WHF vs. SCHD
Compare and contrast key facts about WhiteHorse Finance, Inc. (WHF) and Schwab U.S. Dividend Equity ETF (SCHD).
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
WHF vs. SCHD - Performance Comparison
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WHF vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WHF WhiteHorse Finance, Inc. | 6.62% | -15.36% | -8.52% | 6.26% | -6.23% | 25.77% | 19.14% | 20.83% | 4.80% | 21.87% |
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, WHF achieves a 6.62% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, WHF has underperformed SCHD with an annualized return of 9.36%, while SCHD has yielded a comparatively higher 12.31% annualized return.
WHF
- 1D
- 1.23%
- 1M
- 17.62%
- YTD
- 6.62%
- 6M
- 11.48%
- 1Y
- -12.87%
- 3Y*
- -4.03%
- 5Y*
- -1.97%
- 10Y*
- 9.36%
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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Return for Risk
WHF vs. SCHD — Risk / Return Rank
WHF
SCHD
WHF vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WhiteHorse Finance, Inc. (WHF) 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.
| WHF | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.46 | 0.89 | -1.36 |
Sortino ratioReturn per unit of downside risk | -0.51 | 1.35 | -1.85 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.19 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.41 | 1.19 | -1.61 |
Martin ratioReturn relative to average drawdown | -0.75 | 3.99 | -4.74 |
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
| WHF | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.46 | 0.89 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.59 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.74 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.84 | -0.60 |
Correlation
The correlation between WHF and SCHD is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WHF vs. SCHD - Dividend Comparison
WHF's dividend yield for the trailing twelve months is around 14.39%, more than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WHF WhiteHorse Finance, Inc. | 14.39% | 20.72% | 18.44% | 12.60% | 11.26% | 10.03% | 13.96% | 11.79% | 11.16% | 10.58% | 11.67% | 12.37% |
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
WHF vs. SCHD - Drawdown Comparison
The maximum WHF drawdown since its inception was -57.48%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for WHF and SCHD.
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Drawdown Indicators
| WHF | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.48% | -33.37% | -24.11% |
Max Drawdown (1Y)Largest decline over 1 year | -28.62% | -12.74% | -15.88% |
Max Drawdown (5Y)Largest decline over 5 years | -37.91% | -16.85% | -21.06% |
Max Drawdown (10Y)Largest decline over 10 years | -57.48% | -33.37% | -24.11% |
Current DrawdownCurrent decline from peak | -25.67% | -2.89% | -22.78% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -3.34% | -5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.85% | 3.89% | +11.96% |
Volatility
WHF vs. SCHD - Volatility Comparison
WhiteHorse Finance, Inc. (WHF) has a higher volatility of 10.56% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that WHF'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.
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Volatility by Period
| WHF | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.56% | 2.40% | +8.16% |
Volatility (6M)Calculated over the trailing 6-month period | 22.45% | 7.96% | +14.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.84% | 15.74% | +12.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.70% | 14.40% | +8.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.47% | 16.70% | +14.77% |