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KORP vs. SCHR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KORP vs. SCHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Diversified Corporate Bond ETF (KORP) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KORP achieves a 0.69% return, which is significantly higher than SCHR's -0.43% return.


KORP

1D
-0.23%
1M
0.60%
YTD
0.69%
6M
0.54%
1Y
6.42%
3Y*
5.79%
5Y*
1.76%
10Y*

SCHR

1D
-0.16%
1M
-0.15%
YTD
-0.43%
6M
-0.59%
1Y
3.55%
3Y*
3.41%
5Y*
0.05%
10Y*
1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KORP vs. SCHR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KORP
American Century Diversified Corporate Bond ETF
0.69%8.14%3.82%7.40%-10.04%-0.55%6.99%10.08%-1.20%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
-0.43%7.33%1.42%4.27%-10.58%-2.62%7.72%6.18%2.05%

Correlation

The correlation between KORP and SCHR is 0.86, 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

0.86

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

0.90

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

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2018

0.78

The correlation between KORP and SCHR shifts across timeframes, from 0.78 (all time) to 0.90 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

KORP vs. SCHR — Risk / Return Rank

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

KORP
KORP Risk / Return Rank: 4141
Overall Rank
KORP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
KORP Sortino Ratio Rank: 4242
Sortino Ratio Rank
KORP Omega Ratio Rank: 4040
Omega Ratio Rank
KORP Calmar Ratio Rank: 4040
Calmar Ratio Rank
KORP Martin Ratio Rank: 4141
Martin Ratio Rank

SCHR
SCHR Risk / Return Rank: 2727
Overall Rank
SCHR Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SCHR Sortino Ratio Rank: 2828
Sortino Ratio Rank
SCHR Omega Ratio Rank: 2626
Omega Ratio Rank
SCHR Calmar Ratio Rank: 2626
Calmar Ratio Rank
SCHR Martin Ratio Rank: 2727
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.

KORP vs. SCHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Diversified Corporate Bond ETF (KORP) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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.


KORPSCHRDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.04

+0.44

Sortino ratio

Return per unit of downside risk

2.15

1.57

+0.57

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratio

Return relative to maximum drawdown

2.00

1.27

+0.73

Martin ratio

Return relative to average drawdown

6.64

3.82

+2.82

KORP vs. SCHR - Sharpe Ratio Comparison

The current KORP Sharpe Ratio is 1.48, which is higher than the SCHR Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of KORP and SCHR, 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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Sharpe Ratios by Period


KORPSCHRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.04

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.01

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.44

+0.14

Drawdowns

KORP vs. SCHR - Drawdown Comparison

The maximum KORP drawdown since its inception was -14.90%, smaller than the maximum SCHR drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for KORP and SCHR.


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Drawdown Indicators


KORPSCHRDifference

Max Drawdown

Largest peak-to-trough decline

-14.90%

-16.11%

+1.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-2.79%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-5.04%

-4.35%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-14.90%

-15.07%

+0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

Current Drawdown

Current decline from peak

-1.07%

-2.37%

+1.30%

Average Drawdown

Average peak-to-trough decline

-3.23%

-3.64%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.93%

+0.04%

Volatility

KORP vs. SCHR - Volatility Comparison

American Century Diversified Corporate Bond ETF (KORP) has a higher volatility of 1.44% compared to Schwab Intermediate-Term U.S. Treasury ETF (SCHR) at 1.08%. This indicates that KORP's price experiences larger fluctuations and is considered to be riskier than SCHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KORPSCHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.08%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

2.35%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

3.43%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.36%

5.38%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

4.47%

+0.45%

KORP vs. SCHR - Expense Ratio Comparison

KORP has a 0.29% expense ratio, which is higher than SCHR's 0.05% expense ratio.


Dividends

KORP vs. SCHR - Dividend Comparison

KORP's dividend yield for the trailing twelve months is around 4.69%, more than SCHR's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
KORP
American Century Diversified Corporate Bond ETF
4.69%4.98%5.08%4.42%2.89%1.86%3.22%3.20%2.97%0.00%0.00%0.00%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.92%3.85%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%

Frequently Asked Questions


KORP and SCHR have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KORP has higher volatility (1.44%) compared to SCHR (1.08%). In terms of maximum drawdown, KORP dropped -14.90% vs SCHR's -16.11%.

On 5-year performance, KORP leads with 1.76% vs 0.05% for SCHR. On fees, SCHR is cheaper at 0.05% per year. On volatility, SCHR has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KORP has performed better with a 1.76% return vs 0.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHR is cheaper with a 0.05% expense ratio, compared with 0.29% for KORP.

KORP has the higher dividend yield at 4.69%, compared with 3.92% for SCHR.

KORP is categorized as Corporate Bonds, while SCHR is Government Bonds. They also come from different issuers: American Century and Charles Schwab. Their fees differ too: 0.29% for KORP and 0.05% for SCHR.

KORP currently has the higher Sharpe Ratio (1.48 vs 1.04), 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.

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