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

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.


-0.50.00.51.00.3

Performance

SCHI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 5-10 Year Corporate Bond ETF (SCHI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.27%
8.89%
SCHI
VOO

Key characteristics

Sharpe Ratio

SCHI:

0.97

VOO:

2.21

Sortino Ratio

SCHI:

1.43

VOO:

2.93

Omega Ratio

SCHI:

1.17

VOO:

1.41

Calmar Ratio

SCHI:

0.06

VOO:

3.25

Martin Ratio

SCHI:

3.83

VOO:

14.47

Ulcer Index

SCHI:

1.45%

VOO:

1.90%

Daily Std Dev

SCHI:

5.69%

VOO:

12.43%

Max Drawdown

SCHI:

-99.31%

VOO:

-33.99%

Current Drawdown

SCHI:

-99.10%

VOO:

-2.87%

Returns By Period

In the year-to-date period, SCHI achieves a 5.14% return, which is significantly lower than VOO's 25.49% return.


SCHI

YTD

5.14%

1M

-0.23%

6M

2.95%

1Y

5.45%

5Y*

2.69%

10Y*

N/A

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

Compare stocks, funds, or ETFs

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


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%.


SCHI
Schwab 5-10 Year Corporate Bond ETF
Expense ratio chart for SCHI: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for SCHI, currently valued at 0.97, compared to the broader market0.002.004.000.972.21
The chart of Sortino ratio for SCHI, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.001.432.93
The chart of Omega ratio for SCHI, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.41
The chart of Calmar ratio for SCHI, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.063.25
The chart of Martin ratio for SCHI, currently valued at 3.83, compared to the broader market0.0020.0040.0060.0080.00100.003.8314.47
SCHI
VOO

The current SCHI Sharpe Ratio is 0.97, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SCHI and VOO, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.97
2.21
SCHI
VOO

Dividends

SCHI vs. VOO - Dividend Comparison

SCHI's dividend yield for the trailing twelve months is around 6.80%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
SCHI
Schwab 5-10 Year Corporate Bond ETF
6.80%7.31%5.48%2.52%3.28%0.83%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%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 -99.31%, 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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.10%
-2.87%
SCHI
VOO

Volatility

SCHI vs. VOO - Volatility Comparison

The current volatility for Schwab 5-10 Year Corporate Bond ETF (SCHI) is 1.77%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.64%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.77%
3.64%
SCHI
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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