SCCR vs. CAFX

Last updated Jun 24, 2026

SCCR (Schwab Core Bond ETF) and CAFX (Congress Intermediate Bond ETF) are both Intermediate Core Bond funds. Both are actively managed. Over the past year, SCCR returned 5.16% vs 3.17% for CAFX. Their correlation of 0.81 suggests significant overlap in exposure. SCCR charges 0.16%/yr vs 0.35%/yr for CAFX.

Performance

SCCR vs. CAFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Core Bond ETF (SCCR) and Congress Intermediate Bond ETF (CAFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCCR achieves a 0.52% return, which is significantly higher than CAFX's 0.35% return.

SCCR

• 1D: 0.20%
• 1M: 0.77%
• YTD: 0.52%
• 6M: 0.71%
• 1Y: 5.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CAFX

• 1D: 0.17%
• 1M: 0.36%
• YTD: 0.35%
• 6M: 0.47%
• 1Y: 3.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCCR vs. CAFX - Yearly Performance Comparison

	2026 (YTD)	2025
SCCR Schwab Core Bond ETF	0.52%	7.00%
CAFX Congress Intermediate Bond ETF	0.35%	5.74%

Correlation

The correlation between SCCR and CAFX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (All Time) Calculated using the full available price history since Feb 5, 2025	0.81

The correlation between SCCR and CAFX has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

Return for Risk

SCCR vs. CAFX — Risk / Return Rank

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

SCCR

SCCR Risk / Return Rank: 40
SCCR Sharpe Ratio Rank: 42
SCCR Sortino Ratio Rank: 44
SCCR Omega Ratio Rank: 39
SCCR Calmar Ratio Rank: 39
SCCR Martin Ratio Rank: 37

CAFX

CAFX Risk / Return Rank: 34
CAFX Sharpe Ratio Rank: 33
CAFX Sortino Ratio Rank: 34
CAFX Omega Ratio Rank: 32
CAFX Calmar Ratio Rank: 39
CAFX Martin Ratio Rank: 35

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.

SCCR vs. CAFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Core Bond ETF (SCCR) and Congress Intermediate Bond ETF (CAFX). 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.

	SCCR	CAFX	Difference
Sharpe ratio: Return per unit of total volatility	1.40	1.10	+0.30
Sortino ratio: Return per unit of downside risk	2.09	1.68	+0.42
Omega ratio: Gain probability vs. loss probability	1.24	1.20	+0.04
Calmar ratio: Return relative to maximum drawdown	1.84	1.78	+0.06
Martin ratio: Return relative to average drawdown	5.22	4.90	+0.32

SCCR vs. CAFX - Sharpe Ratio Comparison

The current SCCR Sharpe Ratio is 1.40, which is comparable to the CAFX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SCCR and CAFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCCR vs. CAFX - Drawdown Comparison

The maximum SCCR drawdown since its inception was -2.81%, which is greater than CAFX's maximum drawdown of -2.63%. Use the drawdown chart below to compare losses from any high point for SCCR and CAFX.

Drawdown Indicators

	SCCR	CAFX	Difference
Max Drawdown Largest peak-to-trough decline	-2.81%	-2.63%	-0.18%
Max Drawdown (1Y) Largest decline over 1 year	-2.81%	-1.79%	-1.02%
Current Drawdown Current decline from peak	-1.37%	-0.86%	-0.51%
Average Drawdown Average peak-to-trough decline	-0.79%	-0.74%	-0.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.99%	0.65%	+0.34%

Volatility

SCCR vs. CAFX - Volatility Comparison

Schwab Core Bond ETF (SCCR) has a higher volatility of 1.06% compared to Congress Intermediate Bond ETF (CAFX) at 0.82%. This indicates that SCCR's price experiences larger fluctuations and is considered to be riskier than CAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCCR	CAFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.06%	0.82%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	2.78%	1.95%	+0.83%
Volatility (1Y) Calculated over the trailing 1-year period	3.70%	2.91%	+0.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.37%	3.16%	+1.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.37%	3.16%	+1.21%

SCCR vs. CAFX - Expense Ratio Comparison

SCCR has a 0.16% expense ratio, which is lower than CAFX's 0.35% expense ratio.

Dividends

SCCR vs. CAFX - Dividend Comparison

SCCR's dividend yield for the trailing twelve months is around 4.62%, more than CAFX's 4.00% yield.

Position	TTM	2025	2024
CAFX Congress Intermediate Bond ETF	4.00%	3.92%	0.96%
SCCR Schwab Core Bond ETF	4.62%	3.91%	0.00%

Frequently Asked Questions

Can I hold both SCCR and CAFX in my portfolio?

SCCR and CAFX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCCR or CAFX?

SCCR has higher volatility (1.06%) compared to CAFX (0.82%). In terms of maximum drawdown, SCCR dropped -2.81% vs CAFX's -2.63%.

Which ETF is better, SCCR or CAFX?

On 1-year performance, SCCR leads with 5.16% vs 3.17% for CAFX. On fees, SCCR is cheaper at 0.16% per year. On volatility, CAFX has been the lower-risk option at 0.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCCR or CAFX?

Over the 1-year period, SCCR has performed better with a 5.16% return vs 3.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCCR or CAFX?

SCCR is cheaper with a 0.16% expense ratio, compared with 0.35% for CAFX.

Which ETF pays a higher dividend yield, SCCR or CAFX?

SCCR has the higher dividend yield at 4.62%, compared with 4.00% for CAFX.

What is the main difference between SCCR and CAFX?

They also come from different issuers: Charles Schwab and Congress. Their fees differ too: 0.16% for SCCR and 0.35% for CAFX.

Which has better risk-adjusted returns?

SCCR currently has the higher Sharpe Ratio (1.40 vs 1.10), 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.