SCHC vs SCHD: returns, Sharpe ratio and drawdown

Over the past year, SCHD returned +38.10% against +12.96% for SCHC. Over five years, SCHD averaged +10.11% a year, compared with +5.19% for SCHC. SCHD had the higher Sharpe ratio over the past year (2.49 vs 0.57), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.88% for SCHD and -12.48% for SCHC. Dividends over the past year came to 3.47% of SCHC's price, against 2.96% for SCHD. Their daily returns had a correlation of 0.30 over the past year, which is low.

SCHC charges 0.06% a year and SCHD 0.06%. Over five years, reinvested dividends added 3.06 points a year to SCHC's return and 3.85 to SCHD's.