ZDIVX vs. SCHD
Compare and contrast key facts about Zacks Dividend Fund (ZDIVX) and Schwab US Dividend Equity ETF (SCHD).
ZDIVX is managed by Zacks. It was launched on Jan 31, 2014. 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: ZDIVX or SCHD.
Key characteristics
| ZDIVX | SCHD | |
|---|---|---|
| YTD Return | 20.87% | 17.47% |
| 1Y Return | 24.26% | 27.61% |
| 3Y Return (Ann) | 4.28% | 6.96% |
| 5Y Return (Ann) | 6.76% | 12.74% |
| 10Y Return (Ann) | 6.84% | 11.66% |
| Sharpe Ratio | 2.43 | 2.70 |
| Sortino Ratio | 3.23 | 3.89 |
| Omega Ratio | 1.46 | 1.48 |
| Calmar Ratio | 2.40 | 3.71 |
| Martin Ratio | 14.44 | 14.94 |
| Ulcer Index | 1.84% | 2.04% |
| Daily Std Dev | 10.90% | 11.25% |
| Max Drawdown | -35.27% | -33.37% |
| Current Drawdown | -0.50% | -0.51% |
Correlation
The correlation between ZDIVX and SCHD is 0.94, 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
ZDIVX vs. SCHD - Performance Comparison
In the year-to-date period, ZDIVX achieves a 20.87% return, which is significantly higher than SCHD's 17.47% return. Over the past 10 years, ZDIVX has underperformed SCHD with an annualized return of 6.84%, while SCHD has yielded a comparatively higher 11.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ZDIVX vs. SCHD - Expense Ratio Comparison
ZDIVX has a 1.30% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
ZDIVX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks Dividend Fund (ZDIVX) 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
ZDIVX vs. SCHD - Dividend Comparison
ZDIVX's dividend yield for the trailing twelve months is around 1.47%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZDIVX Zacks Dividend Fund | 1.47% | 2.08% | 1.70% | 1.21% | 2.19% | 1.65% | 1.86% | 1.31% | 1.60% | 1.84% | 0.91% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
ZDIVX vs. SCHD - Drawdown Comparison
The maximum ZDIVX drawdown since its inception was -35.27%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ZDIVX and SCHD. For additional features, visit the drawdowns tool.
Volatility
ZDIVX vs. SCHD - Volatility Comparison
Zacks Dividend Fund (ZDIVX) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.53% and 3.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.