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SCHA vs. FLDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHA vs. FLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Small-Cap ETF (SCHA) and Fidelity Low Duration Bond Factor ETF (FLDR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHA achieves a 17.78% return, which is significantly higher than FLDR's 1.37% return.


SCHA

1D
0.93%
1M
0.12%
YTD
17.78%
6M
16.92%
1Y
36.31%
3Y*
17.52%
5Y*
6.45%
10Y*
10.95%

FLDR

1D
-0.02%
1M
0.23%
YTD
1.37%
6M
1.74%
1Y
4.67%
3Y*
5.32%
5Y*
3.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHA vs. FLDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SCHA
Schwab U.S. Small-Cap ETF
17.78%11.60%11.16%18.46%-19.81%16.45%19.34%26.50%-18.91%
FLDR
Fidelity Low Duration Bond Factor ETF
1.37%5.41%5.71%6.32%-0.33%-0.18%2.01%4.52%0.94%

Correlation

The correlation between SCHA and FLDR is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2018

0.05

The correlation between SCHA and FLDR shifts across timeframes, from 0.05 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCHA vs. FLDR — Risk / Return Rank

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

SCHA
SCHA Risk / Return Rank: 7171
Overall Rank
SCHA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 6868
Sortino Ratio Rank
SCHA Omega Ratio Rank: 6161
Omega Ratio Rank
SCHA Calmar Ratio Rank: 8181
Calmar Ratio Rank
SCHA Martin Ratio Rank: 7979
Martin Ratio Rank

FLDR
FLDR Risk / Return Rank: 9898
Overall Rank
FLDR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLDR Omega Ratio Rank: 9999
Omega Ratio Rank
FLDR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLDR Martin Ratio Rank: 9898
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.

SCHA vs. FLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Small-Cap ETF (SCHA) and Fidelity Low Duration Bond Factor ETF (FLDR). 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.


SCHAFLDRDifference
Sharpe ratioReturn per unit of total volatility

-3.83

Sortino ratioReturn per unit of downside risk

-7.05

Omega ratioGain probability vs. loss probability

1.34

2.70

-1.36

Calmar ratioReturn relative to maximum drawdown

3.84

10.04

-6.20

Martin ratioReturn relative to average drawdown

14.05

68.61

-54.56

SCHA vs. FLDR - Sharpe Ratio Comparison

The current SCHA Sharpe Ratio is 2.00, which is lower than the FLDR Sharpe Ratio of 5.83. The chart below compares the historical Sharpe Ratios of SCHA and FLDR, 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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Sharpe Ratios by Period


SCHAFLDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

5.83

-3.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

3.05

-2.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.61

-0.05

Drawdowns

SCHA vs. FLDR - Drawdown Comparison

The maximum SCHA drawdown since its inception was -42.41%, which is greater than FLDR's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for SCHA and FLDR.


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Drawdown Indicators


SCHAFLDRDifference

Max Drawdown

Largest peak-to-trough decline

-42.41%

-12.23%

-30.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-0.47%

-9.03%

Max Drawdown (3Y)

Largest decline over 3 years

-27.29%

-0.76%

-26.53%

Max Drawdown (5Y)

Largest decline over 5 years

-30.79%

-2.33%

-28.46%

Max Drawdown (10Y)

Largest decline over 10 years

-42.41%

Current Drawdown

Current decline from peak

-2.50%

-0.08%

-2.42%

Average Drawdown

Average peak-to-trough decline

-7.58%

-0.35%

-7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

0.07%

+2.52%

Volatility

SCHA vs. FLDR - Volatility Comparison

Schwab U.S. Small-Cap ETF (SCHA) has a higher volatility of 5.79% compared to Fidelity Low Duration Bond Factor ETF (FLDR) at 0.19%. This indicates that SCHA's price experiences larger fluctuations and is considered to be riskier than FLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHAFLDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

0.19%

+5.60%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

0.59%

+12.69%

Volatility (1Y)

Calculated over the trailing 1-year period

18.31%

0.81%

+17.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.98%

1.21%

+20.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.74%

5.26%

+17.48%

SCHA vs. FLDR - Expense Ratio Comparison

SCHA has a 0.04% expense ratio, which is lower than FLDR's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SCHA vs. FLDR - Dividend Comparison

SCHA's dividend yield for the trailing twelve months is around 1.02%, less than FLDR's 4.43% yield.


PositionTTM20252024202320222021202020192018201720162015
FLDR
Fidelity Low Duration Bond Factor ETF
4.43%4.66%5.50%5.28%2.09%0.51%1.22%2.69%1.38%0.00%0.00%0.00%
SCHA
Schwab U.S. Small-Cap ETF
1.02%1.26%1.51%1.42%1.37%1.19%1.05%1.39%1.58%1.24%1.50%1.48%

Frequently Asked Questions


SCHA and FLDR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHA has higher volatility (5.79%) compared to FLDR (0.19%). In terms of maximum drawdown, SCHA dropped -42.41% vs FLDR's -12.23%.

On 5-year performance, SCHA leads with 6.45% vs 3.67% for FLDR. On fees, SCHA is cheaper at 0.04% per year. On volatility, FLDR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHA has performed better with a 6.45% return vs 3.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHA is cheaper with a 0.04% expense ratio, compared with 0.15% for FLDR.

FLDR has the higher dividend yield at 4.43%, compared with 1.02% for SCHA.

SCHA is categorized as Small Cap Blend Equities, while FLDR is Corporate Bonds. SCHA tracks Dow Jones U.S. Small-Cap Total Stock Market Index, while FLDR tracks Fidelity Low Duration Investment Grade Factor Index. They also come from different issuers: Charles Schwab and Fidelity. Their fees differ too: 0.04% for SCHA and 0.15% for FLDR.

FLDR currently has the higher Sharpe Ratio (5.83 vs 2.00), 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

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