SCHI vs. VOO
Compare and contrast key facts about Schwab 5-10 Year Corporate Bond ETF (SCHI) and Vanguard S&P 500 ETF (VOO).
SCHI and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHI is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate Credit - Corporate (5-10 Y). It was launched on Oct 10, 2019. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SCHI and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHI or VOO.
Performance
SCHI vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, SCHI achieves a 5.38% return, which is significantly lower than VOO's 25.52% return.
SCHI
5.38%
-0.75%
5.81%
11.22%
2.45%
N/A
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| SCHI | VOO | |
|---|---|---|
| Sharpe Ratio | 1.97 | 2.62 |
| Sortino Ratio | 2.94 | 3.50 |
| Omega Ratio | 1.35 | 1.49 |
| Calmar Ratio | 0.11 | 3.78 |
| Martin Ratio | 8.01 | 17.12 |
| Ulcer Index | 1.42% | 1.86% |
| Daily Std Dev | 5.79% | 12.19% |
| Max Drawdown | -100.00% | -33.99% |
| Current Drawdown | -100.00% | -1.36% |
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SCHI vs. VOO - Expense Ratio Comparison
SCHI has a 0.05% expense ratio, which is higher than VOO'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%.
Correlation
The correlation between SCHI and VOO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SCHI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab 5-10 Year Corporate Bond ETF (SCHI) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
SCHI vs. VOO - Dividend Comparison
SCHI's dividend yield for the trailing twelve months is around 7.51%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHI Schwab 5-10 Year Corporate Bond ETF | 7.51% | 6.09% | 4.76% | 2.88% | 3.65% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SCHI vs. VOO - Drawdown Comparison
The maximum SCHI drawdown since its inception was -100.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SCHI and VOO. For additional features, visit the drawdowns tool.
Volatility
SCHI vs. VOO - Volatility Comparison
The current volatility for Schwab 5-10 Year Corporate Bond ETF (SCHI) is 1.68%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that SCHI experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.