GNW vs. SCHD
GNW (Genworth Financial, 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, GNW returned 13.59%/yr vs 12.76%/yr for SCHD. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
GNW vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, GNW achieves a 8.86% return, which is significantly lower than SCHD's 24.03% return. Over the past 10 years, GNW has outperformed SCHD with an annualized return of 13.59%, while SCHD has yielded a comparatively lower 12.76% annualized return.
GNW
- 1D
- -1.31%
- 1M
- 2.29%
- 6M
- 17.87%
- YTD
- 8.86%
- 1Y
- 25.22%
- 3Y*
- 17.95%
- 5Y*
- 24.10%
- 10Y*
- 13.59%
- ALL TIME*
- -2.75%
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) |
|---|---|---|---|
| $28.70M | $27.28M | $26.76M | |
| $786.88M | $715.86M | $685.58M |
GNW vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GNW Genworth Financial, Inc. | 8.86% | 29.18% | 4.64% | 26.28% | 30.62% | 7.14% | -14.09% | -5.58% | 49.84% | -18.37% |
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 GNW and SCHD is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.48 |
The correlation between GNW and SCHD shifts across timeframes, from 0.28 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
GNW vs. SCHD — Risk / Return Rank
GNW
SCHD
GNW vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genworth Financial, Inc. (GNW) 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.
| GNW | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.51 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 6.74 | -4.95 |
| Martin ratioReturn relative to average drawdown | 4.34 | 17.01 | -12.67 |
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Drawdowns
GNW vs. SCHD - Drawdown Comparison
The maximum GNW drawdown since its inception was -97.63%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GNW and SCHD.
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Drawdown Indicators
| GNW | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.63% | -33.37% | -64.26% |
Max Drawdown (1Y)Largest decline over 1 year | -14.07% | -4.61% | -9.46% |
Max Drawdown (3Y)Largest decline over 3 years | -21.74% | -16.13% | -5.61% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -16.85% | -9.24% |
Max Drawdown (10Y)Largest decline over 10 years | -61.49% | -33.37% | -28.12% |
Current DrawdownCurrent decline from peak | -72.28% | -1.24% | -71.04% |
Average DrawdownAverage peak-to-trough decline | -67.40% | -3.30% | -64.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.79% | 1.82% | +3.97% |
Volatility
GNW vs. SCHD - Volatility Comparison
Genworth Financial, Inc. (GNW) has a higher volatility of 7.10% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. This indicates that GNW'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.
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Volatility by Period
| GNW | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 4.11% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 16.77% | 8.11% | +8.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.33% | 11.13% | +11.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.83% | 14.39% | +18.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.53% | 16.72% | +30.81% |
Dividends
GNW vs. SCHD - Dividend Comparison
GNW has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNW Genworth Financial, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
GNW and SCHD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GNW has higher volatility (7.10%) compared to SCHD (4.11%). In terms of maximum drawdown, GNW dropped -97.63% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.81 vs 1.13), 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.
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