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SCHJ vs. VCSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHJ vs. VCSH - Performance Comparison

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

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SCHJ vs. VCSH - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SCHJ
Schwab 1-5 Year Corporate Bond ETF
0.07%6.80%4.89%6.36%-5.73%-0.67%5.30%0.61%
VCSH
Vanguard Short-Term Corporate Bond ETF
0.13%6.77%4.91%6.20%-5.62%-0.63%5.13%0.65%

Returns By Period

In the year-to-date period, SCHJ achieves a 0.07% return, which is significantly lower than VCSH's 0.13% return.


SCHJ

1D
0.26%
1M
-0.93%
YTD
0.07%
6M
1.35%
1Y
4.91%
3Y*
5.38%
5Y*
2.35%
10Y*

VCSH

1D
0.29%
1M
-0.83%
YTD
0.13%
6M
1.37%
1Y
4.93%
3Y*
5.36%
5Y*
2.37%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHJ vs. VCSH - Expense Ratio Comparison

SCHJ has a 0.05% expense ratio, which is higher than VCSH'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%.


Return for Risk

SCHJ vs. VCSH — Risk / Return Rank

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

SCHJ
SCHJ Risk / Return Rank: 9494
Overall Rank
SCHJ Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SCHJ Sortino Ratio Rank: 9595
Sortino Ratio Rank
SCHJ Omega Ratio Rank: 9595
Omega Ratio Rank
SCHJ Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHJ Martin Ratio Rank: 9494
Martin Ratio Rank

VCSH
VCSH Risk / Return Rank: 9595
Overall Rank
VCSH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 9696
Sortino Ratio Rank
VCSH Omega Ratio Rank: 9595
Omega Ratio Rank
VCSH Calmar Ratio Rank: 9494
Calmar Ratio Rank
VCSH Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHJ vs. VCSH - Risk-Adjusted Trends Comparison

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


SCHJVCSHDifference

Sharpe ratio

Return per unit of total volatility

2.16

2.17

-0.02

Sortino ratio

Return per unit of downside risk

3.05

3.19

-0.14

Omega ratio

Gain probability vs. loss probability

1.46

1.45

+0.01

Calmar ratio

Return relative to maximum drawdown

3.32

3.52

-0.20

Martin ratio

Return relative to average drawdown

13.80

14.44

-0.63

SCHJ vs. VCSH - Sharpe Ratio Comparison

The current SCHJ Sharpe Ratio is 2.16, which is comparable to the VCSH Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SCHJ and VCSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHJVCSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.17

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.83

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.01

-0.38

Correlation

The correlation between SCHJ and VCSH is 0.92, 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.


Dividends

SCHJ vs. VCSH - Dividend Comparison

SCHJ's dividend yield for the trailing twelve months is around 4.46%, more than VCSH's 4.41% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.41%4.35%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%

Drawdowns

SCHJ vs. VCSH - Drawdown Comparison

The maximum SCHJ drawdown since its inception was -13.62%, which is greater than VCSH's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for SCHJ and VCSH.


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Drawdown Indicators


SCHJVCSHDifference

Max Drawdown

Largest peak-to-trough decline

-13.62%

-12.86%

-0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-1.40%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-9.43%

-9.48%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

Current Drawdown

Current decline from peak

-0.93%

-0.83%

-0.10%

Average Drawdown

Average peak-to-trough decline

-1.92%

-0.97%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.34%

+0.01%

Volatility

SCHJ vs. VCSH - Volatility Comparison

The current volatility for Schwab 1-5 Year Corporate Bond ETF (SCHJ) is 0.87%, while Vanguard Short-Term Corporate Bond ETF (VCSH) has a volatility of 0.94%. This indicates that SCHJ experiences smaller price fluctuations and is considered to be less risky than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHJVCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.94%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.28%

1.29%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

2.28%

2.28%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.92%

2.86%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.18%

3.35%

+0.83%