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Schwab 1-5 Year Corporate Bond ETF (SCHJ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US8085247141

CUSIP

808524714

Issuer

Charles Schwab

Inception Date

Oct 10, 2019

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg US Corporate (1-5 Y)

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SCHJ vs. SPSB SCHJ vs. SCHQ SCHJ vs. SLQD SCHJ vs. GVI SCHJ vs. SCHO SCHJ vs. TNHIX SCHJ vs. SCHZ SCHJ vs. STIP SCHJ vs. SHV SCHJ vs. VOO
Popular comparisons:
SCHJ vs. SPSB SCHJ vs. SCHQ SCHJ vs. SLQD SCHJ vs. GVI SCHJ vs. SCHO SCHJ vs. TNHIX SCHJ vs. SCHZ SCHJ vs. STIP SCHJ vs. SHV SCHJ vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab 1-5 Year Corporate Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
12.14%
SCHJ (Schwab 1-5 Year Corporate Bond ETF)
Benchmark (^GSPC)

Returns By Period

Schwab 1-5 Year Corporate Bond ETF had a return of 5.54% year-to-date (YTD) and 8.46% in the last 12 months.


SCHJ

YTD

5.54%

1M

-0.15%

6M

4.52%

1Y

8.46%

5Y (annualized)

2.98%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of SCHJ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.26%-0.45%0.72%-0.32%1.03%0.88%1.67%1.13%0.96%-0.62%5.54%
20231.73%-1.20%1.61%0.79%-0.32%0.33%0.84%0.30%-0.53%-0.15%2.71%2.18%8.53%
2022-1.25%-0.72%-1.69%-1.52%0.90%-1.27%1.71%-1.65%-2.13%0.00%2.19%0.30%-5.13%
2021-0.10%-0.32%-0.17%0.38%0.28%0.00%0.28%0.07%-0.19%-0.41%-0.23%0.29%-0.12%
20200.85%0.66%-3.16%2.77%1.66%1.13%0.55%0.28%-0.27%0.30%0.72%0.52%6.06%
2019-100.00%0.06%0.56%-100.00%

Expense Ratio

SCHJ has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for SCHJ: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SCHJ is 78, placing it in the top 22% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SCHJ is 7878
Combined Rank
The Sharpe Ratio Rank of SCHJ is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHJ is 9797
Sortino Ratio Rank
The Omega Ratio Rank of SCHJ is 9696
Omega Ratio Rank
The Calmar Ratio Rank of SCHJ is 99
Calmar Ratio Rank
The Martin Ratio Rank of SCHJ is 9191
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab 1-5 Year Corporate Bond ETF (SCHJ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SCHJ, currently valued at 3.26, compared to the broader market0.002.004.003.262.54
The chart of Sortino ratio for SCHJ, currently valued at 5.48, compared to the broader market-2.000.002.004.006.008.0010.005.483.40
The chart of Omega ratio for SCHJ, currently valued at 1.70, compared to the broader market0.501.001.502.002.503.001.701.47
The chart of Calmar ratio for SCHJ, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.093.66
The chart of Martin ratio for SCHJ, currently valued at 20.51, compared to the broader market0.0020.0040.0060.0080.00100.0020.5116.26
SCHJ
^GSPC

The current Schwab 1-5 Year Corporate Bond ETF Sharpe ratio is 3.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab 1-5 Year Corporate Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.26
2.54
SCHJ (Schwab 1-5 Year Corporate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab 1-5 Year Corporate Bond ETF provided a 6.42% dividend yield over the last twelve months, with an annual payout of $1.57 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.0020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$1.57$1.04$0.56$0.32$1.03$0.13

Dividend yield

6.42%4.31%2.39%1.25%4.03%0.54%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab 1-5 Year Corporate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.16$0.07$0.15$0.08$0.17$0.15$0.09$0.17$0.16$0.09$1.30
2023$0.00$0.05$0.05$0.11$0.05$0.06$0.06$0.05$0.13$0.14$0.07$0.27$1.04
2022$0.00$0.06$0.06$0.05$0.05$0.05$0.03$0.03$0.03$0.08$0.04$0.08$0.56
2021$0.00$0.02$0.03$0.01$0.04$0.02$0.02$0.04$0.04$0.02$0.02$0.06$0.32
2020$0.00$0.05$0.04$0.04$0.08$0.06$0.04$0.04$0.07$0.07$0.03$0.51$1.03
2019$0.06$0.08$0.13

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
-0.88%
SCHJ (Schwab 1-5 Year Corporate Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab 1-5 Year Corporate Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Schwab 1-5 Year Corporate Bond ETF was 100.00%, occurring on Mar 19, 2020. The portfolio has not yet recovered.

The current Schwab 1-5 Year Corporate Bond ETF drawdown is 100.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-100%Oct 11, 2019110Mar 19, 2020

Volatility

Volatility Chart

The current Schwab 1-5 Year Corporate Bond ETF volatility is 0.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.63%
3.96%
SCHJ (Schwab 1-5 Year Corporate Bond ETF)
Benchmark (^GSPC)