GOVX vs. SCHD

In the year-to-date period, GOVX achieves a -57.89% return, which is significantly lower than SCHD's -2.20% return. Over the past 10 years, GOVX has underperformed SCHD with an annualized return of -74.78%, while SCHD has yielded a comparatively higher 10.61% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for GeoVax Labs, Inc. (GOVX) 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 current GOVX Sharpe Ratio is -0.17, which is lower than the SCHD Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of GOVX 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.

GOVX has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.93%.

The maximum GOVX drawdown since its inception was -100.00%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GOVX and SCHD. For additional features, visit the drawdowns tool.

GeoVax Labs, Inc. (GOVX) has a higher volatility of 23.56% compared to Schwab US Dividend Equity ETF (SCHD) at 4.50%. This indicates that GOVX'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.