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GOOD vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GOOD and SCHD is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

GOOD vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gladstone Commercial Corporation (GOOD) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
163.91%
369.64%
GOOD
SCHD

Key characteristics

Sharpe Ratio

GOOD:

0.65

SCHD:

0.18

Sortino Ratio

GOOD:

1.08

SCHD:

0.35

Omega Ratio

GOOD:

1.13

SCHD:

1.05

Calmar Ratio

GOOD:

0.38

SCHD:

0.18

Martin Ratio

GOOD:

1.88

SCHD:

0.64

Ulcer Index

GOOD:

7.47%

SCHD:

4.44%

Daily Std Dev

GOOD:

21.52%

SCHD:

15.99%

Max Drawdown

GOOD:

-67.22%

SCHD:

-33.37%

Current Drawdown

GOOD:

-27.74%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, GOOD achieves a -10.74% return, which is significantly lower than SCHD's -5.19% return. Over the past 10 years, GOOD has underperformed SCHD with an annualized return of 5.71%, while SCHD has yielded a comparatively higher 10.34% annualized return.


GOOD

YTD

-10.74%

1M

-4.43%

6M

-8.01%

1Y

14.57%

5Y*

7.26%

10Y*

5.71%

SCHD

YTD

-5.19%

1M

-7.50%

6M

-7.13%

1Y

3.21%

5Y*

12.75%

10Y*

10.34%

*Annualized

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Risk-Adjusted Performance

GOOD vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GOOD
The Risk-Adjusted Performance Rank of GOOD is 7171
Overall Rank
The Sharpe Ratio Rank of GOOD is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOD is 6969
Sortino Ratio Rank
The Omega Ratio Rank of GOOD is 6666
Omega Ratio Rank
The Calmar Ratio Rank of GOOD is 7070
Calmar Ratio Rank
The Martin Ratio Rank of GOOD is 7373
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOOD vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Commercial Corporation (GOOD) 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.


The chart of Sharpe ratio for GOOD, currently valued at 0.65, compared to the broader market-2.00-1.000.001.002.003.00
GOOD: 0.65
SCHD: 0.18
The chart of Sortino ratio for GOOD, currently valued at 1.08, compared to the broader market-6.00-4.00-2.000.002.004.00
GOOD: 1.08
SCHD: 0.35
The chart of Omega ratio for GOOD, currently valued at 1.13, compared to the broader market0.501.001.502.00
GOOD: 1.13
SCHD: 1.05
The chart of Calmar ratio for GOOD, currently valued at 0.38, compared to the broader market0.001.002.003.004.005.00
GOOD: 0.38
SCHD: 0.18
The chart of Martin ratio for GOOD, currently valued at 1.88, compared to the broader market-5.000.005.0010.0015.0020.00
GOOD: 1.88
SCHD: 0.64

The current GOOD Sharpe Ratio is 0.65, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of GOOD and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.65
0.18
GOOD
SCHD

Dividends

GOOD vs. SCHD - Dividend Comparison

GOOD's dividend yield for the trailing twelve months is around 8.50%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
GOOD
Gladstone Commercial Corporation
8.50%7.39%9.06%8.13%5.83%8.34%6.86%8.37%7.12%7.46%10.28%8.74%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

GOOD vs. SCHD - Drawdown Comparison

The maximum GOOD drawdown since its inception was -67.22%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GOOD and SCHD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.74%
-11.47%
GOOD
SCHD

Volatility

GOOD vs. SCHD - Volatility Comparison

The current volatility for Gladstone Commercial Corporation (GOOD) is 9.56%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that GOOD 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.56%
11.20%
GOOD
SCHD