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SCHO vs. MINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHO vs. MINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Short-Term U.S. Treasury ETF (SCHO) and PIMCO Enhanced Short Maturity Active ETF (MINT). 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 0.58% return, which is significantly lower than MINT's 1.94% return. Over the past 10 years, SCHO has underperformed MINT with an annualized return of 1.71%, while MINT has yielded a comparatively higher 2.72% annualized return.


SCHO

1D
0.04%
1M
0.31%
YTD
0.58%
6M
0.82%
1Y
3.47%
3Y*
4.27%
5Y*
1.86%
10Y*
1.71%

MINT

1D
0.00%
1M
0.35%
YTD
1.94%
6M
2.18%
1Y
4.67%
3Y*
5.37%
5Y*
3.50%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHO vs. MINT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHO
Schwab Short-Term U.S. Treasury ETF
0.58%5.49%3.65%4.31%-3.87%-0.64%3.11%3.47%1.37%0.33%
MINT
PIMCO Enhanced Short Maturity Active ETF
1.94%4.74%5.94%6.26%-1.01%-0.03%1.62%3.34%1.72%1.86%

Correlation

The correlation between SCHO and MINT is 0.03, 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

0.03

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

0.10

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

0.30

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

0.25

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2010

0.27

Over the past year, the correlation between SCHO and MINT has dropped to 0.03 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

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Return for Risk

SCHO vs. MINT — Risk / Return Rank

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

SCHO
SCHO Risk / Return Rank: 8989
Overall Rank
SCHO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SCHO Sortino Ratio Rank: 9393
Sortino Ratio Rank
SCHO Omega Ratio Rank: 9090
Omega Ratio Rank
SCHO Calmar Ratio Rank: 8383
Calmar Ratio Rank
SCHO Martin Ratio Rank: 8888
Martin Ratio Rank

MINT
MINT Risk / Return Rank: 100100
Overall Rank
MINT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MINT Sortino Ratio Rank: 100100
Sortino Ratio Rank
MINT Omega Ratio Rank: 100100
Omega Ratio Rank
MINT Calmar Ratio Rank: 100100
Calmar Ratio Rank
MINT Martin Ratio Rank: 100100
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. MINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term U.S. Treasury ETF (SCHO) and PIMCO Enhanced Short Maturity Active ETF (MINT). 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.


SCHOMINTDifference
Sharpe ratioReturn per unit of total volatility

-14.83

Sortino ratioReturn per unit of downside risk

-62.03

Omega ratioGain probability vs. loss probability

1.52

21.40

-19.88

Calmar ratioReturn relative to maximum drawdown

4.06

94.29

-90.23

Martin ratioReturn relative to average drawdown

17.10

954.48

-937.38

SCHO vs. MINT - Sharpe Ratio Comparison

The current SCHO Sharpe Ratio is 2.56, which is lower than the MINT Sharpe Ratio of 17.39. The chart below compares the historical Sharpe Ratios of SCHO and MINT, 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. MINT - Drawdown Comparison

The maximum SCHO drawdown since its inception was -5.69%, which is greater than MINT's maximum drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for SCHO and MINT.


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Drawdown Indicators


SCHOMINTDifference

Max Drawdown

Largest peak-to-trough decline

-5.69%

-4.62%

-1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-0.86%

-0.05%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

-0.16%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-5.69%

-2.42%

-3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-5.69%

-4.62%

-1.07%

Current Drawdown

Current decline from peak

-0.10%

0.00%

-0.10%

Average Drawdown

Average peak-to-trough decline

-0.61%

-0.17%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

0.00%

+0.20%

Volatility

SCHO vs. MINT - Volatility Comparison

Schwab Short-Term U.S. Treasury ETF (SCHO) has a higher volatility of 0.43% compared to PIMCO Enhanced Short Maturity Active ETF (MINT) at 0.09%. This indicates that SCHO's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHOMINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

0.09%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

0.93%

0.20%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

1.36%

0.27%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

0.58%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.56%

0.95%

+0.61%

SCHO vs. MINT - Expense Ratio Comparison

SCHO has a 0.03% expense ratio, which is lower than MINT's 0.36% expense ratio.


Dividends

SCHO vs. MINT - Dividend Comparison

SCHO's dividend yield for the trailing twelve months is around 3.90%, less than MINT's 4.28% yield.


PositionTTM20252024202320222021202020192018201720162015
MINT
PIMCO Enhanced Short Maturity Active ETF
4.28%4.63%5.22%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%
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 MINT have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHO has higher volatility (0.43%) compared to MINT (0.09%). In terms of maximum drawdown, SCHO dropped -5.69% vs MINT's -4.62%.

On 10-year performance, MINT leads with 2.72% vs 1.71% for SCHO. On fees, SCHO is cheaper at 0.03% per year. On volatility, MINT has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MINT has performed better with a 2.72% 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 0.36% for MINT.

MINT has the higher dividend yield at 4.28%, compared with 3.90% for SCHO.

SCHO is categorized as Government Bonds, while MINT is Ultrashort Bond. They also come from different issuers: Charles Schwab and PIMCO. Their fees differ too: 0.03% for SCHO and 0.36% for MINT.

MINT currently has the higher Sharpe Ratio (17.39 vs 2.56), 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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