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FLGV vs. SCHR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLGV vs. SCHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty U.S. Treasury Bond ETF (FLGV) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLGV achieves a 0.21% return, which is significantly higher than SCHR's -0.43% return.


FLGV

1D
0.10%
1M
0.57%
YTD
0.21%
6M
0.30%
1Y
3.25%
3Y*
2.98%
5Y*
-0.17%
10Y*

SCHR

1D
0.08%
1M
0.33%
YTD
-0.43%
6M
-0.27%
1Y
2.71%
3Y*
3.53%
5Y*
0.10%
10Y*
1.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLGV vs. SCHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FLGV
Franklin Liberty U.S. Treasury Bond ETF
0.21%6.22%0.62%4.18%-11.53%-2.39%-0.27%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
-0.43%7.33%1.42%4.27%-10.58%-2.62%0.10%

Correlation

The correlation between FLGV and SCHR is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2020

0.93

The correlation between FLGV and SCHR has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

FLGV vs. SCHR — Risk / Return Rank

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

FLGV
FLGV Risk / Return Rank: 2525
Overall Rank
FLGV Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FLGV Sortino Ratio Rank: 2626
Sortino Ratio Rank
FLGV Omega Ratio Rank: 2323
Omega Ratio Rank
FLGV Calmar Ratio Rank: 2626
Calmar Ratio Rank
FLGV Martin Ratio Rank: 2626
Martin Ratio Rank

SCHR
SCHR Risk / Return Rank: 2222
Overall Rank
SCHR Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SCHR Sortino Ratio Rank: 2222
Sortino Ratio Rank
SCHR Omega Ratio Rank: 2020
Omega Ratio Rank
SCHR Calmar Ratio Rank: 2222
Calmar Ratio Rank
SCHR Martin Ratio Rank: 2222
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.

FLGV vs. SCHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty U.S. Treasury Bond ETF (FLGV) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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.


FLGVSCHRDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratioReturn relative to maximum drawdown

1.16

0.97

+0.18

Martin ratioReturn relative to average drawdown

3.18

2.63

+0.55

FLGV vs. SCHR - Sharpe Ratio Comparison

The current FLGV Sharpe Ratio is 0.88, which is comparable to the SCHR Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FLGV and SCHR, 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

FLGV vs. SCHR - Drawdown Comparison

The maximum FLGV drawdown since its inception was -17.63%, which is greater than SCHR's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for FLGV and SCHR.


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Drawdown Indicators


FLGVSCHRDifference

Max Drawdown

Largest peak-to-trough decline

-17.63%

-16.11%

-1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.79%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-5.23%

-4.35%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-15.26%

-15.07%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

Current Drawdown

Current decline from peak

-5.40%

-2.37%

-3.03%

Average Drawdown

Average peak-to-trough decline

-8.70%

-3.63%

-5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.03%

-0.01%

Volatility

FLGV vs. SCHR - Volatility Comparison

Franklin Liberty U.S. Treasury Bond ETF (FLGV) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR) have volatilities of 1.03% and 1.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLGVSCHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.06%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

2.48%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

3.42%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.44%

5.38%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.14%

4.47%

+0.67%

FLGV vs. SCHR - Expense Ratio Comparison

FLGV has a 0.09% expense ratio, which is higher than SCHR's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLGV vs. SCHR - Dividend Comparison

FLGV's dividend yield for the trailing twelve months is around 4.14%, more than SCHR's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
FLGV
Franklin Liberty U.S. Treasury Bond ETF
4.14%4.07%4.13%3.46%2.21%1.92%0.97%0.00%0.00%0.00%0.00%0.00%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.92%3.85%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%

Frequently Asked Questions


With a correlation of 0.94, FLGV and SCHR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SCHR has higher volatility (1.06%) compared to FLGV (1.03%). In terms of maximum drawdown, FLGV dropped -17.63% vs SCHR's -16.11%.

On 5-year performance, SCHR leads with 0.10% vs -0.17% for FLGV. On fees, SCHR is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHR has performed better with a 0.10% return vs -0.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHR is cheaper with a 0.05% expense ratio, compared with 0.09% for FLGV.

FLGV has the higher dividend yield at 4.14%, compared with 3.92% for SCHR.

They also come from different issuers: Franklin Templeton and Charles Schwab. Their fees differ too: 0.09% for FLGV and 0.05% for SCHR.

FLGV currently has the higher Sharpe Ratio (0.88 vs 0.80), 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.

Portfolio Optimizer

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