VPMCX vs. SCHD
Compare and contrast key facts about Vanguard PRIMECAP Fund Investor Shares (VPMCX) and Schwab US Dividend Equity ETF (SCHD).
VPMCX is managed by Vanguard. It was launched on Nov 1, 1984. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPMCX or SCHD.
Key characteristics
| VPMCX | SCHD | |
|---|---|---|
| YTD Return | 18.40% | 17.75% |
| 1Y Return | 30.80% | 31.70% |
| 3Y Return (Ann) | 8.26% | 7.26% |
| 5Y Return (Ann) | 13.99% | 12.80% |
| 10Y Return (Ann) | 13.14% | 11.72% |
| Sharpe Ratio | 2.08 | 2.67 |
| Sortino Ratio | 2.81 | 3.84 |
| Omega Ratio | 1.38 | 1.47 |
| Calmar Ratio | 2.32 | 2.80 |
| Martin Ratio | 9.44 | 14.83 |
| Ulcer Index | 3.04% | 2.04% |
| Daily Std Dev | 13.80% | 11.32% |
| Max Drawdown | -81.07% | -33.37% |
| Current Drawdown | -0.60% | 0.00% |
Correlation
The correlation between VPMCX and SCHD is 0.81, 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.
Performance
VPMCX vs. SCHD - Performance Comparison
The year-to-date returns for both stocks are quite close, with VPMCX having a 18.40% return and SCHD slightly lower at 17.75%. Over the past 10 years, VPMCX has outperformed SCHD with an annualized return of 13.14%, while SCHD has yielded a comparatively lower 11.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VPMCX vs. SCHD - Expense Ratio Comparison
VPMCX has a 0.38% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
VPMCX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Investor Shares (VPMCX) 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
VPMCX vs. SCHD - Dividend Comparison
VPMCX's dividend yield for the trailing twelve months is around 0.93%, less than SCHD's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPMCX Vanguard PRIMECAP Fund Investor Shares | 0.93% | 1.10% | 1.23% | 0.70% | 1.04% | 1.21% | 1.26% | 1.09% | 1.29% | 1.12% | 1.13% | 0.91% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VPMCX vs. SCHD - Drawdown Comparison
The maximum VPMCX drawdown since its inception was -81.07%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VPMCX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VPMCX vs. SCHD - Volatility Comparison
Vanguard PRIMECAP Fund Investor Shares (VPMCX) has a higher volatility of 4.19% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that VPMCX'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.