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VYM vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VYMSCHD
YTD Return10.50%7.96%
1Y Return14.13%11.22%
3Y Return (Ann)8.43%5.77%
5Y Return (Ann)9.88%11.83%
10Y Return (Ann)9.57%11.14%
Sharpe Ratio1.360.99
Daily Std Dev10.19%11.18%
Max Drawdown-56.98%-33.37%
Current Drawdown-2.15%-1.97%

Correlation

-0.50.00.51.01.0

The correlation between VYM and SCHD is 0.97, 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

VYM vs. SCHD - Performance Comparison

In the year-to-date period, VYM achieves a 10.50% return, which is significantly higher than SCHD's 7.96% return. Over the past 10 years, VYM has underperformed SCHD with an annualized return of 9.57%, while SCHD has yielded a comparatively higher 11.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


280.00%300.00%320.00%340.00%360.00%380.00%FebruaryMarchAprilMayJuneJuly
322.26%
378.95%
VYM
SCHD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard High Dividend Yield ETF

Schwab US Dividend Equity ETF

VYM vs. SCHD - Expense Ratio Comparison

Both VYM and SCHD have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VYM
Vanguard High Dividend Yield ETF
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VYM vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) 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.


VYM
Sharpe ratio
The chart of Sharpe ratio for VYM, currently valued at 1.36, compared to the broader market0.002.004.006.001.36
Sortino ratio
The chart of Sortino ratio for VYM, currently valued at 2.01, compared to the broader market0.005.0010.002.01
Omega ratio
The chart of Omega ratio for VYM, currently valued at 1.24, compared to the broader market1.002.003.001.24
Calmar ratio
The chart of Calmar ratio for VYM, currently valued at 1.40, compared to the broader market0.005.0010.0015.0020.001.40
Martin ratio
The chart of Martin ratio for VYM, currently valued at 4.32, compared to the broader market0.0050.00100.00150.004.32
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 0.99, compared to the broader market0.002.004.006.000.99
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.50, compared to the broader market0.005.0010.001.50
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.17, compared to the broader market1.002.003.001.17
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.84, compared to the broader market0.005.0010.0015.0020.000.84
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 3.09, compared to the broader market0.0050.00100.00150.003.09

VYM vs. SCHD - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 1.36, which is higher than the SCHD Sharpe Ratio of 0.99. The chart below compares the 12-month rolling Sharpe Ratio of VYM and SCHD.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00FebruaryMarchAprilMayJuneJuly
1.36
0.99
VYM
SCHD

Dividends

VYM vs. SCHD - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.93%, less than SCHD's 3.51% yield.


TTM20232022202120202019201820172016201520142013
VYM
Vanguard High Dividend Yield ETF
2.93%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
SCHD
Schwab US Dividend Equity ETF
3.51%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

VYM vs. SCHD - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VYM and SCHD. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.15%
-1.97%
VYM
SCHD

Volatility

VYM vs. SCHD - Volatility Comparison

The current volatility for Vanguard High Dividend Yield ETF (VYM) is 2.73%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.43%. This indicates that VYM 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.73%
3.43%
VYM
SCHD