A SCHD
SCHD 100% SCHD vs VYM ETF Comparison
Set your investment period and amount to compare the returns, growth and risk of two ETFs.
B VYM
VYM 100% Data as of 2026-10-23
Key comparison
Compare growth, loss risk, and cost in the same rows first.
| Portfolio A · SCHD 100% | Portfolio B · VYM 100% |
|---|---|
CAGR +13.5% | CAGR +11.8% |
Final Balance $39,262 | Final Balance $33,483 |
Volatility +14.9% | Volatility +13.9% |
MDD · daily -33.4% | MDD · daily -35.2% |
Sharpe Ratio 0.73 | Sharpe Ratio 0.69 |
Weighted expense ratio 0.06% | Weighted expense ratio 0.04% |
Result summary
SCHD had the higher CAGR. SCHD had the smaller maximum drawdown.
- SCHD: CAGR 13.48%, daily maximum drawdown -33.37%.
- VYM: CAGR 11.83%, daily maximum drawdown -35.22%.
Key points in this comparison
- Across 10 complete calendar years, SCHD had the higher return in 5 and VYM in 5.
- In 2020, returns were SCHD +15.1% and VYM +1.1%, a gap of 14.0 percentage points.
- The monthly-return correlation is 0.96: the two portfolios moved almost in step.
Period & basis
2016-01-04 – 2026-10-23
Historical results for this period.Cumulative performance
Compare growth paths and cumulative returns over the same period.
Portfolio value
Compare portfolio value and cumulative contributions on the same dates.
| ETF | Total Return | CAGR | Total invested |
|---|---|---|---|
| A | +292.6% | +13.5% | 10000 |
| B | +234.8% | +11.8% | 10000 |
Risk and recovery
Compare the volatility taken for return with the loss path investors actually experienced.
Risk vs Return
Lower-left is safer, upper-right is higher risk/reward. Ideal: upper-left.
| Compared portfolios | CAGR | Volatility (Ann.) | Sharpe Ratio | MDD · daily |
|---|---|---|---|---|
| A | 13.48% | 14.9% | 0.73 | -33.37% |
| B | 11.83% | 13.91% | 0.69 | -35.22% |
Drawdown paths
Compare how far each portfolio's daily closing value fell from its prior peak over the same period.
| Compared portfolios | MDD · daily |
|---|---|
| A | -33.37 |
| B | -35.22 |
Returns and major declines
Compare annual returns and daily peak, trough, and recovery dates.
Annual Returns Comparison
Check consistency across annual, quarterly, decade, and rolling windows.
| Metric | A | B |
|---|---|---|
| 2026· Partial year | +21.5% | +10.1% |
| 2025 | +4.3% | +15.4% |
| 2024 | +11.7% | +17.6% |
| 2023 | +4.6% | +6.6% |
| 2022 | -3.2% | -0.5% |
| 2021 | +29.9% | +26.2% |
| 2020 | +15.1% | +1.1% |
| 2019 | +27.3% | +24.1% |
| 2018 | -5.6% | -5.9% |
| 2017 | +20.8% | +16.4% |
| 2016 | +16.4% | +17.1% |
Worst Drawdown Periods
| Peak date | Trough date | Recovery date | Drawdown |
|---|---|---|---|
| 2020-01-23 | 2020-03-23 | 2020-09-02 | -33.4% |
| 2018-09-21 | 2018-12-24 | 2019-04-04 | -17.1% |
| 2022-01-11 | 2022-09-30 | 2023-12-27 | -16.8% |
| Peak date | Trough date | Recovery date | Drawdown |
|---|---|---|---|
| 2020-01-17 | 2020-03-23 | 2020-12-31 | -35.2% |
| 2018-01-26 | 2018-12-24 | 2019-04-12 | -16.2% |
| 2022-04-20 | 2022-09-30 | 2022-11-30 | -15.9% |
Stress Test: Market Crashes
Return of each ETF during major historical market drawdown events| Event | A | B |
|---|---|---|
| Q4 2018 Selloff | -16.9% | -15.8% |
| COVID-19 Crash | -32.8% | -34.6% |
| 2022 Rate Hike Bear Market | -14.7% | -12.8% |
Risk and recovery
Review drawdowns, downside risk, volatility regimes, and recovery speed.
| Portfolio A | Portfolio B |
|---|---|
Holdings 1 | Holdings 1 |
Effective holdings 1.00 | Effective holdings 1.00 |
Largest weight +100.0% | Largest weight +100.0% |
Weighted dividend yield 2.99% | Weighted dividend yield 2.28% |
Monthly observations 129 | Monthly observations 129 |
MDD · month-end -21.5% | MDD · month-end -24.0% |
Downside deviation +2.6% | Downside deviation +2.5% |
Worst Year -5.6% | Worst Year -5.9% |
Longest drawdown 715 days | Longest drawdown 441 days |
Average recovery 132 days | Average recovery 82 days |
Ulcer Index +4.8% | Ulcer Index +4.9% |
Pain Index +2.9% | Pain Index +2.6% |
Historical VaR 95% +7.1% | Historical VaR 95% +5.0% |
CVaR 95% +8.6% | CVaR 95% +8.4% |
Effective holdings measures weight concentration. It does not represent overlap among the ETFs' underlying holdings.
Risk-adjusted and benchmark
Compare excess return, sensitivity, and tracking behavior against the same benchmark.
| Portfolio A | Portfolio B |
|---|---|
Sortino 1.16 | Sortino 1.07 |
Calmar · 3Y month-end 1.41 | Calmar · 3Y month-end 2.69 |
Omega ratio 1.92 | Omega ratio 1.89 |
Martin ratio 2.79 | Martin ratio 2.42 |
Excess Return -1.3% | Excess Return -3.0% |
Alpha +0.3% | Alpha -0.9% |
Information ratio -0.22 | Information ratio -0.45 |
Beta 0.82 | Beta 0.82 |
Tracking error +8.8% | Tracking error +7.1% |
Benchmark correlation 0.83 | Benchmark correlation 0.88 |
Up Capture +84.9% | Up Capture +79.4% |
Down Capture +90.6% | Down Capture +89.1% |
Period consistency
Check consistency across annual, quarterly, decade, and rolling windows.
| Portfolio A | Portfolio B |
|---|---|
Total Return +292.6% | Total Return +234.8% |
Win Rate +63.6% | Win Rate +62.0% |
Best Year +29.9% | Best Year +26.2% |
Gain/Loss Ratio 1.10 | Gain/Loss Ratio 1.16 |
1-year rolling minimum -10.9% | 1-year rolling minimum -14.8% |
1-year positive windows +85.6% | 1-year positive windows +86.4% |
3-year rolling minimum +3.4% | 3-year rolling minimum +0.0% |
3-year positive windows +100.0% | 3-year positive windows +100.0% |
5-year rolling minimum +8.5% | 5-year rolling minimum +6.5% |
5-year positive windows +100.0% | 5-year positive windows +100.0% |
10-year rolling minimum +11.5% | 10-year rolling minimum +11.3% |
10-year positive windows +100.0% | 10-year positive windows +100.0% |
1-year rolling Sharpe minimum -0.69 | 1-year rolling Sharpe minimum -0.75 |
1-year rolling Sharpe average 0.91 | 1-year rolling Sharpe average 0.96 |
1-year rolling Sharpe maximum 3.95 | 1-year rolling Sharpe maximum 3.51 |
Period return comparison
Check consistency across annual, quarterly, decade, and rolling windows.
| Metric | A | B |
|---|---|---|
| 2026 Q4 | +8.4% | +4.1% |
| 2026 Q3 | +3.4% | -1.2% |
| 2026 Q2 | +4.2% | +7.4% |
| 2026 Q1 | +12.8% | +3.8% |
| 2025 Q4 | +1.5% | +2.5% |
| 2025 Q3 | +4.0% | +6.4% |
| 2025 Q2 | -4.3% | +4.1% |
| 2025 Q1 | +3.3% | +1.7% |
| 2024 Q4 | -2.1% | +0.3% |
| 2024 Q3 | +9.7% | +8.8% |
| 2024 Q2 | -2.5% | -1.1% |
| 2024 Q1 | +6.7% | +9.0% |
| 2023 Q4 | +8.7% | +9.1% |
| 2023 Q3 | -1.7% | -1.9% |
| 2023 Q2 | +0.2% | +1.4% |
| 2023 Q1 | -2.3% | -1.8% |
| 2022 Q4 | +14.8% | +15.1% |
| 2022 Q3 | -6.4% | -6.0% |
| 2022 Q2 | -8.3% | -8.6% |
| 2022 Q1 | -1.7% | +0.7% |
| 2021 Q4 | +9.7% | +9.4% |
| 2021 Q3 | -1.0% | -0.6% |
| 2021 Q2 | +4.5% | +4.4% |
| 2021 Q1 | +14.5% | +11.2% |
| 2020 Q4 | +17.1% | +14.1% |
| 2020 Q3 | +7.9% | +3.6% |
| 2020 Q2 | +16.1% | +12.5% |
| 2020 Q1 | -21.5% | -24.0% |
| 2019 Q4 | +6.6% | +6.5% |
| 2019 Q3 | +4.1% | +2.5% |
| 2019 Q2 | +2.3% | +2.8% |
| 2019 Q1 | +12.1% | +10.7% |
| 2018 Q4 | -10.6% | -9.6% |
| 2018 Q3 | +8.3% | +5.7% |
| 2018 Q2 | +1.4% | +1.4% |
| 2018 Q1 | -3.7% | -3.0% |
| 2017 Q4 | +10.1% | +6.4% |
| 2017 Q3 | +4.5% | +4.5% |
| 2017 Q2 | +1.9% | +1.4% |
| 2017 Q1 | +3.1% | +3.2% |
| 2016 Q4 | +3.9% | +6.0% |
| 2016 Q3 | +2.7% | +1.6% |
| 2016 Q2 | +4.2% | +4.3% |
| 2016 Q1 | +4.7% | +4.2% |
| Metric | A | B |
|---|---|---|
| 2020s | +13.1% | +11.5% |
| 2010s | +14.0% | +12.3% |
Return characteristics
Compare monthly distributions, momentum, asymmetry, and seasonality.
| Portfolio A | Portfolio B |
|---|---|
Skewness -0.20 | Skewness -0.40 |
Excess kurtosis 0.69 | Excess kurtosis 1.47 |
Longest winning streak 7 | Longest winning streak 6 |
Longest losing streak 4 | Longest losing streak 3 |
Average monthly return +1.1% | Average monthly return +1.0% |
Monthly return autocorrelation -0.13 | Monthly return autocorrelation -0.17 |
1M momentum -6.0% | 1M momentum -4.8% |
3M momentum +3.4% | 3M momentum -1.2% |
6M momentum +7.7% | 6M momentum +6.0% |
12M momentum +23.3% | 12M momentum +12.8% |
Worst 5% -7.0% | Worst 5% -5.0% |
Median +1.6% | Median +1.3% |
Best 5% +7.3% | Best 5% +6.5% |
- ETF2 Up / ETF1 Down
- 5
- Both Up
- 76
- Both Down
- 41
- ETF1 Up / ETF2 Down
- 8
- Total
- 130 months
Questions about these results
How did the same initial investment grow?
From 2016-01-04 to 2026-10-23, an initial $10,000 ended at $39,262 for SCHD and $33,483 for VYM. Annualized returns were 13.48% and 11.83%, respectively.
When were the deepest drawdowns and recoveries?
SCHD: peak 2020-01-23, trough 2020-03-23, drawdown -33.4%, recovery 2020-09-02. VYM: peak 2020-01-17, trough 2020-03-23, drawdown -35.2%, recovery 2020-12-31.
How did the results differ during market crises?
During 2022 Rate Hike Bear Market, returns were -14.7% for SCHD and -12.8% for VYM. During COVID-19 Crash, returns were -32.8% for SCHD and -34.6% for VYM.
What are the expense ratios and annual costs?
Weighted expense ratios are 0.06% for SCHD and 0.04% for VYM. Applied to the initial $10,000, estimated annual costs are $6 and $4.
What are the dividend yields and their basis?
The yields are 2.99% for SCHD and 2.28% for VYM. They use distributions from the last 365 days divided by the last closing price and do not predict future distributions.