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GIGL vs. SCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GIGL vs. SCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Corporate Bond ETF (GIGL) and Schwab 5-10 Year Corporate Bond ETF (SCHI). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GIGL vs. SCHI - Yearly Performance Comparison


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

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

GIGL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SCHI
SCHI Risk / Return Rank: 4040
Overall Rank
SCHI Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 4242
Sortino Ratio Rank
SCHI Omega Ratio Rank: 3838
Omega Ratio Rank
SCHI Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHI Martin Ratio Rank: 4040
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.

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.


GIGLSCHIDifference
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

GIGL vs. SCHI - Sharpe Ratio Comparison


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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


GIGLSCHIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.39%

-0.75%

+0.36%

Average Drawdown

Average peak-to-trough decline

-0.72%

-5.67%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

Volatility

GIGL vs. SCHI - Volatility Comparison


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Volatility by Period


GIGLSCHIDifference

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.


PositionTTM2025202420232022202120202019
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.

Portfolio Optimizer

Find the right allocation for GIGL and SCHI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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