FTSD vs. SCHO
Compare and contrast key facts about Franklin Liberty Short Duration U.S. Government ETF (FTSD) and Schwab Short-Term U.S. Treasury ETF (SCHO).
FTSD and SCHO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTSD is an actively managed fund by Franklin Templeton. It was launched on Nov 4, 2013. SCHO is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Treasury (1-3 Y) (Inception 4/30/1996). It was launched on Aug 5, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTSD or SCHO.
Correlation
The correlation between FTSD and SCHO is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
FTSD vs. SCHO - Performance Comparison
Key characteristics
FTSD:
3.38
SCHO:
3.49
FTSD:
4.75
SCHO:
5.82
FTSD:
1.91
SCHO:
1.79
FTSD:
6.56
SCHO:
6.31
FTSD:
32.53
SCHO:
18.74
FTSD:
0.19%
SCHO:
0.33%
FTSD:
1.81%
SCHO:
1.77%
FTSD:
-5.32%
SCHO:
-5.69%
FTSD:
-0.46%
SCHO:
-0.08%
Returns By Period
In the year-to-date period, FTSD achieves a 1.75% return, which is significantly lower than SCHO's 2.33% return. Over the past 10 years, FTSD has outperformed SCHO with an annualized return of 1.74%, while SCHO has yielded a comparatively lower 1.46% annualized return.
FTSD
1.75%
0.33%
2.47%
6.05%
1.77%
1.74%
SCHO
2.33%
0.64%
2.47%
6.10%
1.17%
1.46%
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FTSD vs. SCHO - Expense Ratio Comparison
FTSD has a 0.25% expense ratio, which is higher than SCHO'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%.
Risk-Adjusted Performance
FTSD vs. SCHO — Risk-Adjusted Performance Rank
FTSD
SCHO
FTSD vs. SCHO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Short Duration U.S. Government ETF (FTSD) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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.
Dividends
FTSD vs. SCHO - Dividend Comparison
FTSD's dividend yield for the trailing twelve months is around 4.75%, more than SCHO's 4.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSD Franklin Liberty Short Duration U.S. Government ETF | 4.75% | 4.75% | 4.14% | 1.73% | 1.01% | 1.54% | 2.90% | 2.63% | 2.24% | 1.92% | 1.52% | 1.91% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.22% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% |
Drawdowns
FTSD vs. SCHO - Drawdown Comparison
The maximum FTSD drawdown since its inception was -5.32%, smaller than the maximum SCHO drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for FTSD and SCHO. For additional features, visit the drawdowns tool.
Volatility
FTSD vs. SCHO - Volatility Comparison
Franklin Liberty Short Duration U.S. Government ETF (FTSD) has a higher volatility of 1.23% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 0.71%. This indicates that FTSD's price experiences larger fluctuations and is considered to be riskier than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.