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SCHO vs. FTEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHO vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Short-Term U.S. Treasury ETF (SCHO) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHO achieves a 0.54% return, which is significantly lower than FTEC's 24.27% return. Over the past 10 years, SCHO has underperformed FTEC with an annualized return of 1.71%, while FTEC has yielded a comparatively higher 24.98% annualized return.


SCHO

1D
0.00%
1M
0.18%
YTD
0.54%
6M
0.82%
1Y
3.43%
3Y*
4.25%
5Y*
1.82%
10Y*
1.71%

FTEC

1D
0.61%
1M
3.09%
YTD
24.27%
6M
24.36%
1Y
51.03%
3Y*
30.29%
5Y*
20.63%
10Y*
24.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHO vs. FTEC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHO
Schwab Short-Term U.S. Treasury ETF
0.54%5.49%3.65%4.31%-3.87%-0.64%3.11%3.47%1.37%0.33%
FTEC
Fidelity MSCI Information Technology Index ETF
24.27%22.11%29.40%53.30%-29.59%30.49%45.83%48.93%-0.39%36.83%

Correlation

The correlation between SCHO and FTEC is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

-0.08

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

-0.11

The correlation between SCHO and FTEC shifts across timeframes, from -0.11 (all time) to 0.07 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCHO vs. FTEC — Risk / Return Rank

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

SCHO
SCHO Risk / Return Rank: 8888
Overall Rank
SCHO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SCHO Sortino Ratio Rank: 9292
Sortino Ratio Rank
SCHO Omega Ratio Rank: 8989
Omega Ratio Rank
SCHO Calmar Ratio Rank: 8383
Calmar Ratio Rank
SCHO Martin Ratio Rank: 8888
Martin Ratio Rank

FTEC
FTEC Risk / Return Rank: 7171
Overall Rank
FTEC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 7171
Sortino Ratio Rank
FTEC Omega Ratio Rank: 7373
Omega Ratio Rank
FTEC Calmar Ratio Rank: 6969
Calmar Ratio Rank
FTEC Martin Ratio Rank: 6060
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.

SCHO vs. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term U.S. Treasury ETF (SCHO) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.


SCHOFTECDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

3.91

3.00

+0.91

Martin ratioReturn relative to average drawdown

16.48

9.36

+7.12

SCHO vs. FTEC - Sharpe Ratio Comparison

The current SCHO Sharpe Ratio is 2.46, which is comparable to the FTEC Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SCHO and FTEC, 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

SCHO vs. FTEC - Drawdown Comparison

The maximum SCHO drawdown since its inception was -5.69%, smaller than the maximum FTEC drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for SCHO and FTEC.


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Drawdown Indicators


SCHOFTECDifference

Max Drawdown

Largest peak-to-trough decline

-5.69%

-34.95%

+29.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.86%

-16.26%

+15.40%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

-27.30%

+26.32%

Max Drawdown (5Y)

Largest decline over 5 years

-5.69%

-34.95%

+29.26%

Max Drawdown (10Y)

Largest decline over 10 years

-5.69%

-34.95%

+29.26%

Current Drawdown

Current decline from peak

-0.14%

-7.18%

+7.04%

Average Drawdown

Average peak-to-trough decline

-0.61%

-5.57%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

5.21%

-5.01%

Volatility

SCHO vs. FTEC - Volatility Comparison

The current volatility for Schwab Short-Term U.S. Treasury ETF (SCHO) is 0.43%, while Fidelity MSCI Information Technology Index ETF (FTEC) has a volatility of 10.02%. This indicates that SCHO experiences smaller price fluctuations and is considered to be less risky than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHOFTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

10.02%

-9.59%

Volatility (6M)

Calculated over the trailing 6-month period

0.93%

18.06%

-17.13%

Volatility (1Y)

Calculated over the trailing 1-year period

1.37%

22.07%

-20.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

25.45%

-23.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.56%

24.81%

-23.25%

SCHO vs. FTEC - Expense Ratio Comparison

SCHO has a 0.03% expense ratio, which is lower than FTEC's 0.08% 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%.


Dividends

SCHO vs. FTEC - Dividend Comparison

SCHO's dividend yield for the trailing twelve months is around 3.90%, more than FTEC's 0.34% yield.


PositionTTM20252024202320222021202020192018201720162015
FTEC
Fidelity MSCI Information Technology Index ETF
0.34%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%
SCHO
Schwab Short-Term U.S. Treasury ETF
3.90%4.06%4.29%3.76%1.34%0.41%1.27%2.27%1.60%1.12%0.82%0.68%

Frequently Asked Questions


SCHO and FTEC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTEC has higher volatility (10.02%) compared to SCHO (0.43%). In terms of maximum drawdown, SCHO dropped -5.69% vs FTEC's -34.95%.

On 10-year performance, FTEC leads with 24.98% vs 1.71% for SCHO. On fees, SCHO is cheaper at 0.03% per year. On volatility, SCHO has been the lower-risk option at 0.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FTEC has performed better with a 24.98% return vs 1.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHO is cheaper with a 0.03% expense ratio, compared with 0.08% for FTEC.

SCHO has the higher dividend yield at 3.90%, compared with 0.34% for FTEC.

SCHO is categorized as Government Bonds, while FTEC is Technology Equities. SCHO tracks Bloomberg U.S. Treasury 1-3 Year Index, while FTEC tracks MSCI USA IMI Information Technology 25/50 Index. They also come from different issuers: Charles Schwab and Fidelity. Their fees differ too: 0.03% for SCHO and 0.08% for FTEC.

SCHO currently has the higher Sharpe Ratio (2.46 vs 2.21), 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

Find the right allocation for SCHO and FTEC

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