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SCHB vs. TFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHB vs. TFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Broad Market ETF (SCHB) and iShares Treasury Floating Rate Bond ETF (TFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHB achieves a 11.59% return, which is significantly higher than TFLO's 1.69% return. Over the past 10 years, SCHB has outperformed TFLO with an annualized return of 15.22%, while TFLO has yielded a comparatively lower 2.37% annualized return.


SCHB

1D
1.74%
1M
2.71%
YTD
11.59%
6M
11.89%
1Y
28.36%
3Y*
20.97%
5Y*
12.79%
10Y*
15.22%

TFLO

1D
-0.02%
1M
0.29%
YTD
1.69%
6M
1.88%
1Y
3.97%
3Y*
4.70%
5Y*
3.66%
10Y*
2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHB vs. TFLO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHB
Schwab U.S. Broad Market ETF
11.59%16.94%23.93%26.16%-19.46%25.84%20.76%30.79%-5.43%21.20%
TFLO
iShares Treasury Floating Rate Bond ETF
1.69%4.22%5.34%5.12%1.99%-0.02%0.43%2.04%1.76%1.01%

Correlation

The correlation between SCHB and TFLO is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

-0.05

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

-0.07

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2014

-0.04

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Return for Risk

SCHB vs. TFLO — Risk / Return Rank

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

SCHB
SCHB Risk / Return Rank: 7777
Overall Rank
SCHB Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SCHB Sortino Ratio Rank: 7676
Sortino Ratio Rank
SCHB Omega Ratio Rank: 7878
Omega Ratio Rank
SCHB Calmar Ratio Rank: 7070
Calmar Ratio Rank
SCHB Martin Ratio Rank: 8181
Martin Ratio Rank

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO Martin Ratio Rank: 100100
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.

SCHB vs. TFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Broad Market ETF (SCHB) and iShares Treasury Floating Rate Bond ETF (TFLO). 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.


SCHBTFLODifference
Sharpe ratioReturn per unit of total volatility

-11.77

Sortino ratioReturn per unit of downside risk

-46.23

Omega ratioGain probability vs. loss probability

1.41

13.14

-11.74

Calmar ratioReturn relative to maximum drawdown

3.20

201.22

-198.03

Martin ratioReturn relative to average drawdown

14.29

797.21

-782.93

SCHB vs. TFLO - Sharpe Ratio Comparison

The current SCHB Sharpe Ratio is 2.25, which is lower than the TFLO Sharpe Ratio of 14.02. The chart below compares the historical Sharpe Ratios of SCHB and TFLO, 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

SCHB vs. TFLO - Drawdown Comparison

The maximum SCHB drawdown since its inception was -35.27%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for SCHB and TFLO.


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Drawdown Indicators


SCHBTFLODifference

Max Drawdown

Largest peak-to-trough decline

-35.27%

-5.01%

-30.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-0.02%

-8.89%

Max Drawdown (3Y)

Largest decline over 3 years

-19.34%

-0.04%

-19.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

-0.13%

-25.28%

Max Drawdown (10Y)

Largest decline over 10 years

-35.27%

-0.16%

-35.11%

Current Drawdown

Current decline from peak

-0.44%

-0.02%

-0.42%

Average Drawdown

Average peak-to-trough decline

-4.11%

-0.10%

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

0.00%

+1.99%

Volatility

SCHB vs. TFLO - Volatility Comparison

Schwab U.S. Broad Market ETF (SCHB) has a higher volatility of 4.85% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.08%. This indicates that SCHB's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHBTFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

0.08%

+4.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

0.20%

+9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

0.28%

+12.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

0.35%

+16.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

0.46%

+17.90%

SCHB vs. TFLO - Expense Ratio Comparison

SCHB has a 0.03% expense ratio, which is lower than TFLO'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

SCHB vs. TFLO - Dividend Comparison

SCHB's dividend yield for the trailing twelve months is around 1.01%, less than TFLO's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHB
Schwab U.S. Broad Market ETF
1.01%1.11%1.24%1.40%1.61%1.21%1.63%1.80%2.00%1.65%1.86%2.00%
TFLO
iShares Treasury Floating Rate Bond ETF
3.89%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

Frequently Asked Questions


SCHB and TFLO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHB has higher volatility (4.85%) compared to TFLO (0.08%). In terms of maximum drawdown, SCHB dropped -35.27% vs TFLO's -5.01%.

On 10-year performance, SCHB leads with 15.22% vs 2.37% for TFLO. On fees, SCHB is cheaper at 0.03% per year. On volatility, TFLO has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHB has performed better with a 15.22% return vs 2.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHB is cheaper with a 0.03% expense ratio, compared with 0.15% for TFLO.

TFLO has the higher dividend yield at 3.89%, compared with 1.01% for SCHB.

SCHB is categorized as Large Cap Blend Equities, while TFLO is Government Bonds. SCHB tracks Dow Jones U.S. Broad Stock Market Index, while TFLO tracks Bloomberg U.S. Treasury Floating Rate Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.03% for SCHB and 0.15% for TFLO.

TFLO currently has the higher Sharpe Ratio (14.02 vs 2.25), 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

Find the right allocation for SCHB and TFLO

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