PortfoliosLab logoPortfoliosLab logo
SCHI vs. IGIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHI vs. IGIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 5-10 Year Corporate Bond ETF (SCHI) and iShares Intermediate-Term Corporate Bond ETF (IGIB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SCHI achieves a 0.37% return, which is significantly higher than IGIB's 0.34% return.


SCHI

1D
0.18%
1M
0.28%
YTD
0.37%
6M
0.46%
1Y
5.80%
3Y*
6.17%
5Y*
1.29%
10Y*

IGIB

1D
0.13%
1M
0.27%
YTD
0.34%
6M
0.44%
1Y
5.84%
3Y*
6.30%
5Y*
1.40%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHI vs. IGIB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SCHI
Schwab 5-10 Year Corporate Bond ETF
0.37%9.47%3.32%8.97%-14.06%-1.85%9.74%1.00%
IGIB
iShares Intermediate-Term Corporate Bond ETF
0.34%9.58%3.49%9.22%-14.00%-1.66%9.64%1.05%

Correlation

The correlation between SCHI and IGIB is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2019

0.98

The correlation between SCHI and IGIB has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SCHI vs. IGIB — Risk / Return Rank

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

SCHI
SCHI Risk / Return Rank: 4141
Overall Rank
SCHI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 4242
Sortino Ratio Rank
SCHI Omega Ratio Rank: 3939
Omega Ratio Rank
SCHI Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHI Martin Ratio Rank: 4242
Martin Ratio Rank

IGIB
IGIB Risk / Return Rank: 4141
Overall Rank
IGIB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4242
Sortino Ratio Rank
IGIB Omega Ratio Rank: 3939
Omega Ratio Rank
IGIB Calmar Ratio Rank: 4040
Calmar Ratio Rank
IGIB Martin Ratio Rank: 4242
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.

SCHI vs. IGIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 5-10 Year Corporate Bond ETF (SCHI) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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.


SCHIIGIBDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.25

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

1.94

1.95

-0.01

Martin ratioReturn relative to average drawdown

6.54

6.59

-0.05

SCHI vs. IGIB - Sharpe Ratio Comparison

The current SCHI Sharpe Ratio is 1.41, which is comparable to the IGIB Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SCHI and IGIB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SCHIIGIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.43

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.21

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.70

-0.40

Drawdowns

SCHI vs. IGIB - Drawdown Comparison

The maximum SCHI drawdown since its inception was -20.67%, roughly equal to the maximum IGIB drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for SCHI and IGIB.


Loading charts...

Drawdown Indicators


SCHIIGIBDifference

Max Drawdown

Largest peak-to-trough decline

-20.67%

-20.62%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-3.01%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-6.14%

-6.05%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-20.62%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

Current Drawdown

Current decline from peak

-1.19%

-1.20%

+0.01%

Average Drawdown

Average peak-to-trough decline

-5.71%

-2.58%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.89%

0.00%

Volatility

SCHI vs. IGIB - Volatility Comparison

Schwab 5-10 Year Corporate Bond ETF (SCHI) and iShares Intermediate-Term Corporate Bond ETF (IGIB) have volatilities of 1.32% and 1.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SCHIIGIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

1.32%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

3.08%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

4.14%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

6.56%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.40%

6.05%

+1.35%

SCHI vs. IGIB - Expense Ratio Comparison

SCHI has a 0.05% expense ratio, which is lower than IGIB's 0.06% 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

SCHI vs. IGIB - Dividend Comparison

SCHI's dividend yield for the trailing twelve months is around 5.04%, more than IGIB's 4.81% yield.


PositionTTM20252024202320222021202020192018201720162015
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.81%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.04%4.99%5.11%4.27%3.10%1.93%2.31%0.53%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, SCHI and IGIB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IGIB has higher volatility (1.32%) compared to SCHI (1.32%). In terms of maximum drawdown, SCHI dropped -20.67% vs IGIB's -20.62%.

On 5-year performance, IGIB leads with 1.40% vs 1.29% for SCHI. On fees, SCHI is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGIB has performed better with a 1.40% return vs 1.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHI is cheaper with a 0.05% expense ratio, compared with 0.06% for IGIB.

SCHI has the higher dividend yield at 5.04%, compared with 4.81% for IGIB.

SCHI tracks Bloomberg US Aggregate Credit - Corporate (5-10 Y), while IGIB tracks Bloomberg Barclays U.S. Intermediate Credit Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.05% for SCHI and 0.06% for IGIB.

IGIB currently has the higher Sharpe Ratio (1.43 vs 1.41), 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 SCHI and IGIB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer