WATFX vs. SCHD
Compare and contrast key facts about Western Asset Core Bond Fund (WATFX) and Schwab U.S. Dividend Equity ETF (SCHD).
WATFX is managed by Franklin Templeton. It was launched on Sep 4, 1990. 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.
Performance
WATFX vs. SCHD - Performance Comparison
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WATFX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
WATFX
SCHD
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.
| WATFX | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.89 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.35 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.19 | +0.50 |
Martin ratioReturn relative to average drawdown | 5.08 | 3.99 | +1.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WATFX | SCHD | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| WATFX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.17% | -2.89% | -5.28% |
Average DrawdownAverage peak-to-trough decline | -2.96% | -3.34% | +0.38% |
Ulcer IndexDepth 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.
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Volatility by Period
| WATFX | SCHD | Difference | |
|---|---|---|---|
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% |