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SCHJ vs. SCHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHJ vs. SCHQ - 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 Long-Term U.S. Treasury ETF (SCHQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHJ achieves a 0.75% return, which is significantly higher than SCHQ's -3.25% return.


SCHJ

1D
-0.06%
1M
-0.28%
6M
0.42%
YTD
0.75%
1Y
2.99%
3Y*
5.46%
5Y*
2.31%
10Y*
ALL TIME*
2.60%

SCHQ

1D
-0.63%
1M
-3.51%
6M
-3.16%
YTD
-3.25%
1Y
-1.68%
3Y*
-0.63%
5Y*
-7.05%
10Y*
ALL TIME*
-4.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.98M$7.81M$6.46M
$12.09M$14.21M$18.95M

SCHJ vs. SCHQ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SCHJ
Schwab 1-5 Year Corporate Bond ETF
0.75%6.80%4.89%6.36%-5.73%-0.67%5.30%0.61%
SCHQ
Schwab Long-Term U.S. Treasury ETF
-3.25%5.50%-6.44%3.43%-29.44%-4.86%17.73%-4.20%

Correlation

The correlation between SCHJ and SCHQ is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.69

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2019

0.60

The correlation between SCHJ and SCHQ shifts across timeframes, from 0.60 (all time) to 0.71 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SCHJ vs. SCHQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCHJ
SCHJ Risk / Return Rank: 7979
Overall Rank
SCHJ Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SCHJ Sortino Ratio Rank: 8585
Sortino Ratio Rank
SCHJ Omega Ratio Rank: 8383
Omega Ratio Rank
SCHJ Calmar Ratio Rank: 7070
Calmar Ratio Rank
SCHJ Martin Ratio Rank: 7474
Martin Ratio Rank

SCHQ
SCHQ Risk / Return Rank: 1010
Overall Rank
SCHQ Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SCHQ Sortino Ratio Rank: 99
Sortino Ratio Rank
SCHQ Omega Ratio Rank: 99
Omega Ratio Rank
SCHQ Calmar Ratio Rank: 1010
Calmar Ratio Rank
SCHQ Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCHJ vs. SCHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1-5 Year Corporate Bond ETF (SCHJ) and Schwab Long-Term U.S. Treasury ETF (SCHQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCHJSCHQDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+2.79

Omega ratioGain probability vs. loss probability

1.35

1.00

+0.35

Calmar ratioReturn relative to maximum drawdown

2.44

-0.04

+2.48

Martin ratioReturn relative to average drawdown

9.17

-0.10

+9.27

SCHJ vs. SCHQ - Sharpe Ratio Comparison

The current SCHJ Sharpe Ratio is 1.86, which is higher than the SCHQ Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of SCHJ and SCHQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCHJ vs. SCHQ - Drawdown Comparison

The maximum SCHJ drawdown since its inception was -13.62%, smaller than the maximum SCHQ drawdown of -46.13%. Use the drawdown chart below to compare losses from any high point for SCHJ and SCHQ.


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Drawdown Indicators


SCHJSCHQDifference

Max Drawdown

Largest peak-to-trough decline

-13.62%

-46.13%

+32.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-7.05%

+5.58%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

-13.38%

+11.91%

Max Drawdown (5Y)

Largest decline over 5 years

-9.38%

-40.93%

+31.55%

Current Drawdown

Current decline from peak

-0.33%

-38.61%

+38.28%

Average Drawdown

Average peak-to-trough decline

-1.85%

-26.60%

+24.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

3.20%

-2.81%

Volatility

SCHJ vs. SCHQ - Volatility Comparison

The current volatility for Schwab 1-5 Year Corporate Bond ETF (SCHJ) is 0.53%, while Schwab Long-Term U.S. Treasury ETF (SCHQ) has a volatility of 2.24%. This indicates that SCHJ experiences smaller price fluctuations and is considered to be less risky than SCHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHJSCHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

2.24%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

1.53%

6.30%

-4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

8.50%

-6.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.95%

14.41%

-11.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.10%

15.20%

-11.10%

SCHJ vs. SCHQ - Expense Ratio Comparison

Both SCHJ and SCHQ have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SCHJ vs. SCHQ - Dividend Comparison

SCHJ's dividend yield for the trailing twelve months is around 4.50%, less than SCHQ's 4.91% yield.


PositionTTM2025202420232022202120202019
SCHJ
Schwab 1-5 Year Corporate Bond ETF
4.09%4.42%4.00%2.98%1.64%0.94%2.54%0.42%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.50%4.54%4.58%3.79%2.88%1.69%1.51%0.44%

Frequently Asked Questions


SCHJ and SCHQ have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHQ has higher volatility (2.24%) compared to SCHJ (0.53%). In terms of maximum drawdown, SCHJ dropped -13.62% vs SCHQ's -46.13%.

On 5-year performance, SCHJ leads with 2.31% vs -7.05% for SCHQ. Both ETFs have the same 0.03% expense ratio. On volatility, SCHJ has been the lower-risk option at 0.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHJ has performed better with a 2.31% return vs -7.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHJ and SCHQ have the same expense ratio: 0.03% per year.

SCHQ has the higher dividend yield at 4.50%, compared with 4.09% for SCHJ.

SCHJ is categorized as Short-Term Bond, while SCHQ is Government Bonds. SCHJ tracks Bloomberg US 1-5 Year Corporate Bond Index, while SCHQ tracks Bloomberg U.S. Long Treasury Index.

SCHJ currently has the higher Sharpe Ratio (1.86 vs -0.04), 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

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