SCHJ vs. SCHV
SCHJ (Schwab 1-5 Year Corporate Bond ETF) and SCHV (Schwab U.S. Large-Cap Value ETF) are both exchange-traded funds - SCHJ is a Corporate Bonds fund tracking the Bloomberg US Corporate (1-5 Y), while SCHV is a Large Cap Value Equities fund tracking the Dow Jones U.S. Large-Cap Value Total Stock Market Index. Both are passively managed. Over the past 5 years, SCHJ returned 2.41%/yr vs 11.33%/yr for SCHV. At a 0.21 correlation, their price movements are largely independent. SCHJ charges 0.05%/yr vs 0.04%/yr for SCHV.
Performance
SCHJ vs. SCHV - Performance Comparison
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Returns By Period
In the year-to-date period, SCHJ achieves a 0.88% return, which is significantly lower than SCHV's 18.75% return.
SCHJ
- 1D
- 0.04%
- 1M
- 0.33%
- YTD
- 0.88%
- 6M
- 1.00%
- 1Y
- 4.18%
- 3Y*
- 5.63%
- 5Y*
- 2.41%
- 10Y*
- —
SCHV
- 1D
- 1.43%
- 1M
- 4.17%
- YTD
- 18.75%
- 6M
- 17.40%
- 1Y
- 30.47%
- 3Y*
- 19.36%
- 5Y*
- 11.33%
- 10Y*
- 12.25%
SCHJ vs. SCHV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCHJ Schwab 1-5 Year Corporate Bond ETF | 0.88% | 6.80% | 4.89% | 6.36% | -5.73% | -0.67% | 5.30% | 0.61% |
SCHV Schwab U.S. Large-Cap Value ETF | 18.75% | 16.02% | 14.13% | 8.93% | -7.65% | 25.58% | 2.64% | 10.24% |
Correlation
The correlation between SCHJ and SCHV is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2019 | 0.22 |
The correlation between SCHJ and SCHV shifts across timeframes, from 0.21 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCHJ vs. SCHV — Risk / Return Rank
SCHJ
SCHV
SCHJ vs. SCHV - 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 U.S. Large-Cap Value ETF (SCHV). 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.
| SCHJ | SCHV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.49 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 4.48 | -1.63 |
| Martin ratioReturn relative to average drawdown | 11.01 | 17.98 | -6.97 |
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Drawdowns
SCHJ vs. SCHV - Drawdown Comparison
The maximum SCHJ drawdown since its inception was -13.62%, smaller than the maximum SCHV drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for SCHJ and SCHV.
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Drawdown Indicators
| SCHJ | SCHV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.62% | -37.08% | +23.46% |
Max Drawdown (1Y)Largest decline over 1 year | -1.47% | -6.83% | +5.36% |
Max Drawdown (3Y)Largest decline over 3 years | -1.47% | -15.26% | +13.79% |
Max Drawdown (5Y)Largest decline over 5 years | -9.43% | -19.78% | +10.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.08% | — |
Current DrawdownCurrent decline from peak | -0.13% | 0.00% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -1.87% | -3.82% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 1.70% | -1.32% |
Volatility
SCHJ vs. SCHV - Volatility Comparison
The current volatility for Schwab 1-5 Year Corporate Bond ETF (SCHJ) is 0.69%, while Schwab U.S. Large-Cap Value ETF (SCHV) has a volatility of 4.31%. This indicates that SCHJ experiences smaller price fluctuations and is considered to be less risky than SCHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHJ | SCHV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 4.31% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 1.47% | 8.82% | -7.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.91% | 11.17% | -9.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.95% | 14.55% | -11.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.12% | 16.94% | -12.82% |
SCHJ vs. SCHV - Expense Ratio Comparison
SCHJ has a 0.05% expense ratio, which is higher than SCHV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SCHJ vs. SCHV - Dividend Comparison
SCHJ's dividend yield for the trailing twelve months is around 4.49%, more than SCHV's 1.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHJ Schwab 1-5 Year Corporate Bond ETF | 4.49% | 4.42% | 4.00% | 2.98% | 1.64% | 0.94% | 2.54% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHV Schwab U.S. Large-Cap Value ETF | 1.75% | 2.02% | 2.25% | 2.42% | 2.37% | 1.93% | 3.03% | 3.02% | 3.05% | 2.37% | 2.65% | 2.69% |
Frequently Asked Questions
SCHJ and SCHV have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHV has higher volatility (4.31%) compared to SCHJ (0.69%). In terms of maximum drawdown, SCHJ dropped -13.62% vs SCHV's -37.08%.
On 5-year performance, SCHV leads with 11.33% vs 2.41% for SCHJ. On fees, SCHV is cheaper at 0.04% per year. On volatility, SCHJ has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SCHV has performed better with a 11.33% return vs 2.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHV is cheaper with a 0.04% expense ratio, compared with 0.05% for SCHJ.
SCHJ has the higher dividend yield at 4.49%, compared with 1.75% for SCHV.
SCHJ is categorized as Corporate Bonds, while SCHV is Large Cap Value Equities. SCHJ tracks Bloomberg US Corporate (1-5 Y), while SCHV tracks Dow Jones U.S. Large-Cap Value Total Stock Market Index. Their fees differ too: 0.05% for SCHJ and 0.04% for SCHV.
SCHV currently has the higher Sharpe Ratio (2.75 vs 2.20), 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.
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