GIGL vs. SCHI
GIGL (Goldman Sachs Corporate Bond ETF) and SCHI (Schwab 5-10 Year Corporate Bond ETF) are both Corporate Bonds funds. Over the past year, GIGL returned 4.94% vs 5.33% for SCHI. With a 0.95 correlation, they move nearly in lockstep. GIGL charges 0.29%/yr vs 0.03%/yr for SCHI.
Performance
GIGL vs. SCHI - Performance Comparison
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Returns By Period
In the year-to-date period, GIGL achieves a 1.13% return, which is significantly higher than SCHI's 0.82% return.
GIGL
- 1D
- 0.06%
- 1M
- 1.03%
- YTD
- 1.13%
- 6M
- 0.93%
- 1Y
- 4.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHI
- 1D
- 0.13%
- 1M
- 0.72%
- YTD
- 0.82%
- 6M
- 0.64%
- 1Y
- 5.33%
- 3Y*
- 6.23%
- 5Y*
- 1.30%
- 10Y*
- —
GIGL vs. SCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GIGL Goldman Sachs Corporate Bond ETF | 1.13% | 3.76% |
SCHI Schwab 5-10 Year Corporate Bond ETF | 0.82% | 4.48% |
Correlation
The correlation between GIGL and SCHI is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.95 |
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Return for Risk
GIGL vs. SCHI — Risk / Return Rank
GIGL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHI
GIGL vs. SCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Corporate Bond ETF (GIGL) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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.
| GIGL | SCHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.23 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.78 | — |
| Martin ratioReturn relative to average drawdown | — | 5.69 | — |
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Drawdowns
GIGL vs. SCHI - Drawdown Comparison
The maximum GIGL drawdown since its inception was -3.13%, smaller than the maximum SCHI drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for GIGL and SCHI.
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Drawdown Indicators
| GIGL | SCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.13% | -20.67% | +17.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -3.01% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.67% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.75% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -0.72% | -5.67% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.94% | — |
Volatility
GIGL vs. SCHI - Volatility Comparison
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Volatility by Period
| GIGL | SCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.23% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.21% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.17% | 4.12% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.17% | 6.67% | -2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.17% | 7.38% | -3.21% |
GIGL vs. SCHI - Expense Ratio Comparison
GIGL has a 0.29% expense ratio, which is higher than SCHI's 0.03% expense ratio.
Dividends
GIGL vs. SCHI - Dividend Comparison
GIGL's dividend yield for the trailing twelve months is around 3.75%, less than SCHI's 5.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GIGL Goldman Sachs Corporate Bond ETF | 3.75% | 2.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHI Schwab 5-10 Year Corporate Bond ETF | 5.02% | 4.99% | 5.11% | 4.27% | 3.10% | 1.93% | 2.31% | 0.53% |
Frequently Asked Questions
With a correlation of 0.95, GIGL and SCHI 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.
On 1-year performance, SCHI leads with 5.33% vs 4.94% for GIGL. On fees, SCHI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SCHI has performed better with a 5.33% return vs 4.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHI is cheaper with a 0.03% expense ratio, compared with 0.29% for GIGL.
SCHI has the higher dividend yield at 5.02%, compared with 3.75% for GIGL.
They also come from different issuers: Goldman Sachs and Charles Schwab. Their fees differ too: 0.29% for GIGL and 0.03% for SCHI.
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