VWELX vs. SCHD
Compare and contrast key facts about Vanguard Wellington Fund Investor Shares (VWELX) and Schwab US Dividend Equity ETF (SCHD).
VWELX is managed by Vanguard. It was launched on Jul 1, 1929. 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: VWELX or SCHD.
Performance
VWELX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, VWELX achieves a 14.43% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, VWELX has underperformed SCHD with an annualized return of 8.43%, while SCHD has yielded a comparatively higher 11.46% annualized return.
VWELX
14.43%
-0.09%
6.87%
20.28%
8.58%
8.43%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| VWELX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.50 | 2.25 |
| Sortino Ratio | 3.46 | 3.25 |
| Omega Ratio | 1.47 | 1.39 |
| Calmar Ratio | 2.93 | 3.05 |
| Martin Ratio | 17.19 | 12.25 |
| Ulcer Index | 1.21% | 2.04% |
| Daily Std Dev | 8.34% | 11.09% |
| Max Drawdown | -36.12% | -33.37% |
| Current Drawdown | -1.71% | -1.82% |
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VWELX vs. SCHD - Expense Ratio Comparison
VWELX has a 0.24% 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%.
Correlation
The correlation between VWELX and SCHD is 0.85, 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
VWELX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington Fund Investor Shares (VWELX) 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
VWELX vs. SCHD - Dividend Comparison
VWELX's dividend yield for the trailing twelve months is around 5.45%, more than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWELX Vanguard Wellington Fund Investor Shares | 5.45% | 6.01% | 2.25% | 1.71% | 2.07% | 2.53% | 3.00% | 2.45% | 2.56% | 3.25% | 2.55% | 2.50% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VWELX vs. SCHD - Drawdown Comparison
The maximum VWELX drawdown since its inception was -36.12%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VWELX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VWELX vs. SCHD - Volatility Comparison
The current volatility for Vanguard Wellington Fund Investor Shares (VWELX) is 2.80%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.55%. This indicates that VWELX 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.