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

Key characteristics


VNQSCHD
YTD Return-1.99%6.21%
1Y Return14.03%16.75%
3Y Return (Ann)1.10%6.45%
5Y Return (Ann)3.55%12.79%
10Y Return (Ann)6.24%11.66%
Sharpe Ratio0.741.47
Daily Std Dev18.61%11.53%
Max Drawdown-73.07%-33.37%
Current Drawdown-19.15%0.00%

Correlation

0.62
-1.001.00

The correlation between VNQ and SCHD is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

VNQ vs. SCHD - Performance Comparison

In the year-to-date period, VNQ achieves a -1.99% return, which is significantly lower than SCHD's 6.21% return. Over the past 10 years, VNQ has underperformed SCHD with an annualized return of 6.24%, while SCHD has yielded a comparatively higher 11.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
163.97%
371.17%
VNQ
SCHD

Compare stocks, funds, or ETFs


Vanguard Real Estate ETF

Schwab US Dividend Equity ETF

VNQ vs. SCHD - Expense Ratio Comparison

VNQ has a 0.12% expense ratio, which is higher than SCHD's 0.06% expense ratio.

VNQ
Vanguard Real Estate ETF
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VNQ vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VNQ
Vanguard Real Estate ETF
0.74
SCHD
Schwab US Dividend Equity ETF
1.47

VNQ vs. SCHD - Sharpe Ratio Comparison

The current VNQ Sharpe Ratio is 0.74, which is lower than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of VNQ and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.74
1.47
VNQ
SCHD

Dividends

VNQ vs. SCHD - Dividend Comparison

VNQ's dividend yield for the trailing twelve months is around 4.02%, more than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
VNQ
Vanguard Real Estate ETF
4.02%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
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

VNQ vs. SCHD - Drawdown Comparison

The maximum VNQ drawdown since its inception was -73.07%, which is greater than SCHD's maximum drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for VNQ and SCHD


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-19.15%
0
VNQ
SCHD

Volatility

VNQ vs. SCHD - Volatility Comparison

Vanguard Real Estate ETF (VNQ) has a higher volatility of 4.89% compared to Schwab US Dividend Equity ETF (SCHD) at 2.69%. This indicates that VNQ'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%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
4.89%
2.69%
VNQ
SCHD