SCHJ vs. QQQ
Compare and contrast key facts about Schwab 1-5 Year Corporate Bond ETF (SCHJ) and Invesco QQQ ETF (QQQ).
SCHJ and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHJ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Corporate (1-5 Y). It was launched on Oct 10, 2019. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both SCHJ and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SCHJ vs. QQQ - Performance Comparison
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SCHJ vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCHJ Schwab 1-5 Year Corporate Bond ETF | 0.09% | 6.80% | 4.89% | 6.36% | -5.73% | -0.67% | 5.30% | 0.61% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 12.93% |
Returns By Period
In the year-to-date period, SCHJ achieves a 0.09% return, which is significantly higher than QQQ's -4.76% return.
SCHJ
- 1D
- 0.02%
- 1M
- -0.64%
- YTD
- 0.09%
- 6M
- 1.15%
- 1Y
- 4.85%
- 3Y*
- 5.39%
- 5Y*
- 2.36%
- 10Y*
- —
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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SCHJ vs. QQQ - Expense Ratio Comparison
SCHJ has a 0.05% expense ratio, which is lower than QQQ's 0.18% 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%.
Return for Risk
SCHJ vs. QQQ — Risk / Return Rank
SCHJ
QQQ
SCHJ vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab 1-5 Year Corporate Bond ETF (SCHJ) and Invesco QQQ ETF (QQQ). 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.
| SCHJ | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 1.07 | +1.06 |
Sortino ratioReturn per unit of downside risk | 3.01 | 1.66 | +1.35 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.24 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.00 | +1.35 |
Martin ratioReturn relative to average drawdown | 13.74 | 7.32 | +6.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHJ | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 1.07 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.59 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.38 | +0.26 |
Correlation
The correlation between SCHJ and QQQ is 0.22, 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.
Dividends
SCHJ vs. QQQ - Dividend Comparison
SCHJ's dividend yield for the trailing twelve months is around 4.50%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
SCHJ vs. QQQ - Drawdown Comparison
The maximum SCHJ drawdown since its inception was -13.62%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SCHJ and QQQ.
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Drawdown Indicators
| SCHJ | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.62% | -82.97% | +69.35% |
Max Drawdown (1Y)Largest decline over 1 year | -1.47% | -12.62% | +11.15% |
Max Drawdown (5Y)Largest decline over 5 years | -9.43% | -35.12% | +25.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -0.91% | -7.86% | +6.95% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -32.99% | +31.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 3.44% | -3.08% |
Volatility
SCHJ vs. QQQ - Volatility Comparison
The current volatility for Schwab 1-5 Year Corporate Bond ETF (SCHJ) is 0.87%, while Invesco QQQ ETF (QQQ) has a volatility of 6.61%. This indicates that SCHJ experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHJ | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.87% | 6.61% | -5.74% |
Volatility (6M)Calculated over the trailing 6-month period | 1.28% | 12.82% | -11.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.28% | 22.70% | -20.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.92% | 22.38% | -19.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.18% | 22.25% | -18.07% |