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SCHP vs. FFRHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHP vs. FFRHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. TIPS ETF (SCHP) and Fidelity Floating Rate High Income Fund (FFRHX). The values are adjusted to include any dividend payments, if applicable.

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SCHP vs. FFRHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHP
Schwab U.S. TIPS ETF
0.37%6.76%1.95%3.91%-12.02%5.87%10.86%8.52%-1.78%3.02%
FFRHX
Fidelity Floating Rate High Income Fund
-0.50%5.47%7.10%12.63%-1.55%5.01%1.69%8.63%0.10%3.91%

Returns By Period

In the year-to-date period, SCHP achieves a 0.37% return, which is significantly higher than FFRHX's -0.50% return. Over the past 10 years, SCHP has underperformed FFRHX with an annualized return of 2.56%, while FFRHX has yielded a comparatively higher 4.99% annualized return.


SCHP

1D
-0.09%
1M
-1.16%
YTD
0.37%
6M
0.14%
1Y
2.84%
3Y*
3.12%
5Y*
1.37%
10Y*
2.56%

FFRHX

1D
0.11%
1M
0.34%
YTD
-0.50%
6M
0.77%
1Y
4.77%
3Y*
7.08%
5Y*
5.20%
10Y*
4.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHP vs. FFRHX - Expense Ratio Comparison

SCHP has a 0.05% expense ratio, which is lower than FFRHX's 0.67% expense ratio.


Return for Risk

SCHP vs. FFRHX — Risk / Return Rank

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

SCHP
SCHP Risk / Return Rank: 3434
Overall Rank
SCHP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 3232
Sortino Ratio Rank
SCHP Omega Ratio Rank: 2929
Omega Ratio Rank
SCHP Calmar Ratio Rank: 3838
Calmar Ratio Rank
SCHP Martin Ratio Rank: 3333
Martin Ratio Rank

FFRHX
FFRHX Risk / Return Rank: 8282
Overall Rank
FFRHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FFRHX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FFRHX Omega Ratio Rank: 9393
Omega Ratio Rank
FFRHX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FFRHX Martin Ratio Rank: 8484
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.

SCHP vs. FFRHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. TIPS ETF (SCHP) and Fidelity Floating Rate High Income Fund (FFRHX). 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.


SCHPFFRHXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.42

-0.72

Sortino ratio

Return per unit of downside risk

0.98

2.01

-1.03

Omega ratio

Gain probability vs. loss probability

1.13

1.47

-0.35

Calmar ratio

Return relative to maximum drawdown

1.03

1.79

-0.76

Martin ratio

Return relative to average drawdown

3.07

8.65

-5.58

SCHP vs. FFRHX - Sharpe Ratio Comparison

The current SCHP Sharpe Ratio is 0.71, which is lower than the FFRHX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SCHP and FFRHX, 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


SCHPFFRHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.42

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

1.84

-1.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

1.21

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.13

-0.63

Correlation

The correlation between SCHP and FFRHX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SCHP vs. FFRHX - Dividend Comparison

SCHP's dividend yield for the trailing twelve months is around 3.72%, less than FFRHX's 6.75% yield.


TTM20252024202320222021202020192018201720162015
SCHP
Schwab U.S. TIPS ETF
3.72%4.06%2.99%3.02%7.19%4.39%1.11%2.02%2.26%1.90%1.38%0.28%
FFRHX
Fidelity Floating Rate High Income Fund
6.75%7.41%6.94%8.24%3.81%2.74%3.84%5.15%4.74%4.05%4.44%3.69%

Drawdowns

SCHP vs. FFRHX - Drawdown Comparison

The maximum SCHP drawdown since its inception was -14.26%, smaller than the maximum FFRHX drawdown of -22.20%. Use the drawdown chart below to compare losses from any high point for SCHP and FFRHX.


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Drawdown Indicators


SCHPFFRHXDifference

Max Drawdown

Largest peak-to-trough decline

-14.26%

-22.20%

+7.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-2.63%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-14.26%

-5.90%

-8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-14.26%

-22.20%

+7.94%

Current Drawdown

Current decline from peak

-1.35%

-0.72%

-0.63%

Average Drawdown

Average peak-to-trough decline

-3.97%

-1.16%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.59%

+0.35%

Volatility

SCHP vs. FFRHX - Volatility Comparison

Schwab U.S. TIPS ETF (SCHP) has a higher volatility of 1.36% compared to Fidelity Floating Rate High Income Fund (FFRHX) at 0.65%. This indicates that SCHP's price experiences larger fluctuations and is considered to be riskier than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHPFFRHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

0.65%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.22%

1.62%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

3.31%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.13%

2.84%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.60%

4.13%

+1.47%