Schwab U.S. Dividend Equity ETF
14.01%-0.44%21.25%2.24%3.64%28.70%13.08%21.03%2.45%13.15%
Different Trading Currencies

VMY-H.V is traded in CAD, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to CAD using the latest available exchange rates.

Returns By Period

Over the past 10 years, VMY-H.V has underperformed SCHD with an annualized return of 7.18%, while SCHD has yielded a comparatively higher 12.95% annualized return.


VMY-H.V

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
-0.00%
3Y*
-0.00%
5Y*
-32.24%
10Y*
7.18%

SCHD

1D
0.00%
1M
-1.06%
YTD
13.59%
6M
13.11%
1Y
11.02%
3Y*
12.90%
5Y*
10.56%
10Y*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VMY-H.V vs. SCHD — Risk / Return Rank

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

VMY-H.V
VMY-H.V Risk / Return Rank: 5757
Overall Rank
VMY-H.V Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VMY-H.V Sortino Ratio Rank: 6767
Sortino Ratio Rank
VMY-H.V Omega Ratio Rank: 9999
Omega Ratio Rank
VMY-H.V Calmar Ratio Rank: 3939
Calmar Ratio Rank
VMY-H.V Martin Ratio Rank: 3939
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4040
Overall Rank
SCHD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4545
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4444
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3434
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3434
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.

VMY-H.V vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voice Mobility International Inc (VMY-H.V) 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.


VMY-H.VSCHDDifference

Sharpe ratio

Return per unit of total volatility

-0.00

0.71

-0.71

Sortino ratio

Return per unit of downside risk

1.50

1.05

+0.45

Omega ratio

Gain probability vs. loss probability

2.50

1.15

+1.35

Calmar ratio

Return relative to maximum drawdown

-0.00

0.83

-0.83

Martin ratio

Return relative to average drawdown

-0.00

1.98

-1.98

VMY-H.V vs. SCHD - Sharpe Ratio Comparison

The current VMY-H.V Sharpe Ratio is -0.00, which is lower than the SCHD Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of VMY-H.V 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


VMY-H.VSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

0.71

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.84

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.86

-0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

1.10

-1.19

Correlation

The correlation between VMY-H.V and SCHD is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VMY-H.V vs. SCHD - Dividend Comparison

VMY-H.V has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.45%.


TTM20252024202320222021202020192018201720162015
VMY-H.V
Voice Mobility International Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.45%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

VMY-H.V vs. SCHD - Drawdown Comparison

The maximum VMY-H.V drawdown since its inception was -99.99%, which is greater than SCHD's maximum drawdown of -26.93%. Use the drawdown chart below to compare losses from any high point for VMY-H.V and SCHD.


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Drawdown Indicators


VMY-H.VSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-33.37%

-66.62%

Max Drawdown (1Y)

Largest decline over 1 year

-60.00%

-9.02%

-50.98%

Max Drawdown (5Y)

Largest decline over 5 years

-96.00%

-16.85%

-79.15%

Max Drawdown (10Y)

Largest decline over 10 years

-96.00%

-33.37%

-62.63%

Current Drawdown

Current decline from peak

-99.98%

-3.27%

-96.71%

Average Drawdown

Average peak-to-trough decline

-92.39%

-3.34%

-89.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

58.06%

3.76%

+54.30%

Volatility

VMY-H.V vs. SCHD - Volatility Comparison

The current volatility for Voice Mobility International Inc (VMY-H.V) is 0.00%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.75%. This indicates that VMY-H.V experiences smaller price fluctuations and is considered to be less risky 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


VMY-H.VSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.75%

-2.75%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

8.35%

-8.35%

Volatility (1Y)

Calculated over the trailing 1-year period

161.78%

15.69%

+146.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

643.95%

12.64%

+631.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

501.69%

15.17%

+486.52%