SCHG vs. BND
SCHG (Schwab U.S. Large-Cap Growth ETF) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 10 years, SCHG returned 18.38%/yr vs 1.56%/yr for BND. At a correlation of -0.07, they often move in opposite directions. SCHG charges 0.04%/yr vs 0.03%/yr for BND.
Performance
SCHG vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, SCHG achieves a 3.59% return, which is significantly higher than BND's -0.05% return. Over the past 10 years, SCHG has outperformed BND with an annualized return of 18.38%, while BND has yielded a comparatively lower 1.56% annualized return.
SCHG
- 1D
- -2.99%
- 1M
- -0.18%
- YTD
- 3.59%
- 6M
- 2.53%
- 1Y
- 21.86%
- 3Y*
- 23.83%
- 5Y*
- 14.97%
- 10Y*
- 18.38%
BND
- 1D
- -0.45%
- 1M
- -0.64%
- YTD
- -0.05%
- 6M
- 0.11%
- 1Y
- 4.33%
- 3Y*
- 3.80%
- 5Y*
- 0.02%
- 10Y*
- 1.56%
SCHG vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 3.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
BND Vanguard Total Bond Market ETF | -0.05% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Correlation
The correlation between SCHG and BND is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2009 | -0.07 |
The correlation between SCHG and BND shifts across timeframes, from -0.07 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCHG vs. BND — Risk / Return Rank
SCHG
BND
SCHG vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and Vanguard Total Bond Market ETF (BND). 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.
| SCHG | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.62 | -0.29 |
| Martin ratioReturn relative to average drawdown | 4.47 | 4.86 | -0.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHG | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.16 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.00 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.28 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.58 | +0.25 |
Drawdowns
SCHG vs. BND - Drawdown Comparison
The maximum SCHG drawdown since its inception was -34.59%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for SCHG and BND.
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Drawdown Indicators
| SCHG | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -18.58% | -16.01% |
Max Drawdown (1Y)Largest decline over 1 year | -16.41% | -2.68% | -13.73% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -5.92% | -17.47% |
Max Drawdown (5Y)Largest decline over 5 years | -34.59% | -17.91% | -16.68% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -18.58% | -16.01% |
Current DrawdownCurrent decline from peak | -4.39% | -2.67% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -3.06% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.91% | 0.89% | +4.02% |
Volatility
SCHG vs. BND - Volatility Comparison
Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 4.53% compared to Vanguard Total Bond Market ETF (BND) at 1.23%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHG | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 1.23% | +3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 2.70% | +9.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 3.76% | +12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.30% | 6.02% | +16.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.57% | 5.53% | +16.04% |
SCHG vs. BND - Expense Ratio Comparison
SCHG has a 0.04% expense ratio, which is higher than BND'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
SCHG vs. BND - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.37%, less than BND's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.98% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.37% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
SCHG and BND have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHG has higher volatility (4.53%) compared to BND (1.23%). In terms of maximum drawdown, SCHG dropped -34.59% vs BND's -18.58%.
On 10-year performance, SCHG leads with 18.38% vs 1.56% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SCHG has performed better with a 18.38% return vs 1.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BND is cheaper with a 0.03% expense ratio, compared with 0.04% for SCHG.
BND has the higher dividend yield at 3.98%, compared with 0.37% for SCHG.
SCHG is categorized as Large Cap Growth Equities, while BND is Total Bond Market. SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: Charles Schwab and Vanguard. Their fees differ too: 0.04% for SCHG and 0.03% for BND.
SCHG currently has the higher Sharpe Ratio (1.39 vs 1.16), 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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