PortfoliosLab logoPortfoliosLab logo
IGSB vs. SCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGSB vs. SCHI - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IGSB achieves a 0.52% return, which is significantly higher than SCHI's -0.25% return.


IGSB

1D
0.04%
1M
-0.25%
YTD
0.52%
6M
1.00%
1Y
4.70%
3Y*
5.70%
5Y*
2.36%
10Y*
2.71%

SCHI

1D
-0.04%
1M
-0.74%
YTD
-0.25%
6M
0.06%
1Y
6.09%
3Y*
6.07%
5Y*
1.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSB vs. SCHI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGSB
iShares Short-Term Corporate Bond ETF
0.52%6.96%4.97%6.40%-5.63%-0.56%5.37%0.70%
SCHI
Schwab 5-10 Year Corporate Bond ETF
-0.25%9.47%3.32%8.97%-14.06%-1.85%9.74%1.00%

Correlation

The correlation between IGSB and SCHI is 0.91, 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

0.91

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2019

0.88

The correlation between IGSB and SCHI has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IGSB vs. SCHI — Risk / Return Rank

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

IGSB
IGSB Risk / Return Rank: 8282
Overall Rank
IGSB Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 9090
Sortino Ratio Rank
IGSB Omega Ratio Rank: 8888
Omega Ratio Rank
IGSB Calmar Ratio Rank: 7171
Calmar Ratio Rank
IGSB Martin Ratio Rank: 7676
Martin Ratio Rank

SCHI
SCHI Risk / Return Rank: 4646
Overall Rank
SCHI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 4949
Sortino Ratio Rank
SCHI Omega Ratio Rank: 4545
Omega Ratio Rank
SCHI Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCHI Martin Ratio Rank: 4545
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.

IGSB vs. SCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term Corporate Bond ETF (IGSB) 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.


IGSBSCHIDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.64

Omega ratioGain probability vs. loss probability

1.50

1.26

+0.23

Calmar ratioReturn relative to maximum drawdown

3.24

2.03

+1.20

Martin ratioReturn relative to average drawdown

13.12

6.77

+6.36

IGSB vs. SCHI - Sharpe Ratio Comparison

The current IGSB Sharpe Ratio is 2.47, which is higher than the SCHI Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of IGSB 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.


Loading charts...

Sharpe Ratios by Period


IGSBSCHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

1.49

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.16

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.29

+0.41

Drawdowns

IGSB vs. SCHI - Drawdown Comparison

The maximum IGSB drawdown since its inception was -13.38%, smaller than the maximum SCHI drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for IGSB and SCHI.


Loading charts...

Drawdown Indicators


IGSBSCHIDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-20.67%

+7.29%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-3.01%

+1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-6.14%

+4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-20.67%

+11.21%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

Current Drawdown

Current decline from peak

-0.51%

-1.80%

+1.29%

Average Drawdown

Average peak-to-trough decline

-0.85%

-5.70%

+4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.90%

-0.54%

Volatility

IGSB vs. SCHI - Volatility Comparison

The current volatility for iShares Short-Term Corporate Bond ETF (IGSB) is 0.61%, while Schwab 5-10 Year Corporate Bond ETF (SCHI) has a volatility of 1.33%. This indicates that IGSB 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.


Loading charts...

Volatility by Period


IGSBSCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

1.33%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

1.44%

3.14%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

4.12%

-2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.93%

6.66%

-3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.47%

7.40%

-3.93%

IGSB vs. SCHI - Expense Ratio Comparison

IGSB has a 0.06% expense ratio, which is higher than SCHI'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

IGSB vs. SCHI - Dividend Comparison

IGSB's dividend yield for the trailing twelve months is around 4.59%, less than SCHI's 5.07% yield.


PositionTTM20252024202320222021202020192018201720162015
IGSB
iShares Short-Term Corporate Bond ETF
4.59%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.07%4.99%5.11%4.27%3.10%1.93%2.31%0.53%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, IGSB 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 (1.33%) compared to IGSB (0.61%). In terms of maximum drawdown, IGSB dropped -13.38% vs SCHI's -20.67%.

On 5-year performance, IGSB leads with 2.36% vs 1.08% for SCHI. On fees, SCHI is cheaper at 0.05% per year. On volatility, IGSB has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGSB has performed better with a 2.36% return vs 1.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHI is cheaper with a 0.05% expense ratio, compared with 0.06% for IGSB.

SCHI has the higher dividend yield at 5.07%, compared with 4.59% for IGSB.

IGSB tracks ICE BofAML 1-5 Year US Corporate Index, while SCHI tracks Bloomberg US Aggregate Credit - Corporate (5-10 Y). They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.06% for IGSB and 0.05% for SCHI.

IGSB currently has the higher Sharpe Ratio (2.47 vs 1.49), 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 IGSB 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.

Open Portfolio Optimizer