VTUIX vs. SCHD
Compare and contrast key facts about Vontobel U.S. Equity Institutional Fund (VTUIX) and Schwab US Dividend Equity ETF (SCHD).
VTUIX is managed by Vontobel. It was launched on Mar 27, 2018. 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: VTUIX or SCHD.
Performance
VTUIX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, VTUIX achieves a 15.26% return, which is significantly lower than SCHD's 18.85% return.
VTUIX
15.26%
0.00%
8.01%
18.56%
13.95%
N/A
SCHD
18.85%
3.78%
14.95%
27.79%
13.14%
11.69%
Key characteristics
| VTUIX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.68 | 2.49 |
| Sortino Ratio | 3.58 | 3.58 |
| Omega Ratio | 1.49 | 1.44 |
| Calmar Ratio | 4.03 | 3.79 |
| Martin Ratio | 19.65 | 13.58 |
| Ulcer Index | 1.38% | 2.05% |
| Daily Std Dev | 10.15% | 11.15% |
| Max Drawdown | -32.89% | -33.37% |
| Current Drawdown | -0.17% | 0.00% |
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VTUIX vs. SCHD - Expense Ratio Comparison
VTUIX has a 0.65% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between VTUIX and SCHD is 0.76, 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
VTUIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vontobel U.S. Equity Institutional Fund (VTUIX) 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
VTUIX vs. SCHD - Dividend Comparison
VTUIX's dividend yield for the trailing twelve months is around 0.46%, less than SCHD's 3.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTUIX Vontobel U.S. Equity Institutional Fund | 0.46% | 0.53% | 0.36% | 0.36% | 0.29% | 0.65% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.33% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VTUIX vs. SCHD - Drawdown Comparison
The maximum VTUIX drawdown since its inception was -32.89%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VTUIX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VTUIX vs. SCHD - Volatility Comparison
The current volatility for Vontobel U.S. Equity Institutional Fund (VTUIX) is 0.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.67%. This indicates that VTUIX 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.