NGVC vs. SCHD
NGVC (Natural Grocers by Vitamin Cottage, 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, NGVC returned 13.82%/yr vs 12.80%/yr for SCHD. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
NGVC vs. SCHD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NGVC achieves a 31.40% return, which is significantly higher than SCHD's 25.44% return. Over the past 10 years, NGVC has outperformed SCHD with an annualized return of 13.82%, while SCHD has yielded a comparatively lower 12.80% annualized return.
NGVC
- 1D
- -1.99%
- 1M
- -0.12%
- 6M
- 18.96%
- YTD
- 31.40%
- 1Y
- -11.09%
- 3Y*
- 41.02%
- 5Y*
- 28.03%
- 10Y*
- 13.82%
- ALL TIME*
- 6.93%
SCHD
- 1D
- 0.86%
- 1M
- 4.51%
- 6M
- 12.81%
- YTD
- 25.44%
- 1Y
- 31.88%
- 3Y*
- 15.21%
- 5Y*
- 9.72%
- 10Y*
- 12.80%
- ALL TIME*
- 13.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.40M | $3.32M | $3.93M | |
| $839.54M | $733.40M | $694.82M |
NGVC vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGVC Natural Grocers by Vitamin Cottage, Inc. | 31.40% | -36.07% | 152.51% | 91.83% | -34.02% | 6.24% | 62.34% | -35.12% | 71.67% | -24.89% |
SCHD Schwab U.S. Dividend Equity ETF | 25.44% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between NGVC and SCHD is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2012 | 0.28 |
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
NGVC vs. SCHD — Risk / Return Rank
NGVC
SCHD
NGVC vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natural Grocers by Vitamin Cottage, Inc. (NGVC) 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.
| NGVC | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.18 | ||
| Sortino ratioReturn per unit of downside risk | -4.63 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.52 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 6.94 | -7.21 |
| Martin ratioReturn relative to average drawdown | -0.41 | 17.52 | -17.93 |
Loading charts...
Drawdowns
NGVC vs. SCHD - Drawdown Comparison
The maximum NGVC drawdown since its inception was -89.04%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NGVC and SCHD.
Loading charts...
Drawdown Indicators
| NGVC | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.04% | -33.37% | -55.67% |
Max Drawdown (1Y)Largest decline over 1 year | -41.80% | -4.61% | -37.19% |
Max Drawdown (3Y)Largest decline over 3 years | -59.87% | -16.13% | -43.74% |
Max Drawdown (5Y)Largest decline over 5 years | -63.34% | -16.85% | -46.49% |
Max Drawdown (10Y)Largest decline over 10 years | -73.77% | -33.37% | -40.40% |
Current DrawdownCurrent decline from peak | -44.30% | -0.12% | -44.18% |
Average DrawdownAverage peak-to-trough decline | -52.49% | -3.29% | -49.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.40% | 1.82% | +25.58% |
Volatility
NGVC vs. SCHD - Volatility Comparison
Natural Grocers by Vitamin Cottage, Inc. (NGVC) has a higher volatility of 12.39% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.82%. This indicates that NGVC'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.
Loading charts...
Volatility by Period
| NGVC | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.39% | 3.82% | +8.57% |
Volatility (6M)Calculated over the trailing 6-month period | 26.08% | 8.01% | +18.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.93% | 11.06% | +28.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.23% | 14.38% | +33.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.71% | 16.73% | +38.98% |
Dividends
NGVC vs. SCHD - Dividend Comparison
NGVC's dividend yield for the trailing twelve months is around 1.75%, less than SCHD's 3.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGVC Natural Grocers by Vitamin Cottage, Inc. | 1.75% | 2.04% | 1.06% | 8.75% | 4.38% | 2.18% | 16.59% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.10% | 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
NGVC and SCHD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGVC has higher volatility (12.39%) compared to SCHD (3.82%). In terms of maximum drawdown, NGVC dropped -89.04% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.90 vs -0.28), 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 NGVC 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