VQNPX vs. SCHH
Compare and contrast key facts about Vanguard Growth and Income Fund Investor Shares (VQNPX) and Schwab US REIT ETF (SCHH).
VQNPX is managed by Vanguard. It was launched on Dec 10, 1986. SCHH is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Jan 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VQNPX or SCHH.
Performance
VQNPX vs. SCHH - Performance Comparison
Returns By Period
In the year-to-date period, VQNPX achieves a 26.30% return, which is significantly higher than SCHH's 10.70% return. Over the past 10 years, VQNPX has outperformed SCHH with an annualized return of 6.12%, while SCHH has yielded a comparatively lower 4.53% annualized return.
VQNPX
26.30%
1.22%
11.20%
23.36%
7.54%
6.12%
SCHH
10.70%
-1.14%
15.52%
24.55%
2.27%
4.53%
Key characteristics
| VQNPX | SCHH | |
|---|---|---|
| Sharpe Ratio | 1.59 | 1.49 |
| Sortino Ratio | 2.03 | 2.10 |
| Omega Ratio | 1.32 | 1.26 |
| Calmar Ratio | 1.00 | 0.92 |
| Martin Ratio | 8.05 | 5.49 |
| Ulcer Index | 2.86% | 4.33% |
| Daily Std Dev | 14.48% | 15.97% |
| Max Drawdown | -61.71% | -44.22% |
| Current Drawdown | -1.40% | -7.68% |
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VQNPX vs. SCHH - Expense Ratio Comparison
VQNPX has a 0.32% expense ratio, which is higher than SCHH's 0.07% expense ratio.
Correlation
The correlation between VQNPX and SCHH is 0.60, 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
VQNPX vs. SCHH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth and Income Fund Investor Shares (VQNPX) and Schwab US REIT ETF (SCHH). 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
VQNPX vs. SCHH - Dividend Comparison
VQNPX's dividend yield for the trailing twelve months is around 0.87%, less than SCHH's 2.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VQNPX Vanguard Growth and Income Fund Investor Shares | 0.87% | 1.20% | 1.64% | 1.15% | 1.36% | 1.58% | 1.79% | 1.47% | 2.07% | 1.87% | 1.65% | 1.50% |
SCHH Schwab US REIT ETF | 2.95% | 3.24% | 2.55% | 1.50% | 2.86% | 2.87% | 3.66% | 2.22% | 2.81% | 2.48% | 2.18% | 2.59% |
Drawdowns
VQNPX vs. SCHH - Drawdown Comparison
The maximum VQNPX drawdown since its inception was -61.71%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for VQNPX and SCHH. For additional features, visit the drawdowns tool.
Volatility
VQNPX vs. SCHH - Volatility Comparison
The current volatility for Vanguard Growth and Income Fund Investor Shares (VQNPX) is 4.25%, while Schwab US REIT ETF (SCHH) has a volatility of 4.70%. This indicates that VQNPX experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.