MBB vs. SCHG
Compare and contrast key facts about iShares MBS Bond ETF (MBB) and Schwab U.S. Large-Cap Growth ETF (SCHG).
MBB and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MBB is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. MBS Index. It was launched on Mar 16, 2007. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009. Both MBB and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MBB or SCHG.
Performance
MBB vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, MBB achieves a 1.42% return, which is significantly lower than SCHG's 32.39% return. Over the past 10 years, MBB has underperformed SCHG with an annualized return of 0.85%, while SCHG has yielded a comparatively higher 16.49% annualized return.
MBB
1.42%
-1.54%
3.01%
6.58%
-0.68%
0.85%
SCHG
32.39%
3.05%
14.79%
38.07%
20.38%
16.49%
Key characteristics
| MBB | SCHG | |
|---|---|---|
| Sharpe Ratio | 1.01 | 2.33 |
| Sortino Ratio | 1.48 | 3.02 |
| Omega Ratio | 1.18 | 1.42 |
| Calmar Ratio | 0.48 | 3.21 |
| Martin Ratio | 3.22 | 12.73 |
| Ulcer Index | 2.05% | 3.11% |
| Daily Std Dev | 6.57% | 17.02% |
| Max Drawdown | -17.65% | -34.59% |
| Current Drawdown | -7.59% | -1.62% |
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MBB vs. SCHG - Expense Ratio Comparison
MBB has a 0.06% expense ratio, which is higher than SCHG's 0.04% 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%.
Correlation
The correlation between MBB and SCHG is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
MBB vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MBS Bond ETF (MBB) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
MBB vs. SCHG - Dividend Comparison
MBB's dividend yield for the trailing twelve months is around 3.86%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBB iShares MBS Bond ETF | 3.86% | 3.40% | 2.31% | 1.05% | 2.10% | 2.77% | 2.63% | 2.23% | 2.58% | 2.66% | 1.72% | 1.27% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
MBB vs. SCHG - Drawdown Comparison
The maximum MBB drawdown since its inception was -17.65%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MBB and SCHG. For additional features, visit the drawdowns tool.
Volatility
MBB vs. SCHG - Volatility Comparison
The current volatility for iShares MBS Bond ETF (MBB) is 1.82%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.78%. This indicates that MBB experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.