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IGEB vs. SCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGEB vs. SCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Bond Factor ETF (IGEB) 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, IGEB achieves a 0.98% return, which is significantly higher than SCHI's 0.68% return.


IGEB

1D
0.36%
1M
1.06%
YTD
0.98%
6M
0.79%
1Y
4.93%
3Y*
6.01%
5Y*
1.07%
10Y*

SCHI

1D
0.31%
1M
0.99%
YTD
0.68%
6M
0.51%
1Y
5.15%
3Y*
6.26%
5Y*
1.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGEB vs. SCHI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGEB
iShares Investment Grade Bond Factor ETF
0.98%8.17%3.10%9.56%-14.85%-1.14%11.23%1.00%
SCHI
Schwab 5-10 Year Corporate Bond ETF
0.68%9.47%3.32%8.97%-14.06%-1.85%9.74%0.83%

Correlation

The correlation between IGEB and SCHI is 0.96 - 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 (1Y)
Calculated over the trailing 1-year period

0.96

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2019

0.95

The correlation between IGEB and SCHI has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

IGEB vs. SCHI — Risk / Return Rank

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

IGEB
IGEB Risk / Return Rank: 3737
Overall Rank
IGEB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 3737
Sortino Ratio Rank
IGEB Omega Ratio Rank: 3434
Omega Ratio Rank
IGEB Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGEB Martin Ratio Rank: 3838
Martin Ratio Rank

SCHI
SCHI Risk / Return Rank: 3838
Overall Rank
SCHI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCHI Omega Ratio Rank: 3636
Omega Ratio Rank
SCHI Calmar Ratio Rank: 3737
Calmar Ratio Rank
SCHI Martin Ratio Rank: 3838
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.

IGEB vs. SCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) 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.


IGEBSCHIDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratioReturn relative to maximum drawdown

1.72

1.72

0.00

Martin ratioReturn relative to average drawdown

5.46

5.50

-0.04

IGEB vs. SCHI - Sharpe Ratio Comparison

The current IGEB Sharpe Ratio is 1.20, which is comparable to the SCHI Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IGEB and SCHI, 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

IGEB vs. SCHI - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.13%, roughly equal to the maximum SCHI drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for IGEB and SCHI.


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Drawdown Indicators


IGEBSCHIDifference

Max Drawdown

Largest peak-to-trough decline

-21.13%

-20.67%

-0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-3.01%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-5.95%

-6.14%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-20.67%

-0.46%

Current Drawdown

Current decline from peak

-0.46%

-0.88%

+0.42%

Average Drawdown

Average peak-to-trough decline

-4.87%

-5.67%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.94%

-0.03%

Volatility

IGEB vs. SCHI - Volatility Comparison

The current volatility for iShares Investment Grade Bond Factor ETF (IGEB) is 1.20%, while Schwab 5-10 Year Corporate Bond ETF (SCHI) has a volatility of 1.28%. This indicates that IGEB experiences smaller price fluctuations and is considered to be less risky than SCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGEBSCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.28%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

3.21%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

4.14%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

6.67%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.51%

7.38%

-0.87%

IGEB vs. SCHI - Expense Ratio Comparison

IGEB has a 0.18% expense ratio, which is higher than SCHI's 0.03% 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

IGEB vs. SCHI - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 5.03%, which matches SCHI's 5.02% yield.


PositionTTM202520242023202220212020201920182017
IGEB
iShares Investment Grade Bond Factor ETF
5.03%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.02%4.99%5.11%4.27%3.10%1.93%2.31%0.53%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, IGEB 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.

SCHI has higher volatility (1.28%) compared to IGEB (1.20%). In terms of maximum drawdown, IGEB dropped -21.13% vs SCHI's -20.67%.

On 5-year performance, SCHI leads with 1.27% vs 1.07% for IGEB. On fees, SCHI is cheaper at 0.03% 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, SCHI has performed better with a 1.27% return vs 1.07%. 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 0.18% for IGEB.

IGEB and SCHI have nearly identical dividend yields, around 5.03%.

IGEB tracks BlackRock Investment Grade Enhanced Bond Index, while SCHI tracks Bloomberg US 5-10 Year Corporate Bond Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.18% for IGEB and 0.03% for SCHI.

SCHI currently has the higher Sharpe Ratio (1.25 vs 1.20), 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

Find the right allocation for IGEB and SCHI

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