VUN.TO vs. SCHD
Compare and contrast key facts about Vanguard US Total Market Index ETF (VUN.TO) and Schwab US Dividend Equity ETF (SCHD).
VUN.TO and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUN.TO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Aug 2, 2013. 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 VUN.TO 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: VUN.TO or SCHD.
Key characteristics
| VUN.TO | SCHD | |
|---|---|---|
| YTD Return | 32.25% | 17.07% |
| 1Y Return | 39.25% | 29.98% |
| 3Y Return (Ann) | 12.20% | 6.85% |
| 5Y Return (Ann) | 16.13% | 12.79% |
| 10Y Return (Ann) | 14.91% | 11.62% |
| Sharpe Ratio | 3.49 | 2.64 |
| Sortino Ratio | 4.86 | 3.81 |
| Omega Ratio | 1.68 | 1.47 |
| Calmar Ratio | 5.01 | 2.92 |
| Martin Ratio | 23.77 | 14.57 |
| Ulcer Index | 1.65% | 2.04% |
| Daily Std Dev | 11.23% | 11.26% |
| Max Drawdown | -28.19% | -33.37% |
| Current Drawdown | -0.27% | -0.86% |
Correlation
The correlation between VUN.TO and SCHD is 0.74, 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
VUN.TO vs. SCHD - Performance Comparison
In the year-to-date period, VUN.TO achieves a 32.25% return, which is significantly higher than SCHD's 17.07% return. Over the past 10 years, VUN.TO has outperformed SCHD with an annualized return of 14.91%, while SCHD has yielded a comparatively lower 11.62% 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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VUN.TO vs. SCHD - Expense Ratio Comparison
VUN.TO has a 0.17% 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%.
Risk-Adjusted Performance
VUN.TO vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard US Total Market Index ETF (VUN.TO) 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
VUN.TO vs. SCHD - Dividend Comparison
VUN.TO's dividend yield for the trailing twelve months is around 0.92%, less than SCHD's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUN.TO Vanguard US Total Market Index ETF | 0.92% | 1.10% | 1.21% | 0.97% | 1.15% | 1.45% | 1.52% | 1.39% | 1.50% | 1.49% | 1.32% | 0.63% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VUN.TO vs. SCHD - Drawdown Comparison
The maximum VUN.TO drawdown since its inception was -28.19%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VUN.TO and SCHD. For additional features, visit the drawdowns tool.
Volatility
VUN.TO vs. SCHD - Volatility Comparison
Vanguard US Total Market Index ETF (VUN.TO) has a higher volatility of 3.98% compared to Schwab US Dividend Equity ETF (SCHD) at 3.51%. This indicates that VUN.TO'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.