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MIG vs. SCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIG vs. SCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Moody's Analytics IG Corporate Bond ETF (MIG) 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, MIG achieves a 0.60% return, which is significantly higher than SCHI's 0.37% return.


MIG

1D
0.12%
1M
0.77%
YTD
0.60%
6M
0.76%
1Y
4.62%
3Y*
5.71%
5Y*
0.81%
10Y*

SCHI

1D
0.13%
1M
0.68%
YTD
0.37%
6M
0.50%
1Y
5.29%
3Y*
6.15%
5Y*
1.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIG vs. SCHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
0.60%7.34%3.38%8.88%-14.51%-0.02%1.44%
SCHI
Schwab 5-10 Year Corporate Bond ETF
0.37%9.47%3.32%8.97%-14.06%-1.85%0.81%

Correlation

The correlation between MIG 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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2020

0.95

The correlation between MIG and SCHI has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

MIG vs. SCHI — Risk / Return Rank

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

MIG
MIG Risk / Return Rank: 3232
Overall Rank
MIG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MIG Sortino Ratio Rank: 3232
Sortino Ratio Rank
MIG Omega Ratio Rank: 3030
Omega Ratio Rank
MIG Calmar Ratio Rank: 3535
Calmar Ratio Rank
MIG Martin Ratio Rank: 3232
Martin Ratio Rank

SCHI
SCHI Risk / Return Rank: 3737
Overall Rank
SCHI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 3838
Sortino Ratio Rank
SCHI Omega Ratio Rank: 3535
Omega Ratio Rank
SCHI Calmar Ratio Rank: 3636
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.

MIG vs. SCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Moody's Analytics IG Corporate Bond ETF (MIG) 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.


MIGSCHIDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratioReturn relative to maximum drawdown

1.64

1.76

-0.12

Martin ratioReturn relative to average drawdown

4.37

5.66

-1.28

MIG vs. SCHI - Sharpe Ratio Comparison

The current MIG Sharpe Ratio is 1.09, which is comparable to the SCHI Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of MIG 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

MIG vs. SCHI - Drawdown Comparison

The maximum MIG drawdown since its inception was -20.98%, roughly equal to the maximum SCHI drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for MIG and SCHI.


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Drawdown Indicators


MIGSCHIDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-20.67%

-0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-3.01%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-5.61%

-6.14%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-20.98%

-20.67%

-0.31%

Current Drawdown

Current decline from peak

-1.03%

-1.19%

+0.16%

Average Drawdown

Average peak-to-trough decline

-6.75%

-5.68%

-1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.94%

+0.12%

Volatility

MIG vs. SCHI - Volatility Comparison

The current volatility for VanEck Moody's Analytics IG Corporate Bond ETF (MIG) is 1.16%, while Schwab 5-10 Year Corporate Bond ETF (SCHI) has a volatility of 1.25%. This indicates that MIG 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


MIGSCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.25%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

3.20%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.25%

4.14%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

6.67%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.20%

7.38%

-1.18%

MIG vs. SCHI - Expense Ratio Comparison

MIG has a 0.20% 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

MIG vs. SCHI - Dividend Comparison

MIG's dividend yield for the trailing twelve months is around 4.77%, less than SCHI's 5.04% yield.


PositionTTM2025202420232022202120202019
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
4.77%4.81%4.68%4.38%3.06%2.15%0.18%0.00%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.04%4.99%5.11%4.27%3.10%1.93%2.31%0.53%

Frequently Asked Questions


With a correlation of 0.91, MIG 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 (1.25%) compared to MIG (1.16%). In terms of maximum drawdown, MIG dropped -20.98% vs SCHI's -20.67%.

On 5-year performance, SCHI leads with 1.19% vs 0.81% for MIG. 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 1.19% return vs 0.81%. 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 0.20% for MIG.

SCHI has the higher dividend yield at 5.04%, compared with 4.77% for MIG.

MIG tracks MVIS Moody's Analytics US Investment Grade Corporate Bond Index (TR Gross) (MVCI), while SCHI tracks Bloomberg US 5-10 Year Corporate Bond Index. They also come from different issuers: VanEck and Charles Schwab. Their fees differ too: 0.20% for MIG and 0.03% for SCHI.

SCHI currently has the higher Sharpe Ratio (1.29 vs 1.09), 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 MIG and SCHI

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