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

Correlation

The correlation between SCHJ and SCHO is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

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.

6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
18.00%
9.44%
SCHJ
SCHO

Key characteristics

Sharpe Ratio

SCHJ:

3.07

SCHO:

3.51

Sortino Ratio

SCHJ:

4.70

SCHO:

5.84

Omega Ratio

SCHJ:

1.66

SCHO:

1.79

Calmar Ratio

SCHJ:

6.16

SCHO:

6.33

Martin Ratio

SCHJ:

17.71

SCHO:

18.80

Ulcer Index

SCHJ:

0.45%

SCHO:

0.33%

Daily Std Dev

SCHJ:

2.61%

SCHO:

1.77%

Max Drawdown

SCHJ:

-13.62%

SCHO:

-5.69%

Current Drawdown

SCHJ:

0.00%

SCHO:

-0.00%

Returns By Period

In the year-to-date period, SCHJ achieves a 2.23% return, which is significantly lower than SCHO's 2.42% return.


SCHJ

YTD

2.23%

1M

0.61%

6M

2.60%

1Y

8.20%

5Y*

2.96%

10Y*

N/A

SCHO

YTD

2.42%

1M

0.76%

6M

2.60%

1Y

6.26%

5Y*

1.18%

10Y*

1.48%

*Annualized

Compare stocks, funds, or ETFs

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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%.


Expense ratio chart for SCHJ: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHJ: 0.05%
Expense ratio chart for SCHO: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHO: 0.05%

Risk-Adjusted Performance

SCHJ vs. SCHO — Risk-Adjusted Performance Rank

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

SCHJ
The Risk-Adjusted Performance Rank of SCHJ is 9898
Overall Rank
The Sharpe Ratio Rank of SCHJ is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHJ is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SCHJ is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SCHJ is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SCHJ is 9797
Martin Ratio Rank

SCHO
The Risk-Adjusted Performance Rank of SCHO is 9898
Overall Rank
The Sharpe Ratio Rank of SCHO is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHO is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SCHO is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SCHO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SCHO is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SCHJ, currently valued at 3.07, compared to the broader market-1.000.001.002.003.004.00
SCHJ: 3.07
SCHO: 3.51
The chart of Sortino ratio for SCHJ, currently valued at 4.70, compared to the broader market-2.000.002.004.006.008.00
SCHJ: 4.70
SCHO: 5.84
The chart of Omega ratio for SCHJ, currently valued at 1.66, compared to the broader market0.501.001.502.002.50
SCHJ: 1.66
SCHO: 1.79
The chart of Calmar ratio for SCHJ, currently valued at 6.16, compared to the broader market0.002.004.006.008.0010.0012.00
SCHJ: 6.16
SCHO: 6.33
The chart of Martin ratio for SCHJ, currently valued at 17.71, compared to the broader market0.0020.0040.0060.00
SCHJ: 17.71
SCHO: 18.80

The current SCHJ Sharpe Ratio is 3.07, which is comparable to the SCHO Sharpe Ratio of 3.51. 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 Ratio2.002.503.003.50NovemberDecember2025FebruaryMarchApril
3.07
3.51
SCHJ
SCHO

Dividends

SCHJ vs. SCHO - Dividend Comparison

SCHJ's dividend yield for the trailing twelve months is around 4.15%, less than SCHO's 4.21% yield.


TTM20242023202220212020201920182017201620152014
SCHJ
Schwab 1-5 Year Corporate Bond ETF
4.15%4.00%2.98%1.64%0.94%2.54%0.42%0.00%0.00%0.00%0.00%0.00%
SCHO
Schwab Short-Term U.S. Treasury ETF
4.21%4.29%3.76%1.34%0.41%1.27%2.26%1.78%1.12%0.82%0.68%0.47%

Drawdowns

SCHJ vs. SCHO - Drawdown Comparison

The maximum SCHJ drawdown since its inception was -13.62%, which is greater than SCHO's maximum drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for SCHJ and SCHO. For additional features, visit the drawdowns tool.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%NovemberDecember2025FebruaryMarchApril0
-0.00%
SCHJ
SCHO

Volatility

SCHJ vs. SCHO - Volatility Comparison

Schwab 1-5 Year Corporate Bond ETF (SCHJ) has a higher volatility of 1.41% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 0.71%. 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.


0.40%0.60%0.80%1.00%1.20%1.40%NovemberDecember2025FebruaryMarchApril
1.41%
0.71%
SCHJ
SCHO