MBSD vs. SCHR
Compare and contrast key facts about FlexShares Disciplined Duration MBS Index Fund (MBSD) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR).
MBSD and SCHR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MBSD is a passively managed fund by Northern Trust that tracks the performance of the ICE BofA Constrained Duration US Mortgage Backed Securities. It was launched on Sep 4, 2014. SCHR is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Treasury (3-10 Y). It was launched on Aug 5, 2010. Both MBSD and SCHR 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: MBSD or SCHR.
Correlation
The correlation between MBSD and SCHR is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MBSD vs. SCHR - Performance Comparison
Key characteristics
MBSD:
1.29
SCHR:
1.68
MBSD:
1.99
SCHR:
2.58
MBSD:
1.23
SCHR:
1.30
MBSD:
0.78
SCHR:
0.62
MBSD:
3.76
SCHR:
4.05
MBSD:
1.90%
SCHR:
1.92%
MBSD:
5.53%
SCHR:
4.61%
MBSD:
-14.36%
SCHR:
-16.11%
MBSD:
-2.74%
SCHR:
-5.72%
Returns By Period
In the year-to-date period, MBSD achieves a 2.25% return, which is significantly lower than SCHR's 3.19% return. Over the past 10 years, MBSD has underperformed SCHR with an annualized return of 1.11%, while SCHR has yielded a comparatively higher 1.18% annualized return.
MBSD
2.25%
-0.18%
1.18%
6.40%
-0.03%
1.11%
SCHR
3.19%
0.88%
1.79%
7.29%
-0.97%
1.18%
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MBSD vs. SCHR - Expense Ratio Comparison
MBSD has a 0.20% expense ratio, which is higher than SCHR'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%.
Risk-Adjusted Performance
MBSD vs. SCHR — Risk-Adjusted Performance Rank
MBSD
SCHR
MBSD vs. SCHR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Disciplined Duration MBS Index Fund (MBSD) 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.
Dividends
MBSD vs. SCHR - Dividend Comparison
MBSD's dividend yield for the trailing twelve months is around 3.93%, more than SCHR's 3.76% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBSD FlexShares Disciplined Duration MBS Index Fund | 3.93% | 3.91% | 3.39% | 3.03% | 2.41% | 2.78% | 3.42% | 3.22% | 3.30% | 3.02% | 3.46% | 0.83% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.76% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% | 1.44% |
Drawdowns
MBSD vs. SCHR - Drawdown Comparison
The maximum MBSD drawdown since its inception was -14.36%, smaller than the maximum SCHR drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for MBSD and SCHR. For additional features, visit the drawdowns tool.
Volatility
MBSD vs. SCHR - Volatility Comparison
FlexShares Disciplined Duration MBS Index Fund (MBSD) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR) have volatilities of 1.82% and 1.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.