SCCR vs. SCHV

Last updated Jun 5, 2026

SCCR (Schwab Core Bond ETF) and SCHV (Schwab U.S. Large-Cap Value ETF) are both exchange-traded funds - SCCR is a Intermediate Core Bond fund actively managed by Charles Schwab, while SCHV is a Large Cap Value Equities fund tracking the Dow Jones U.S. Large-Cap Value Total Stock Market Index. SCCR is actively managed, while SCHV is passively managed. Over the past year, SCCR returned 5.53% vs 29.76% for SCHV. At a 0.23 correlation, their price movements are largely independent. SCCR charges 0.16%/yr vs 0.04%/yr for SCHV.

Performance

SCCR vs. SCHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Core Bond ETF (SCCR) and Schwab U.S. Large-Cap Value ETF (SCHV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCCR achieves a 0.44% return, which is significantly lower than SCHV's 15.97% return.

SCCR

• 1D: 0.12%
• 1M: 0.37%
• YTD: 0.44%
• 6M: 0.59%
• 1Y: 5.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHV

• 1D: 0.50%
• 1M: 5.01%
• YTD: 15.97%
• 6M: 16.54%
• 1Y: 29.76%
• 3Y*: 19.24%
• 5Y*: 10.51%
• 10Y*: 11.51%

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

SCCR vs. SCHV - Yearly Performance Comparison

	2026 (YTD)	2025
SCCR Schwab Core Bond ETF	0.44%	6.66%
SCHV Schwab U.S. Large-Cap Value ETF	15.97%	11.08%

Correlation

The correlation between SCCR and SCHV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025	0.23

SCCR vs. SCHV - Sectors Allocation Comparison

Sectors	SCCR	SCHV
Financial Services	13.2%	19.6%
Industrials	6.9%	14.0%
Technology	3.4%	18.2%
Healthcare	3.1%	11.3%
Real Estate	2.4%	4.1%
Communication Services	2.3%	2.5%
Energy	1.9%	7.2%
Consumer Cyclical	1.1%	6.9%
Basic Materials	0.7%	2.8%
Utilities	0.7%	4.6%
Consumer Defensive	0.4%	8.8%

Return for Risk

SCCR vs. SCHV — Risk / Return Rank

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

SCCR

SCCR Risk / Return Rank: 42
SCCR Sharpe Ratio Rank: 43
SCCR Sortino Ratio Rank: 45
SCCR Omega Ratio Rank: 41
SCCR Calmar Ratio Rank: 41
SCCR Martin Ratio Rank: 38

SCHV

SCHV Risk / Return Rank: 85
SCHV Sharpe Ratio Rank: 86
SCHV Sortino Ratio Rank: 88
SCHV Omega Ratio Rank: 83
SCHV Calmar Ratio Rank: 83
SCHV Martin Ratio Rank: 85

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. SCHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Core Bond ETF (SCCR) and Schwab U.S. Large-Cap Value ETF (SCHV). 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.

	SCCR	SCHV	Difference
Sharpe ratio: Return per unit of total volatility	1.50	2.82	-1.31
Sortino ratio: Return per unit of downside risk	2.24	3.99	-1.76
Omega ratio: Gain probability vs. loss probability	1.26	1.50	-0.24
Calmar ratio: Return relative to maximum drawdown	1.98	4.38	-2.40
Martin ratio: Return relative to average drawdown	5.94	17.71	-11.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCCR vs. SCHV - Sharpe Ratio Comparison

The current SCCR Sharpe Ratio is 1.50, which is lower than the SCHV Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of SCCR and SCHV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCCR	SCHV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	2.82	-1.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.22	0.72	+0.50

Drawdowns

SCCR vs. SCHV - Drawdown Comparison

The maximum SCCR drawdown since its inception was -2.81%, smaller than the maximum SCHV drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for SCCR and SCHV.

Drawdown Indicators

	SCCR	SCHV	Difference
Max Drawdown Largest peak-to-trough decline	-2.81%	-37.08%	+34.27%
Max Drawdown (1Y) Largest decline over 1 year	-2.81%	-6.83%	+4.02%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.78%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.08%	—
Current Drawdown Current decline from peak	-1.44%	0.00%	-1.44%
Average Drawdown Average peak-to-trough decline	-0.76%	-3.83%	+3.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.93%	1.68%	-0.75%

Volatility

SCCR vs. SCHV - Volatility Comparison

The current volatility for Schwab Core Bond ETF (SCCR) is 1.28%, while Schwab U.S. Large-Cap Value ETF (SCHV) has a volatility of 2.97%. This indicates that SCCR experiences smaller price fluctuations and is considered to be less risky than SCHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCCR	SCHV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.28%	2.97%	-1.69%
Volatility (6M) Calculated over the trailing 6-month period	2.70%	8.14%	-5.44%
Volatility (1Y) Calculated over the trailing 1-year period	3.75%	10.63%	-6.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.38%	14.51%	-10.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.38%	16.93%	-12.55%

SCCR vs. SCHV - Expense Ratio Comparison

SCCR has a 0.16% expense ratio, which is higher than SCHV'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%.

Dividends

SCCR vs. SCHV - Dividend Comparison

SCCR's dividend yield for the trailing twelve months is around 4.63%, more than SCHV's 1.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCCR Schwab Core Bond ETF	4.63%	3.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHV Schwab U.S. Large-Cap Value ETF	1.75%	2.02%	2.25%	2.42%	2.37%	1.93%	3.03%	3.02%	3.05%	2.37%	2.65%	2.69%

Frequently Asked Questions

Can I hold both SCCR and SCHV in my portfolio?

SCCR and SCHV have a correlation of 0.29, 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 SCHV?

SCHV has higher volatility (2.97%) compared to SCCR (1.28%). In terms of maximum drawdown, SCCR dropped -2.81% vs SCHV's -37.08%.

Which ETF is better, SCCR or SCHV?

On 1-year performance, SCHV leads with 29.76% vs 5.53% for SCCR. On fees, SCHV is cheaper at 0.04% per year. On volatility, SCCR has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCCR or SCHV?

Over the 1-year period, SCHV has performed better with a 29.76% return vs 5.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCCR or SCHV?

SCHV is cheaper with a 0.04% expense ratio, compared with 0.16% for SCCR.

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

SCCR has the higher dividend yield at 4.63%, compared with 1.75% for SCHV.

What is the main difference between SCCR and SCHV?

SCCR is categorized as Intermediate Core Bond, while SCHV is Large Cap Value Equities. Their fees differ too: 0.16% for SCCR and 0.04% for SCHV.

Which has better risk-adjusted returns?

SCHV currently has the higher Sharpe Ratio (2.82 vs 1.50), 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.