VWINX vs. SCHD
Compare and contrast key facts about Vanguard Wellesley Income Fund Investor Shares (VWINX) and Schwab US Dividend Equity ETF (SCHD).
VWINX is managed by Vanguard. It was launched on Jul 1, 1970. 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: VWINX or SCHD.
Key characteristics
| VWINX | SCHD | |
|---|---|---|
| YTD Return | 7.46% | 17.07% |
| 1Y Return | 17.15% | 29.98% |
| 3Y Return (Ann) | -0.54% | 6.85% |
| 5Y Return (Ann) | 2.63% | 12.79% |
| 10Y Return (Ann) | 3.33% | 11.62% |
| Sharpe Ratio | 2.56 | 2.64 |
| Sortino Ratio | 3.95 | 3.81 |
| Omega Ratio | 1.53 | 1.47 |
| Calmar Ratio | 1.03 | 2.92 |
| Martin Ratio | 16.67 | 14.57 |
| Ulcer Index | 1.03% | 2.04% |
| Daily Std Dev | 6.70% | 11.26% |
| Max Drawdown | -24.01% | -33.37% |
| Current Drawdown | -2.27% | -0.86% |
Correlation
The correlation between VWINX 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.
Performance
VWINX vs. SCHD - Performance Comparison
In the year-to-date period, VWINX achieves a 7.46% return, which is significantly lower than SCHD's 17.07% return. Over the past 10 years, VWINX has underperformed SCHD with an annualized return of 3.33%, while SCHD has yielded a comparatively higher 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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VWINX vs. SCHD - Expense Ratio Comparison
VWINX has a 0.23% 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
VWINX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellesley Income Fund Investor Shares (VWINX) 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
VWINX vs. SCHD - Dividend Comparison
VWINX's dividend yield for the trailing twelve months is around 5.77%, more than SCHD's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWINX Vanguard Wellesley Income Fund Investor Shares | 5.77% | 5.71% | 3.17% | 2.48% | 2.65% | 2.90% | 3.30% | 2.85% | 2.94% | 3.11% | 3.16% | 3.05% |
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
VWINX vs. SCHD - Drawdown Comparison
The maximum VWINX drawdown since its inception was -24.01%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VWINX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VWINX vs. SCHD - Volatility Comparison
The current volatility for Vanguard Wellesley Income Fund Investor Shares (VWINX) is 1.65%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.51%. This indicates that VWINX 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.