PortfoliosLab logoPortfoliosLab logo
WATFX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WATFX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Core Bond Fund (WATFX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WATFX vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WATFX
Western Asset Core Bond Fund
-0.86%8.01%0.44%5.52%-17.32%-2.13%9.12%10.44%-0.62%5.21%
SCHD
Schwab U.S. Dividend Equity ETF
12.79%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, WATFX achieves a -0.86% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, WATFX has underperformed SCHD with an annualized return of 1.58%, while SCHD has yielded a comparatively higher 12.31% annualized return.


WATFX

1D
0.47%
1M
-2.58%
YTD
-0.86%
6M
0.34%
1Y
4.10%
3Y*
3.12%
5Y*
-0.83%
10Y*
1.58%

SCHD

1D
0.66%
1M
-2.61%
YTD
12.79%
6M
14.49%
1Y
13.97%
3Y*
12.05%
5Y*
8.44%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


WATFX vs. SCHD - Expense Ratio Comparison

WATFX has a 0.46% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

WATFX vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WATFX
WATFX Risk / Return Rank: 5454
Overall Rank
WATFX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
WATFX Sortino Ratio Rank: 5353
Sortino Ratio Rank
WATFX Omega Ratio Rank: 3939
Omega Ratio Rank
WATFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
WATFX Martin Ratio Rank: 5252
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WATFX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Core Bond Fund (WATFX) and Schwab U.S. 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.


WATFXSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.89

+0.11

Sortino ratio

Return per unit of downside risk

1.45

1.35

+0.10

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.69

1.19

+0.50

Martin ratio

Return relative to average drawdown

5.08

3.99

+1.09

WATFX vs. SCHD - Sharpe Ratio Comparison

The current WATFX Sharpe Ratio is 1.01, which is comparable to the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of WATFX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WATFXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.89

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.59

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.74

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.84

-0.28

Correlation

The correlation between WATFX and SCHD is -0.03. 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.


Dividends

WATFX vs. SCHD - Dividend Comparison

WATFX's dividend yield for the trailing twelve months is around 3.86%, more than SCHD's 3.44% yield.


TTM20252024202320222021202020192018201720162015
WATFX
Western Asset Core Bond Fund
3.86%4.15%4.48%3.35%2.39%2.05%3.90%3.62%2.92%2.34%2.51%2.74%
SCHD
Schwab U.S. Dividend Equity ETF
3.44%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

WATFX vs. SCHD - Drawdown Comparison

The maximum WATFX drawdown since its inception was -23.69%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for WATFX and SCHD.


Loading graphics...

Drawdown Indicators


WATFXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-23.69%

-33.37%

+9.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-12.74%

+9.70%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-16.85%

-6.41%

Max Drawdown (10Y)

Largest decline over 10 years

-23.69%

-33.37%

+9.68%

Current Drawdown

Current decline from peak

-8.17%

-2.89%

-5.28%

Average Drawdown

Average peak-to-trough decline

-2.96%

-3.34%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

3.89%

-2.88%

Volatility

WATFX vs. SCHD - Volatility Comparison

The current volatility for Western Asset Core Bond Fund (WATFX) is 1.58%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.40%. This indicates that WATFX 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.


Loading graphics...

Volatility by Period


WATFXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

2.40%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

7.96%

-5.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.64%

15.74%

-11.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.80%

14.40%

-7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

16.70%

-11.18%