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

Correlation

The correlation between VSDA and SCHD is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VSDA vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Dividend Accelerator ETF (VSDA) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

110.00%120.00%130.00%140.00%150.00%160.00%NovemberDecember2025FebruaryMarchApril
126.87%
126.88%
VSDA
SCHD

Key characteristics

Sharpe Ratio

VSDA:

0.37

SCHD:

0.23

Sortino Ratio

VSDA:

0.61

SCHD:

0.43

Omega Ratio

VSDA:

1.08

SCHD:

1.06

Calmar Ratio

VSDA:

0.34

SCHD:

0.23

Martin Ratio

VSDA:

1.18

SCHD:

0.84

Ulcer Index

VSDA:

4.48%

SCHD:

4.38%

Daily Std Dev

VSDA:

14.56%

SCHD:

15.99%

Max Drawdown

VSDA:

-32.11%

SCHD:

-33.37%

Current Drawdown

VSDA:

-9.18%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, VSDA achieves a -2.00% return, which is significantly higher than SCHD's -5.04% return.


VSDA

YTD

-2.00%

1M

-3.02%

6M

-4.73%

1Y

4.47%

5Y*

12.07%

10Y*

N/A

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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VSDA vs. SCHD - Expense Ratio Comparison

VSDA has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for VSDA: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSDA: 0.35%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

VSDA vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSDA
The Risk-Adjusted Performance Rank of VSDA is 4949
Overall Rank
The Sharpe Ratio Rank of VSDA is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VSDA is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VSDA is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VSDA is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VSDA is 4747
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VSDA vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Dividend Accelerator ETF (VSDA) 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.


The chart of Sharpe ratio for VSDA, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.00
VSDA: 0.37
SCHD: 0.23
The chart of Sortino ratio for VSDA, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.00
VSDA: 0.61
SCHD: 0.43
The chart of Omega ratio for VSDA, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
VSDA: 1.08
SCHD: 1.06
The chart of Calmar ratio for VSDA, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.00
VSDA: 0.34
SCHD: 0.23
The chart of Martin ratio for VSDA, currently valued at 1.18, compared to the broader market0.0020.0040.0060.00
VSDA: 1.18
SCHD: 0.84

The current VSDA Sharpe Ratio is 0.37, which is higher than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of VSDA 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.37
0.23
VSDA
SCHD

Dividends

VSDA vs. SCHD - Dividend Comparison

VSDA's dividend yield for the trailing twelve months is around 2.70%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
VSDA
VictoryShares Dividend Accelerator ETF
2.70%2.36%1.92%1.83%1.40%1.49%1.36%1.76%1.23%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

VSDA vs. SCHD - Drawdown Comparison

The maximum VSDA drawdown since its inception was -32.11%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VSDA and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.18%
-11.33%
VSDA
SCHD

Volatility

VSDA vs. SCHD - Volatility Comparison

The current volatility for VictoryShares Dividend Accelerator ETF (VSDA) is 9.96%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.25%. This indicates that VSDA experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.96%
11.25%
VSDA
SCHD