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SCHA vs. SCHZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHA vs. SCHZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Small-Cap ETF (SCHA) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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 22.49% return, which is significantly higher than SCHZ's 0.51% return. Over the past 10 years, SCHA has outperformed SCHZ with an annualized return of 11.55%, while SCHZ has yielded a comparatively lower 1.50% annualized return.


SCHA

1D
1.16%
1M
5.10%
YTD
22.49%
6M
19.84%
1Y
43.96%
3Y*
18.37%
5Y*
7.19%
10Y*
11.55%

SCHZ

1D
-0.13%
1M
0.48%
YTD
0.51%
6M
0.93%
1Y
4.88%
3Y*
4.17%
5Y*
0.02%
10Y*
1.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHA vs. SCHZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHA
Schwab U.S. Small-Cap ETF
22.49%11.60%11.16%18.46%-19.81%16.45%19.34%26.50%-11.79%14.94%
SCHZ
Schwab U.S. Aggregate Bond ETF
0.51%7.24%1.26%5.60%-13.17%-1.72%7.46%8.65%-0.26%3.50%

Correlation

The correlation between SCHA and SCHZ is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.28

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

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2011

-0.05

The correlation between SCHA and SCHZ shifts across timeframes, from -0.05 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCHA vs. SCHZ — Risk / Return Rank

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

SCHA
SCHA Risk / Return Rank: 8282
Overall Rank
SCHA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 8181
Sortino Ratio Rank
SCHA Omega Ratio Rank: 7474
Omega Ratio Rank
SCHA Calmar Ratio Rank: 8787
Calmar Ratio Rank
SCHA Martin Ratio Rank: 8787
Martin Ratio Rank

SCHZ
SCHZ Risk / Return Rank: 3737
Overall Rank
SCHZ Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SCHZ Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCHZ Omega Ratio Rank: 3535
Omega Ratio Rank
SCHZ Calmar Ratio Rank: 3838
Calmar Ratio Rank
SCHZ Martin Ratio Rank: 3636
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. SCHZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Small-Cap ETF (SCHA) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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.


SCHASCHZDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.37

1.21

+0.17

Calmar ratioReturn relative to maximum drawdown

4.38

1.66

+2.72

Martin ratioReturn relative to average drawdown

16.08

4.89

+11.19

SCHA vs. SCHZ - Sharpe Ratio Comparison

The current SCHA Sharpe Ratio is 2.24, which is higher than the SCHZ Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SCHA and SCHZ, 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

SCHA vs. SCHZ - Drawdown Comparison

The maximum SCHA drawdown since its inception was -42.41%, which is greater than SCHZ's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for SCHA and SCHZ.


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Drawdown Indicators


SCHASCHZDifference

Max Drawdown

Largest peak-to-trough decline

-42.41%

-18.74%

-23.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-2.70%

-6.80%

Max Drawdown (3Y)

Largest decline over 3 years

-27.29%

-6.18%

-21.11%

Max Drawdown (5Y)

Largest decline over 5 years

-30.79%

-18.01%

-12.78%

Max Drawdown (10Y)

Largest decline over 10 years

-42.41%

-18.74%

-23.67%

Current Drawdown

Current decline from peak

0.00%

-2.26%

+2.26%

Average Drawdown

Average peak-to-trough decline

-7.57%

-3.68%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

0.92%

+1.67%

Volatility

SCHA vs. SCHZ - Volatility Comparison

Schwab U.S. Small-Cap ETF (SCHA) has a higher volatility of 6.62% compared to Schwab U.S. Aggregate Bond ETF (SCHZ) at 1.34%. This indicates that SCHA's price experiences larger fluctuations and is considered to be riskier than SCHZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHASCHZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

1.34%

+5.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

2.76%

+10.91%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

3.77%

+14.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.03%

6.09%

+15.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.75%

5.42%

+17.33%

SCHA vs. SCHZ - Expense Ratio Comparison

SCHA has a 0.04% expense ratio, which is higher than SCHZ'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

SCHA vs. SCHZ - Dividend Comparison

SCHA's dividend yield for the trailing twelve months is around 0.98%, less than SCHZ's 4.11% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHA
Schwab U.S. Small-Cap ETF
0.98%1.26%1.51%1.42%1.37%1.19%1.05%1.39%1.58%1.24%1.50%1.48%
SCHZ
Schwab U.S. Aggregate Bond ETF
4.11%4.05%3.96%3.28%2.63%2.16%2.43%2.79%2.56%2.40%2.24%2.11%

Frequently Asked Questions


SCHA and SCHZ have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHA has higher volatility (6.62%) compared to SCHZ (1.34%). In terms of maximum drawdown, SCHA dropped -42.41% vs SCHZ's -18.74%.

On 10-year performance, SCHA leads with 11.55% vs 1.50% for SCHZ. On fees, SCHZ is cheaper at 0.03% per year. On volatility, SCHZ has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHA has performed better with a 11.55% return vs 1.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHZ is cheaper with a 0.03% expense ratio, compared with 0.04% for SCHA.

SCHZ has the higher dividend yield at 4.11%, compared with 0.98% for SCHA.

SCHA is categorized as Small Cap Blend Equities, while SCHZ is Total Bond Market. SCHA tracks Dow Jones U.S. Small-Cap Total Stock Market Index, while SCHZ tracks Bloomberg US Aggregate Bond Index. Their fees differ too: 0.04% for SCHA and 0.03% for SCHZ.

SCHA currently has the higher Sharpe Ratio (2.24 vs 1.19), 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.

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