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SCCR vs. FBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCCR vs. FBND - Performance Comparison

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

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SCCR vs. FBND - Yearly Performance Comparison


2026 (YTD)2025
SCCR
Schwab Core Bond ETF
0.25%6.66%
FBND
Fidelity Total Bond ETF
0.12%5.99%

Returns By Period

In the year-to-date period, SCCR achieves a 0.25% return, which is significantly higher than FBND's 0.12% return.


SCCR

1D
0.63%
1M
-1.15%
YTD
0.25%
6M
1.19%
1Y
4.99%
3Y*
5Y*
10Y*

FBND

1D
-0.02%
1M
-1.32%
YTD
0.12%
6M
0.77%
1Y
4.53%
3Y*
4.42%
5Y*
1.01%
10Y*
2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCCR vs. FBND - Expense Ratio Comparison

SCCR has a 0.16% expense ratio, which is lower than FBND's 0.36% expense ratio.


Return for Risk

SCCR vs. FBND — Risk / Return Rank

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

SCCR
SCCR Risk / Return Rank: 6767
Overall Rank
SCCR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCCR Sortino Ratio Rank: 7070
Sortino Ratio Rank
SCCR Omega Ratio Rank: 6060
Omega Ratio Rank
SCCR Calmar Ratio Rank: 7676
Calmar Ratio Rank
SCCR Martin Ratio Rank: 5858
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 5454
Overall Rank
FBND Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 5353
Sortino Ratio Rank
FBND Omega Ratio Rank: 4444
Omega Ratio Rank
FBND Calmar Ratio Rank: 6464
Calmar Ratio Rank
FBND Martin Ratio Rank: 5252
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.

SCCR vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Core Bond ETF (SCCR) and Fidelity Total Bond ETF (FBND). 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.


SCCRFBNDDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.03

+0.20

Sortino ratio

Return per unit of downside risk

1.76

1.44

+0.32

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

2.03

1.69

+0.33

Martin ratio

Return relative to average drawdown

5.61

5.25

+0.36

SCCR vs. FBND - Sharpe Ratio Comparison

The current SCCR Sharpe Ratio is 1.23, which is comparable to the FBND Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of SCCR and FBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCCRFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.03

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.44

+0.91

Correlation

The correlation between SCCR and FBND is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SCCR vs. FBND - Dividend Comparison

SCCR's dividend yield for the trailing twelve months is around 4.69%, which matches FBND's 4.73% yield.


TTM20252024202320222021202020192018201720162015
SCCR
Schwab Core Bond ETF
4.29%3.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBND
Fidelity Total Bond ETF
4.73%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Drawdowns

SCCR vs. FBND - Drawdown Comparison

The maximum SCCR drawdown since its inception was -2.67%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for SCCR and FBND.


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Drawdown Indicators


SCCRFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-2.67%

-17.25%

+14.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-2.79%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

Current Drawdown

Current decline from peak

-1.63%

-1.80%

+0.17%

Average Drawdown

Average peak-to-trough decline

-0.63%

-3.38%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.90%

+0.06%

Volatility

SCCR vs. FBND - Volatility Comparison

Schwab Core Bond ETF (SCCR) and Fidelity Total Bond ETF (FBND) have volatilities of 1.69% and 1.66%, 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.


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Volatility by Period


SCCRFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.66%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.62%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

4.44%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

5.90%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.46%

6.08%

-1.62%