Correlation
The correlation between GGT and SCHD is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
GGT vs. SCHD
Compare and contrast key facts about The Gabelli Multimedia Trust Inc. (GGT) 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: GGT or SCHD.
Performance
GGT vs. SCHD - Performance Comparison
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Key characteristics
GGT:
-0.61
SCHD:
0.35
GGT:
-0.91
SCHD:
0.56
GGT:
0.89
SCHD:
1.07
GGT:
-0.34
SCHD:
0.33
GGT:
-1.18
SCHD:
0.99
GGT:
11.24%
SCHD:
5.36%
GGT:
18.59%
SCHD:
16.40%
GGT:
-80.69%
SCHD:
-33.37%
GGT:
-39.01%
SCHD:
-9.75%
Returns By Period
In the year-to-date period, GGT achieves a -2.47% return, which is significantly higher than SCHD's -3.35% return. Over the past 10 years, GGT has underperformed SCHD with an annualized return of 3.68%, while SCHD has yielded a comparatively higher 10.58% annualized return.
GGT
-2.47%
-6.64%
-8.86%
-11.69%
-7.02%
2.98%
3.68%
SCHD
-3.35%
1.79%
-9.75%
3.76%
3.71%
12.22%
10.58%
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Risk-Adjusted Performance
GGT vs. SCHD — Risk-Adjusted Performance Rank
GGT
SCHD
GGT vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gabelli Multimedia Trust Inc. (GGT) 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.
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Dividends
GGT vs. SCHD - Dividend Comparison
GGT's dividend yield for the trailing twelve months is around 25.29%, more than SCHD's 3.97% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGT The Gabelli Multimedia Trust Inc. | 25.29% | 19.59% | 15.29% | 16.21% | 9.99% | 10.89% | 10.81% | 12.56% | 9.42% | 11.29% | 12.35% | 10.17% |
SCHD Schwab US Dividend Equity ETF | 3.97% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
GGT vs. SCHD - Drawdown Comparison
The maximum GGT drawdown since its inception was -80.69%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GGT and SCHD.
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Volatility
GGT vs. SCHD - Volatility Comparison
The current volatility for The Gabelli Multimedia Trust Inc. (GGT) is 3.47%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 4.90%. This indicates that GGT experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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