VNQI vs. SCHD
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate ETF (VNQI) and Schwab US Dividend Equity ETF (SCHD).
VNQI and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010. 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. Both VNQI and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VNQI or SCHD.
Performance
VNQI vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, VNQI achieves a -0.56% return, which is significantly lower than SCHD's 16.26% return. Over the past 10 years, VNQI has underperformed SCHD with an annualized return of 0.97%, while SCHD has yielded a comparatively higher 11.40% annualized return.
VNQI
-0.56%
-5.00%
0.24%
8.38%
-3.37%
0.97%
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| VNQI | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.52 | 2.27 |
| Sortino Ratio | 0.82 | 3.27 |
| Omega Ratio | 1.10 | 1.40 |
| Calmar Ratio | 0.26 | 3.34 |
| Martin Ratio | 1.78 | 12.25 |
| Ulcer Index | 4.18% | 2.05% |
| Daily Std Dev | 14.41% | 11.06% |
| Max Drawdown | -38.35% | -33.37% |
| Current Drawdown | -22.48% | -1.54% |
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VNQI vs. SCHD - Expense Ratio Comparison
VNQI 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%.
Correlation
The correlation between VNQI and SCHD is 0.65, 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
VNQI vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate ETF (VNQI) 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
VNQI vs. SCHD - Dividend Comparison
VNQI's dividend yield for the trailing twelve months is around 3.76%, more than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNQI Vanguard Global ex-U.S. Real Estate ETF | 3.76% | 3.74% | 0.57% | 6.48% | 0.93% | 7.57% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VNQI vs. SCHD - Drawdown Comparison
The maximum VNQI drawdown since its inception was -38.35%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VNQI and SCHD. For additional features, visit the drawdowns tool.
Volatility
VNQI vs. SCHD - Volatility Comparison
Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a higher volatility of 3.92% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that VNQI'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.