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

Correlation

The correlation between SCHJ and SCHO is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SCHJ vs. SCHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1-5 Year Corporate Bond ETF (SCHJ) and Schwab Short-Term U.S. Treasury ETF (SCHO). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-99.10%
13.04%
SCHJ
SCHO

Key characteristics

Sharpe Ratio

SCHJ:

2.43

SCHO:

2.91

Sortino Ratio

SCHJ:

3.85

SCHO:

4.89

Omega Ratio

SCHJ:

1.49

SCHO:

1.66

Calmar Ratio

SCHJ:

0.06

SCHO:

5.72

Martin Ratio

SCHJ:

13.37

SCHO:

14.67

Ulcer Index

SCHJ:

0.46%

SCHO:

0.38%

Daily Std Dev

SCHJ:

2.53%

SCHO:

1.93%

Max Drawdown

SCHJ:

-99.30%

SCHO:

-5.17%

Current Drawdown

SCHJ:

-99.10%

SCHO:

-0.44%

Returns By Period

In the year-to-date period, SCHJ achieves a 5.70% return, which is significantly higher than SCHO's 5.34% return.


SCHJ

YTD

5.70%

1M

0.21%

6M

3.78%

1Y

6.05%

5Y*

2.86%

10Y*

N/A

SCHO

YTD

5.34%

1M

0.34%

6M

3.00%

1Y

5.51%

5Y*

2.42%

10Y*

2.25%

Compare stocks, funds, or ETFs

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


SCHJ vs. SCHO - Expense Ratio Comparison

Both SCHJ 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%.


SCHJ
Schwab 1-5 Year Corporate Bond ETF
Expense ratio chart for SCHJ: 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 SCHO: 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%

Risk-Adjusted Performance

SCHJ vs. SCHO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1-5 Year Corporate Bond ETF (SCHJ) 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.


Sharpe ratio
The chart of Sharpe ratio for SCHJ, currently valued at 2.43, compared to the broader market0.002.004.002.432.91
The chart of Sortino ratio for SCHJ, currently valued at 3.85, compared to the broader market-2.000.002.004.006.008.0010.003.854.89
The chart of Omega ratio for SCHJ, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.66
The chart of Calmar ratio for SCHJ, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.065.72
The chart of Martin ratio for SCHJ, currently valued at 13.37, compared to the broader market0.0020.0040.0060.0080.00100.0013.3714.67
SCHJ
SCHO

The current SCHJ Sharpe Ratio is 2.43, which is comparable to the SCHO Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of SCHJ 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 Ratio2.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.43
2.91
SCHJ
SCHO

Dividends

SCHJ vs. SCHO - Dividend Comparison

SCHJ's dividend yield for the trailing twelve months is around 5.00%, less than SCHO's 5.77% yield.


TTM20232022202120202019201820172016201520142013
SCHJ
Schwab 1-5 Year Corporate Bond ETF
5.00%4.01%2.42%1.60%3.56%0.67%0.00%0.00%0.00%0.00%0.00%0.00%
SCHO
Schwab Short-Term U.S. Treasury ETF
5.77%5.99%1.97%0.65%2.08%3.63%2.72%1.80%1.23%1.06%0.71%0.43%

Drawdowns

SCHJ vs. SCHO - Drawdown Comparison

The maximum SCHJ drawdown since its inception was -99.30%, which is greater than SCHO's maximum drawdown of -5.17%. Use the drawdown chart below to compare losses from any high point for SCHJ and SCHO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.10%
-0.44%
SCHJ
SCHO

Volatility

SCHJ vs. SCHO - Volatility Comparison

Schwab 1-5 Year Corporate Bond ETF (SCHJ) has a higher volatility of 0.67% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 0.34%. This indicates that SCHJ'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.


0.30%0.40%0.50%0.60%0.70%0.80%0.90%JulyAugustSeptemberOctoberNovemberDecember
0.67%
0.34%
SCHJ
SCHO
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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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