VWESX vs. SCHD
Compare and contrast key facts about Vanguard Long-Term Investment-Grade Fund Investor Shares (VWESX) and Schwab US Dividend Equity ETF (SCHD).
VWESX is managed by Vanguard. It was launched on Jul 9, 1973. 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: VWESX or SCHD.
Key characteristics
| VWESX | SCHD | |
|---|---|---|
| YTD Return | -1.35% | 17.47% |
| 1Y Return | 9.09% | 27.61% |
| 3Y Return (Ann) | -7.65% | 6.96% |
| 5Y Return (Ann) | -3.25% | 12.74% |
| 10Y Return (Ann) | 0.86% | 11.66% |
| Sharpe Ratio | 1.03 | 2.70 |
| Sortino Ratio | 1.52 | 3.89 |
| Omega Ratio | 1.18 | 1.48 |
| Calmar Ratio | 0.34 | 3.71 |
| Martin Ratio | 3.12 | 14.94 |
| Ulcer Index | 3.63% | 2.04% |
| Daily Std Dev | 11.06% | 11.25% |
| Max Drawdown | -39.13% | -33.37% |
| Current Drawdown | -27.14% | -0.51% |
Correlation
The correlation between VWESX and SCHD is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
VWESX vs. SCHD - Performance Comparison
In the year-to-date period, VWESX achieves a -1.35% return, which is significantly lower than SCHD's 17.47% return. Over the past 10 years, VWESX has underperformed SCHD with an annualized return of 0.86%, while SCHD has yielded a comparatively higher 11.66% 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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VWESX vs. SCHD - Expense Ratio Comparison
VWESX has a 0.22% 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
VWESX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Investment-Grade Fund Investor Shares (VWESX) 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
VWESX vs. SCHD - Dividend Comparison
VWESX's dividend yield for the trailing twelve months is around 4.95%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWESX Vanguard Long-Term Investment-Grade Fund Investor Shares | 4.95% | 4.55% | 4.44% | 3.12% | 3.17% | 3.68% | 4.32% | 3.99% | 4.35% | 4.53% | 4.36% | 5.03% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VWESX vs. SCHD - Drawdown Comparison
The maximum VWESX drawdown since its inception was -39.13%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VWESX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VWESX vs. SCHD - Volatility Comparison
Vanguard Long-Term Investment-Grade Fund Investor Shares (VWESX) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.65% and 3.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.