VWIAX vs. SCHD
Compare and contrast key facts about Vanguard Wellesley Income Fund Admiral Shares (VWIAX) and Schwab US Dividend Equity ETF (SCHD).
VWIAX is managed by Vanguard. It was launched on May 14, 2001. 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: VWIAX or SCHD.
Performance
VWIAX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, VWIAX achieves a 7.00% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, VWIAX has underperformed SCHD with an annualized return of 3.33%, while SCHD has yielded a comparatively higher 11.46% annualized return.
VWIAX
7.00%
-1.60%
4.22%
14.85%
2.56%
3.33%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| VWIAX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.30 | 2.25 |
| Sortino Ratio | 3.50 | 3.25 |
| Omega Ratio | 1.47 | 1.39 |
| Calmar Ratio | 1.00 | 3.05 |
| Martin Ratio | 14.56 | 12.25 |
| Ulcer Index | 1.03% | 2.04% |
| Daily Std Dev | 6.56% | 11.09% |
| Max Drawdown | -23.93% | -33.37% |
| Current Drawdown | -2.54% | -1.82% |
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VWIAX vs. SCHD - Expense Ratio Comparison
VWIAX has a 0.16% 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 VWIAX and SCHD is 0.77, 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
VWIAX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellesley Income Fund Admiral Shares (VWIAX) 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
VWIAX vs. SCHD - Dividend Comparison
VWIAX's dividend yield for the trailing twelve months is around 5.88%, more than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWIAX Vanguard Wellesley Income Fund Admiral Shares | 5.88% | 5.80% | 3.25% | 2.55% | 2.72% | 2.97% | 3.38% | 2.92% | 3.02% | 3.18% | 3.23% | 3.13% |
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
VWIAX vs. SCHD - Drawdown Comparison
The maximum VWIAX drawdown since its inception was -23.93%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VWIAX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VWIAX vs. SCHD - Volatility Comparison
The current volatility for Vanguard Wellesley Income Fund Admiral Shares (VWIAX) is 1.60%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.55%. This indicates that VWIAX 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.