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

Performance

VNQ vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate ETF (VNQ) 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%20.00%JuneJulyAugustSeptemberOctoberNovember
20.03%
14.95%
VNQ
SCHD

Returns By Period

In the year-to-date period, VNQ achieves a 12.15% return, which is significantly lower than SCHD's 18.85% return. Over the past 10 years, VNQ has underperformed SCHD with an annualized return of 6.11%, while SCHD has yielded a comparatively higher 11.69% annualized return.


VNQ

YTD

12.15%

1M

-0.21%

6M

20.03%

1Y

26.14%

5Y (annualized)

4.91%

10Y (annualized)

6.11%

SCHD

YTD

18.85%

1M

3.78%

6M

14.95%

1Y

27.79%

5Y (annualized)

13.14%

10Y (annualized)

11.69%

Key characteristics


VNQSCHD
Sharpe Ratio1.612.49
Sortino Ratio2.253.58
Omega Ratio1.281.44
Calmar Ratio0.993.79
Martin Ratio5.8013.58
Ulcer Index4.51%2.05%
Daily Std Dev16.22%11.15%
Max Drawdown-73.07%-33.37%
Current Drawdown-7.49%0.00%

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VNQ vs. SCHD - Expense Ratio Comparison

VNQ has a 0.12% 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%.


VNQ
Vanguard Real Estate ETF
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
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

-0.50.00.51.00.6

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.

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 ratio
The chart of Sharpe ratio for VNQ, currently valued at 1.61, compared to the broader market0.002.004.001.612.49
The chart of Sortino ratio for VNQ, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.0010.0012.002.253.58
The chart of Omega ratio for VNQ, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.44
The chart of Calmar ratio for VNQ, currently valued at 0.99, compared to the broader market0.005.0010.0015.0020.000.993.79
The chart of Martin ratio for VNQ, currently valued at 5.80, compared to the broader market0.0020.0040.0060.0080.00100.005.8013.58
VNQ
SCHD

The current VNQ Sharpe Ratio is 1.61, which is lower than the SCHD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of VNQ 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.61
2.49
VNQ
SCHD

Dividends

VNQ vs. SCHD - Dividend Comparison

VNQ's dividend yield for the trailing twelve months is around 3.79%, more than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
VNQ
Vanguard Real Estate ETF
3.79%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%. Use the drawdown chart below to compare losses from any high point for VNQ and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.49%
0
VNQ
SCHD

Volatility

VNQ vs. SCHD - Volatility Comparison

Vanguard Real Estate ETF (VNQ) has a higher volatility of 4.83% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. 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%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.83%
3.67%
VNQ
SCHD