VOOV vs. SCHD
Compare and contrast key facts about Vanguard S&P 500 Value ETF (VOOV) and Schwab US Dividend Equity ETF (SCHD).
VOOV and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value Index. It was launched on Sep 7, 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 VOOV 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: VOOV or SCHD.
Performance
VOOV vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, VOOV achieves a 18.28% return, which is significantly higher than SCHD's 17.35% return. Over the past 10 years, VOOV has underperformed SCHD with an annualized return of 10.50%, while SCHD has yielded a comparatively higher 11.54% annualized return.
VOOV
18.28%
1.95%
11.93%
25.90%
12.43%
10.50%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| VOOV | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.64 | 2.40 |
| Sortino Ratio | 3.73 | 3.44 |
| Omega Ratio | 1.48 | 1.42 |
| Calmar Ratio | 5.00 | 3.63 |
| Martin Ratio | 15.99 | 12.99 |
| Ulcer Index | 1.67% | 2.05% |
| Daily Std Dev | 10.10% | 11.09% |
| Max Drawdown | -37.31% | -33.37% |
| Current Drawdown | -0.14% | -0.62% |
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VOOV vs. SCHD - Expense Ratio Comparison
VOOV has a 0.10% 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 VOOV and SCHD is 0.92, 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.
Risk-Adjusted Performance
VOOV vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Value ETF (VOOV) 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
VOOV vs. SCHD - Dividend Comparison
VOOV's dividend yield for the trailing twelve months is around 1.90%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOOV Vanguard S&P 500 Value ETF | 1.90% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VOOV vs. SCHD - Drawdown Comparison
The maximum VOOV drawdown since its inception was -37.31%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VOOV and SCHD. For additional features, visit the drawdowns tool.
Volatility
VOOV vs. SCHD - Volatility Comparison
Vanguard S&P 500 Value ETF (VOOV) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.48% and 3.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.