PortfoliosLab logoPortfoliosLab logo
SCHJ vs. IGHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHJ vs. IGHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1-5 Year Corporate Bond ETF (SCHJ) and ProShares Investment Grade-Interest Rate Hedged (IGHG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SCHJ achieves a 0.72% return, which is significantly lower than IGHG's 2.32% return.


SCHJ

1D
0.16%
1M
0.25%
YTD
0.72%
6M
1.10%
1Y
4.47%
3Y*
5.56%
5Y*
2.34%
10Y*

IGHG

1D
0.15%
1M
0.76%
YTD
2.32%
6M
2.33%
1Y
6.08%
3Y*
8.68%
5Y*
5.27%
10Y*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHJ vs. IGHG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SCHJ
Schwab 1-5 Year Corporate Bond ETF
0.72%6.80%4.89%6.36%-5.73%-0.67%5.30%0.61%
IGHG
ProShares Investment Grade-Interest Rate Hedged
2.32%5.65%9.20%11.58%-0.90%0.88%0.61%5.27%

Correlation

The correlation between SCHJ and IGHG is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.03

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

0.09

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

0.10

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

SCHJ vs. IGHG — Risk / Return Rank

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

SCHJ
SCHJ Risk / Return Rank: 7474
Overall Rank
SCHJ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SCHJ Sortino Ratio Rank: 8484
Sortino Ratio Rank
SCHJ Omega Ratio Rank: 8080
Omega Ratio Rank
SCHJ Calmar Ratio Rank: 6262
Calmar Ratio Rank
SCHJ Martin Ratio Rank: 6767
Martin Ratio Rank

IGHG
IGHG Risk / Return Rank: 6161
Overall Rank
IGHG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5757
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5555
Omega Ratio Rank
IGHG Calmar Ratio Rank: 7171
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6868
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.

SCHJ vs. IGHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1-5 Year Corporate Bond ETF (SCHJ) and ProShares Investment Grade-Interest Rate Hedged (IGHG). 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.


SCHJIGHGDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.47

1.33

+0.14

Calmar ratioReturn relative to maximum drawdown

3.05

3.49

-0.44

Martin ratioReturn relative to average drawdown

12.09

12.35

-0.27

SCHJ vs. IGHG - Sharpe Ratio Comparison

The current SCHJ Sharpe Ratio is 2.41, which is higher than the IGHG Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SCHJ and IGHG, 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


SCHJIGHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

1.77

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

1.05

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.54

+0.11

Drawdowns

SCHJ vs. IGHG - Drawdown Comparison

The maximum SCHJ drawdown since its inception was -13.62%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for SCHJ and IGHG.


Loading charts...

Drawdown Indicators


SCHJIGHGDifference

Max Drawdown

Largest peak-to-trough decline

-13.62%

-25.16%

+11.54%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-1.75%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

-3.74%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-9.43%

-8.75%

-0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

Current Drawdown

Current decline from peak

-0.29%

0.00%

-0.29%

Average Drawdown

Average peak-to-trough decline

-1.88%

-2.30%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.49%

-0.12%

Volatility

SCHJ vs. IGHG - Volatility Comparison

The current volatility for Schwab 1-5 Year Corporate Bond ETF (SCHJ) is 0.57%, while ProShares Investment Grade-Interest Rate Hedged (IGHG) has a volatility of 0.62%. This indicates that SCHJ experiences smaller price fluctuations and is considered to be less risky than IGHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SCHJIGHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

0.62%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

2.53%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

1.88%

3.44%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.94%

5.02%

-2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.13%

7.46%

-3.33%

SCHJ vs. IGHG - Expense Ratio Comparison

SCHJ has a 0.05% expense ratio, which is lower than IGHG's 0.30% expense ratio.


Dividends

SCHJ vs. IGHG - Dividend Comparison

SCHJ's dividend yield for the trailing twelve months is around 4.50%, less than IGHG's 5.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IGHG
ProShares Investment Grade-Interest Rate Hedged
5.11%5.14%5.06%4.99%3.55%2.50%2.79%3.48%4.13%3.36%3.37%3.65%
SCHJ
Schwab 1-5 Year Corporate Bond ETF
4.50%4.42%4.00%2.98%1.64%0.94%2.54%0.42%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SCHJ and IGHG have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGHG has higher volatility (0.62%) compared to SCHJ (0.57%). In terms of maximum drawdown, SCHJ dropped -13.62% vs IGHG's -25.16%.

On 5-year performance, IGHG leads with 5.27% vs 2.34% for SCHJ. On fees, SCHJ 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, IGHG has performed better with a 5.27% return vs 2.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHJ is cheaper with a 0.05% expense ratio, compared with 0.30% for IGHG.

IGHG has the higher dividend yield at 5.11%, compared with 4.50% for SCHJ.

SCHJ tracks Bloomberg US Corporate (1-5 Y), while IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. They also come from different issuers: Charles Schwab and ProShares. Their fees differ too: 0.05% for SCHJ and 0.30% for IGHG.

SCHJ currently has the higher Sharpe Ratio (2.41 vs 1.77), 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 SCHJ and IGHG

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