SCHJ vs. STIP
Compare and contrast key facts about Schwab 1-5 Year Corporate Bond ETF (SCHJ) and iShares 0-5 Year TIPS Bond ETF (STIP).
SCHJ and STIP 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. STIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Dec 1, 2010. Both SCHJ and STIP 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. STIP - Performance Comparison
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SCHJ vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCHJ Schwab 1-5 Year Corporate Bond ETF | 0.07% | 6.80% | 4.89% | 6.36% | -5.73% | -0.67% | 5.30% | 0.61% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.02% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 0.98% |
Returns By Period
In the year-to-date period, SCHJ achieves a 0.07% return, which is significantly lower than STIP's 1.02% return.
SCHJ
- 1D
- 0.26%
- 1M
- -0.93%
- YTD
- 0.07%
- 6M
- 1.35%
- 1Y
- 4.91%
- 3Y*
- 5.38%
- 5Y*
- 2.35%
- 10Y*
- —
STIP
- 1D
- 0.05%
- 1M
- 0.11%
- YTD
- 1.02%
- 6M
- 1.38%
- 1Y
- 3.99%
- 3Y*
- 4.69%
- 5Y*
- 3.49%
- 10Y*
- 3.11%
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SCHJ vs. STIP - Expense Ratio Comparison
SCHJ has a 0.05% expense ratio, which is lower than STIP's 0.06% 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. STIP — Risk / Return Rank
SCHJ
STIP
SCHJ vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab 1-5 Year Corporate Bond ETF (SCHJ) and iShares 0-5 Year TIPS Bond ETF (STIP). 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 | STIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.16 | 2.19 | -0.03 |
Sortino ratioReturn per unit of downside risk | 3.05 | 3.34 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.47 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 4.30 | -0.98 |
Martin ratioReturn relative to average drawdown | 13.80 | 14.63 | -0.83 |
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 | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.19 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 1.27 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.05 | -0.42 |
Correlation
The correlation between SCHJ and STIP is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SCHJ vs. STIP - Dividend Comparison
SCHJ's dividend yield for the trailing twelve months is around 4.46%, more than STIP's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SCHJ Schwab 1-5 Year Corporate Bond ETF | 4.46% | 4.42% | 4.00% | 2.98% | 1.64% | 0.94% | 2.54% | 0.42% | 0.00% | 0.00% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.93% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Drawdowns
SCHJ vs. STIP - Drawdown Comparison
The maximum SCHJ drawdown since its inception was -13.62%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for SCHJ and STIP.
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Drawdown Indicators
| SCHJ | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.62% | -5.50% | -8.12% |
Max Drawdown (1Y)Largest decline over 1 year | -1.47% | -0.95% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -9.43% | -5.50% | -3.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.50% | — |
Current DrawdownCurrent decline from peak | -0.93% | -0.24% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -1.00% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 0.28% | +0.07% |
Volatility
SCHJ vs. STIP - Volatility Comparison
Schwab 1-5 Year Corporate Bond ETF (SCHJ) has a higher volatility of 0.87% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.59%. This indicates that SCHJ's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHJ | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.87% | 0.59% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 1.28% | 0.97% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.28% | 1.83% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.92% | 2.76% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.18% | 2.45% | +1.73% |