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MDV vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDV vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Modiv Inc (MDV) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDV achieves a 26.37% return, which is significantly higher than SCHD's 18.44% return.


MDV

1D
-1.40%
1M
-4.24%
YTD
26.37%
6M
26.69%
1Y
35.14%
3Y*
20.22%
5Y*
10Y*

SCHD

1D
0.76%
1M
-1.39%
YTD
18.44%
6M
17.45%
1Y
26.47%
3Y*
14.64%
5Y*
8.70%
10Y*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDV vs. SCHD - Yearly Performance Comparison


2026 (YTD)2025202420232022
MDV
Modiv Inc
26.37%4.65%16.46%35.12%-48.19%
SCHD
Schwab U.S. Dividend Equity ETF
18.44%4.34%11.66%4.54%-0.27%

Correlation

The correlation between MDV and SCHD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2022

0.20

The correlation between MDV and SCHD shifts across timeframes, from 0.20 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MDV vs. SCHD — Risk / Return Rank

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

MDV
MDV Risk / Return Rank: 8585
Overall Rank
MDV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MDV Sortino Ratio Rank: 8585
Sortino Ratio Rank
MDV Omega Ratio Rank: 8080
Omega Ratio Rank
MDV Calmar Ratio Rank: 8888
Calmar Ratio Rank
MDV Martin Ratio Rank: 8787
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 8787
Overall Rank
SCHD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 9191
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8383
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9393
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MDV vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Modiv Inc (MDV) 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.


MDVSCHDDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.29

1.43

-0.14

Calmar ratioReturn relative to maximum drawdown

3.55

5.76

-2.21

Martin ratioReturn relative to average drawdown

9.21

13.87

-4.66

MDV vs. SCHD - Sharpe Ratio Comparison

The current MDV Sharpe Ratio is 1.50, which is lower than the SCHD Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of MDV and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MDV vs. SCHD - Drawdown Comparison

The maximum MDV drawdown since its inception was -85.04%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MDV and SCHD.


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Drawdown Indicators


MDVSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-85.04%

-33.37%

-51.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-4.61%

-5.34%

Max Drawdown (3Y)

Largest decline over 3 years

-20.17%

-16.13%

-4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-60.37%

-1.87%

-58.50%

Average Drawdown

Average peak-to-trough decline

-72.17%

-3.31%

-68.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

1.91%

+1.92%

Volatility

MDV vs. SCHD - Volatility Comparison

Modiv Inc (MDV) has a higher volatility of 5.74% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.12%. This indicates that MDV'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


MDVSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

3.12%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

18.06%

7.74%

+10.32%

Volatility (1Y)

Calculated over the trailing 1-year period

23.58%

11.09%

+12.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.23%

14.36%

+82.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.23%

16.70%

+80.53%

Dividends

MDV vs. SCHD - Dividend Comparison

MDV's dividend yield for the trailing twelve months is around 6.71%, more than SCHD's 3.28% yield.


PositionTTM20252024202320222021202020192018201720162015
MDV
Modiv Inc
6.71%8.13%7.73%7.72%9.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.28%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


MDV and SCHD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDV has higher volatility (5.74%) compared to SCHD (3.12%). In terms of maximum drawdown, MDV dropped -85.04% vs SCHD's -33.37%.

SCHD currently has the higher Sharpe Ratio (2.41 vs 1.50), 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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