VYMSX vs. SCHD
Compare and contrast key facts about Voya Mid Cap Research Enhanced Index Fund (VYMSX) and Schwab US Dividend Equity ETF (SCHD).
VYMSX is managed by Voya. It was launched on Feb 3, 1998. 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: VYMSX or SCHD.
Performance
VYMSX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, VYMSX achieves a 17.78% return, which is significantly higher than SCHD's 15.93% return.
VYMSX
17.78%
0.96%
7.53%
30.81%
10.99%
N/A
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| VYMSX | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.87 | 2.25 |
| Sortino Ratio | 2.63 | 3.25 |
| Omega Ratio | 1.32 | 1.39 |
| Calmar Ratio | 2.56 | 3.05 |
| Martin Ratio | 10.65 | 12.25 |
| Ulcer Index | 2.76% | 2.04% |
| Daily Std Dev | 15.77% | 11.09% |
| Max Drawdown | -43.69% | -33.37% |
| Current Drawdown | -3.04% | -1.82% |
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VYMSX vs. SCHD - Expense Ratio Comparison
VYMSX has a 0.82% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between VYMSX and SCHD is 0.86, 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
VYMSX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Mid Cap Research Enhanced Index Fund (VYMSX) 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
VYMSX vs. SCHD - Dividend Comparison
VYMSX's dividend yield for the trailing twelve months is around 0.82%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VYMSX Voya Mid Cap Research Enhanced Index Fund | 0.82% | 0.96% | 0.88% | 0.79% | 0.78% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
VYMSX vs. SCHD - Drawdown Comparison
The maximum VYMSX drawdown since its inception was -43.69%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VYMSX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VYMSX vs. SCHD - Volatility Comparison
Voya Mid Cap Research Enhanced Index Fund (VYMSX) has a higher volatility of 5.42% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that VYMSX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.