SCHD vs VYM: returns, Sharpe ratio and drawdown
Performance
SCHD+22.55%VYM+12.22%
Summary
SCHD vs VYM
Over the past year, SCHD returned +22.55% against +12.22% for VYM. Over five years, VYM averaged +8.33% a year, compared with +5.59% for SCHD. SCHD had the higher Sharpe ratio over the past year (1.50 vs 0.75), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -5.99% for SCHD and -7.24% for VYM.
Current Drawdown
SCHD-5.68%VYM-5.60%
Rolling Volatility
Pro feature
Volatility analysis is available on the Pro plan only.
Asset Correlations
Pro feature
Correlation analysis is available on the Pro plan only.
Risk Indicators
Plus feature
Risk indicators are available on the Plus plan and above.
Comparisons