GGT vs. SCHD
GGT (The Gabelli Multimedia Trust Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, GGT returned 7.74%/yr vs 12.76%/yr for SCHD. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
GGT vs. SCHD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GGT achieves a 9.68% return, which is significantly lower than SCHD's 24.03% return. Over the past 10 years, GGT has underperformed SCHD with an annualized return of 7.74%, while SCHD has yielded a comparatively higher 12.76% annualized return.
GGT
- 1D
- 1.24%
- 1M
- -1.22%
- 6M
- 7.85%
- YTD
- 9.68%
- 1Y
- 20.65%
- 3Y*
- 4.20%
- 5Y*
- -0.94%
- 10Y*
- 7.74%
- ALL TIME*
- 6.07%
SCHD
- 1D
- 0.18%
- 1M
- 3.33%
- 6M
- 14.09%
- YTD
- 24.03%
- 1Y
- 31.54%
- 3Y*
- 14.19%
- 5Y*
- 9.54%
- 10Y*
- 12.76%
- ALL TIME*
- 13.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.37M | $1.47M | $1.41M | |
| $786.88M | $715.86M | $685.58M |
GGT vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGT The Gabelli Multimedia Trust Inc. | 9.68% | 15.39% | -6.00% | 22.50% | -30.78% | 19.17% | 12.71% | 26.27% | -15.38% | 40.44% |
SCHD Schwab U.S. Dividend Equity ETF | 24.03% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between GGT and SCHD is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.44 |
Over the past year, the correlation between GGT and SCHD has dropped to 0.04 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GGT vs. SCHD — Risk / Return Rank
GGT
SCHD
GGT vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gabelli Multimedia Trust Inc. (GGT) and Schwab U.S. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GGT | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.51 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 6.74 | -4.17 |
| Martin ratioReturn relative to average drawdown | 7.09 | 17.01 | -9.93 |
Loading charts...
Drawdowns
GGT vs. SCHD - Drawdown Comparison
The maximum GGT drawdown since its inception was -80.93%, 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.
Loading charts...
Drawdown Indicators
| GGT | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.93% | -33.37% | -47.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.65% | -4.61% | -3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -31.66% | -16.13% | -15.53% |
Max Drawdown (5Y)Largest decline over 5 years | -42.32% | -16.85% | -25.47% |
Max Drawdown (10Y)Largest decline over 10 years | -57.52% | -33.37% | -24.15% |
Current DrawdownCurrent decline from peak | -19.66% | -1.24% | -18.42% |
Average DrawdownAverage peak-to-trough decline | -25.48% | -3.30% | -22.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.82% | +0.94% |
Volatility
GGT vs. SCHD - Volatility Comparison
The current volatility for The Gabelli Multimedia Trust Inc. (GGT) is 2.46%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 4.11%. 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.
Loading charts...
Volatility by Period
| GGT | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 4.11% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 8.11% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 11.13% | +5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.69% | 14.39% | +11.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.12% | 16.72% | +12.40% |
Dividends
GGT vs. SCHD - Dividend Comparison
GGT's dividend yield for the trailing twelve months is around 21.57%, more than SCHD's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGT The Gabelli Multimedia Trust Inc. | 21.57% | 20.95% | 19.59% | 15.52% | 16.45% | 10.14% | 11.06% | 10.97% | 12.75% | 9.57% | 11.46% | 12.53% |
SCHD Schwab U.S. Dividend Equity ETF | 3.13% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
GGT and SCHD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHD has higher volatility (4.11%) compared to GGT (2.46%). In terms of maximum drawdown, GGT dropped -80.93% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.81 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for GGT and SCHD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer