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SCHI vs. SCHO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHI and SCHO is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

SCHI vs. SCHO - Performance Comparison

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

6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.61%
9.26%
SCHI
SCHO

Key characteristics

Sharpe Ratio

SCHI:

1.70

SCHO:

3.49

Sortino Ratio

SCHI:

2.46

SCHO:

5.82

Omega Ratio

SCHI:

1.30

SCHO:

1.79

Calmar Ratio

SCHI:

1.51

SCHO:

6.31

Martin Ratio

SCHI:

5.63

SCHO:

18.74

Ulcer Index

SCHI:

1.71%

SCHO:

0.33%

Daily Std Dev

SCHI:

5.66%

SCHO:

1.77%

Max Drawdown

SCHI:

-19.52%

SCHO:

-5.69%

Current Drawdown

SCHI:

-1.02%

SCHO:

-0.08%

Returns By Period

The year-to-date returns for both investments are quite close, with SCHI having a 2.32% return and SCHO slightly higher at 2.33%.


SCHI

YTD

2.32%

1M

-0.01%

6M

1.49%

1Y

9.68%

5Y*

2.62%

10Y*

N/A

SCHO

YTD

2.33%

1M

0.64%

6M

2.47%

1Y

6.10%

5Y*

1.17%

10Y*

1.46%

*Annualized

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SCHI vs. SCHO - Expense Ratio Comparison

Both SCHI and SCHO have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SCHI: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHI: 0.05%
Expense ratio chart for SCHO: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHO: 0.05%

Risk-Adjusted Performance

SCHI vs. SCHO — Risk-Adjusted Performance Rank

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

SCHI
The Risk-Adjusted Performance Rank of SCHI is 9090
Overall Rank
The Sharpe Ratio Rank of SCHI is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHI is 9292
Sortino Ratio Rank
The Omega Ratio Rank of SCHI is 9090
Omega Ratio Rank
The Calmar Ratio Rank of SCHI is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SCHI is 8686
Martin Ratio Rank

SCHO
The Risk-Adjusted Performance Rank of SCHO is 9898
Overall Rank
The Sharpe Ratio Rank of SCHO is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHO is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SCHO is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SCHO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SCHO is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHI vs. SCHO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 5-10 Year Corporate Bond ETF (SCHI) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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.


The chart of Sharpe ratio for SCHI, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.00
SCHI: 1.70
SCHO: 3.49
The chart of Sortino ratio for SCHI, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.00
SCHI: 2.46
SCHO: 5.82
The chart of Omega ratio for SCHI, currently valued at 1.30, compared to the broader market0.501.001.502.002.50
SCHI: 1.30
SCHO: 1.79
The chart of Calmar ratio for SCHI, currently valued at 1.51, compared to the broader market0.002.004.006.008.0010.0012.00
SCHI: 1.51
SCHO: 6.31
The chart of Martin ratio for SCHI, currently valued at 5.63, compared to the broader market0.0020.0040.0060.00
SCHI: 5.63
SCHO: 18.74

The current SCHI Sharpe Ratio is 1.70, which is lower than the SCHO Sharpe Ratio of 3.49. The chart below compares the historical Sharpe Ratios of SCHI and SCHO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
1.70
3.49
SCHI
SCHO

Dividends

SCHI vs. SCHO - Dividend Comparison

SCHI's dividend yield for the trailing twelve months is around 5.11%, more than SCHO's 4.22% yield.


TTM20242023202220212020201920182017201620152014
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.11%5.12%4.28%3.10%1.93%2.31%0.53%0.00%0.00%0.00%0.00%0.00%
SCHO
Schwab Short-Term U.S. Treasury ETF
4.22%4.29%3.76%1.34%0.41%1.27%2.26%1.78%1.12%0.82%0.68%0.47%

Drawdowns

SCHI vs. SCHO - Drawdown Comparison

The maximum SCHI drawdown since its inception was -19.52%, which is greater than SCHO's maximum drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for SCHI and SCHO. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.02%
-0.08%
SCHI
SCHO

Volatility

SCHI vs. SCHO - Volatility Comparison

Schwab 5-10 Year Corporate Bond ETF (SCHI) has a higher volatility of 2.74% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 0.71%. This indicates that SCHI's price experiences larger fluctuations and is considered to be riskier than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
2.74%
0.71%
SCHI
SCHO