GAM vs. SCHD
Compare and contrast key facts about General American Investors Company, Inc. (GAM) and Schwab US Dividend Equity ETF (SCHD).
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: GAM or SCHD.
Key characteristics
| GAM | SCHD | |
|---|---|---|
| YTD Return | 27.26% | 17.47% |
| 1Y Return | 32.19% | 27.61% |
| 3Y Return (Ann) | 15.72% | 6.96% |
| 5Y Return (Ann) | 15.33% | 12.74% |
| 10Y Return (Ann) | 10.09% | 11.66% |
| Sharpe Ratio | 3.02 | 2.70 |
| Sortino Ratio | 3.97 | 3.89 |
| Omega Ratio | 1.56 | 1.48 |
| Calmar Ratio | 4.86 | 3.71 |
| Martin Ratio | 22.87 | 14.94 |
| Ulcer Index | 1.63% | 2.04% |
| Daily Std Dev | 12.34% | 11.25% |
| Max Drawdown | -66.66% | -33.37% |
| Current Drawdown | -0.89% | -0.51% |
Correlation
The correlation between GAM and SCHD is 0.76, 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
GAM vs. SCHD - Performance Comparison
In the year-to-date period, GAM achieves a 27.26% return, which is significantly higher than SCHD's 17.47% return. Over the past 10 years, GAM has underperformed SCHD with an annualized return of 10.09%, 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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Risk-Adjusted Performance
GAM vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for General American Investors Company, Inc. (GAM) 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
GAM vs. SCHD - Dividend Comparison
GAM has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.37%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAM General American Investors Company, Inc. | 0.00% | 6.17% | 9.32% | 7.42% | 0.62% | 0.98% | 9.67% | 1.98% | 10.20% | 1.06% | 10.00% | 5.97% |
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
GAM vs. SCHD - Drawdown Comparison
The maximum GAM drawdown since its inception was -66.66%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GAM and SCHD. For additional features, visit the drawdowns tool.
Volatility
GAM vs. SCHD - Volatility Comparison
General American Investors Company, Inc. (GAM) has a higher volatility of 3.94% compared to Schwab US Dividend Equity ETF (SCHD) at 3.49%. This indicates that GAM'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.