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ZDIVX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZDIVX vs. SCHD - Performance Comparison

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

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ZDIVX vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZDIVX
Zacks Dividend Fund
1.99%15.24%16.03%4.36%-2.11%25.17%-0.56%24.88%-6.01%16.20%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%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, ZDIVX achieves a 1.99% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, ZDIVX has underperformed SCHD with an annualized return of 10.27%, while SCHD has yielded a comparatively higher 12.25% annualized return.


ZDIVX

1D
1.95%
1M
-4.36%
YTD
1.99%
6M
4.36%
1Y
14.86%
3Y*
13.90%
5Y*
9.38%
10Y*
10.27%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

ZDIVX vs. SCHD — Risk / Return Rank

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

ZDIVX
ZDIVX Risk / Return Rank: 5353
Overall Rank
ZDIVX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ZDIVX Sortino Ratio Rank: 4848
Sortino Ratio Rank
ZDIVX Omega Ratio Rank: 5151
Omega Ratio Rank
ZDIVX Calmar Ratio Rank: 5555
Calmar Ratio Rank
ZDIVX Martin Ratio Rank: 6363
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
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.

ZDIVX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Dividend Fund (ZDIVX) 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.


ZDIVXSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.88

+0.13

Sortino ratio

Return per unit of downside risk

1.45

1.32

+0.13

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

1.43

1.05

+0.38

Martin ratio

Return relative to average drawdown

6.34

3.55

+2.79

ZDIVX vs. SCHD - Sharpe Ratio Comparison

The current ZDIVX Sharpe Ratio is 1.00, which is comparable to the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ZDIVX 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.


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Sharpe Ratios by Period


ZDIVXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.88

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.58

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.74

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.84

-0.28

Correlation

The correlation between ZDIVX and SCHD is 0.93, 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.


Dividends

ZDIVX vs. SCHD - Dividend Comparison

ZDIVX's dividend yield for the trailing twelve months is around 3.63%, more than SCHD's 3.46% yield.


TTM20252024202320222021202020192018201720162015
ZDIVX
Zacks Dividend Fund
3.63%3.70%5.88%6.01%6.32%3.97%2.81%2.51%6.66%3.30%1.59%2.85%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

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.


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Drawdown Indicators


ZDIVXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-35.27%

-33.37%

-1.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.16%

-12.74%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-17.18%

-16.85%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-35.27%

-33.37%

-1.90%

Current Drawdown

Current decline from peak

-5.12%

-3.43%

-1.69%

Average Drawdown

Average peak-to-trough decline

-3.93%

-3.34%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.75%

-1.24%

Volatility

ZDIVX vs. SCHD - Volatility Comparison

Zacks Dividend Fund (ZDIVX) has a higher volatility of 3.87% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that ZDIVX'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


ZDIVXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

2.33%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

7.96%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

14.61%

15.69%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.55%

14.40%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

16.70%

-0.47%