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SCHP vs. GLRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SCHP vs. GLRY

Last updated Jun 9, 2026

SCHP (Schwab U.S. TIPS ETF) and GLRY (Inspire Faithward Mid Cap Momentum ESG ETF) are both exchange-traded funds - SCHP is a Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Linked Bond Index (Series-L), while GLRY is a Momentum fund actively managed by Inspire. SCHP is passively managed, while GLRY is actively managed. Over the past 5 years, SCHP returned 1.02%/yr vs 8.21%/yr for GLRY. At a 0.15 correlation, their price movements are largely independent. SCHP charges 0.03%/yr vs 0.85%/yr for GLRY.

Performance

SCHP vs. GLRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. TIPS ETF (SCHP) and Inspire Faithward Mid Cap Momentum ESG ETF (GLRY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHP achieves a 0.96% return, which is significantly lower than GLRY's 14.13% return.

SCHP

1D
-0.19%
1M
-0.89%
YTD
0.96%
6M
0.95%
1Y
4.80%
3Y*
3.84%
5Y*
1.02%
10Y*
2.53%

GLRY

1D
0.58%
1M
-0.75%
YTD
14.13%
6M
11.67%
1Y
26.18%
3Y*
19.47%
5Y*
8.21%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHP vs. GLRY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
SCHP
Schwab U.S. TIPS ETF		0.96%6.76%1.95%3.91%-12.02%5.87%1.00%
GLRY
Inspire Faithward Mid Cap Momentum ESG ETF		14.13%16.50%16.59%19.58%-22.50%15.97%4.64%

Correlation

The correlation between SCHP and GLRY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.20

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

0.19

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

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2020

0.15

SCHP vs. GLRY - Sectors Allocation Comparison

Sectors
SCHP
GLRY

Consumer Cyclical

100.0%
11.9%

Financial Services

0.0%
10.2%

Basic Materials

-

1.8%

Communication Services

-

1.6%

Consumer Defensive

-

1.4%

Energy

-

2.5%

Healthcare

-

8.1%

Industrials

-

24.6%

Real Estate

-

2.6%

Technology

-

32.3%

Utilities

-

3.0%

Consumer Cyclical

SCHP
100.0%
GLRY
11.9%

Financial Services

SCHP
0.0%
GLRY
10.2%

Basic Materials

SCHP

-

GLRY
1.8%

Communication Services

SCHP

-

GLRY
1.6%

Consumer Defensive

SCHP

-

GLRY
1.4%

Energy

SCHP

-

GLRY
2.5%

Healthcare

SCHP

-

GLRY
8.1%

Industrials

SCHP

-

GLRY
24.6%

Real Estate

SCHP

-

GLRY
2.6%

Technology

SCHP

-

GLRY
32.3%

Utilities

SCHP

-

GLRY
3.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Schwab U.S. TIPS ETF

Inspire Faithward Mid Cap Momentum ESG ETF

Often compared with SCHP:
SCHP vs. VTIPSCHP vs. TIPSCHP vs. SCHZSCHP vs. FIPDXSCHP vs. STIPSCHP vs. SCHDSCHP vs. BND
Often compared with GLRY:
GLRY vs. BIBLGLRY vs. FDLSGLRY vs. ETIDXGLRY vs. INDSGLRY vs. TMFCGLRY vs. QQQGLRY vs. VTI

Return for Risk

SCHP vs. GLRY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SCHP
SCHP Risk / Return Rank: 4949
Overall Rank
SCHP Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 5050
Sortino Ratio Rank
SCHP Omega Ratio Rank: 4545
Omega Ratio Rank
SCHP Calmar Ratio Rank: 5656
Calmar Ratio Rank
SCHP Martin Ratio Rank: 4949
Martin Ratio Rank
GLRY
GLRY Risk / Return Rank: 4848
Overall Rank
GLRY Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GLRY Sortino Ratio Rank: 4444
Sortino Ratio Rank
GLRY Omega Ratio Rank: 4545
Omega Ratio Rank
GLRY Calmar Ratio Rank: 5454
Calmar Ratio Rank
GLRY Martin Ratio Rank: 5454
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. GLRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. TIPS ETF (SCHP) and Inspire Faithward Mid Cap Momentum ESG ETF (GLRY). 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.

SCHPGLRYDifference
Sharpe ratioReturn per unit of total volatility
1.47
1.43

+0.04

Sortino ratioReturn per unit of downside risk
2.23
1.98

+0.25

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

2.50

2.42

+0.08

Martin ratioReturn relative to average drawdown

7.59

8.36

-0.77

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHP vs. GLRY - Sharpe Ratio Comparison

The current SCHP Sharpe Ratio is 1.47, which is comparable to the GLRY Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SCHP and GLRY, 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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Sharpe Ratios by Period

SCHPGLRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.43

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.41

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.49

0.00

Drawdowns

SCHP vs. GLRY - Drawdown Comparison

The maximum SCHP drawdown since its inception was -14.26%, smaller than the maximum GLRY drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for SCHP and GLRY.

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Drawdown Indicators

SCHPGLRYDifference

Max Drawdown

Largest peak-to-trough decline

-14.26%

-40.60%

+26.34%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-10.89%

+8.96%

Max Drawdown (3Y)

Largest decline over 3 years

-4.48%

-20.50%

+16.02%

Max Drawdown (5Y)

Largest decline over 5 years

-14.26%

-34.63%

+20.37%

Max Drawdown (10Y)

Largest decline over 10 years

-14.26%

—

—

Current Drawdown

Current decline from peak

-0.89%

-2.51%

+1.62%

Average Drawdown

Average peak-to-trough decline

-3.93%

-16.01%

+12.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

3.14%

-2.51%

Volatility

SCHP vs. GLRY - Volatility Comparison

The current volatility for Schwab U.S. TIPS ETF (SCHP) is 1.00%, while Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) has a volatility of 6.00%. This indicates that SCHP experiences smaller price fluctuations and is considered to be less risky than GLRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SCHPGLRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

6.00%

-5.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

15.41%

-13.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

18.45%

-15.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

20.09%

-13.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.59%

21.42%

-15.83%

SCHP vs. GLRY - Expense Ratio Comparison

SCHP has a 0.03% expense ratio, which is lower than GLRY's 0.85% expense ratio.

Dividends

SCHP vs. GLRY - Dividend Comparison

SCHP's dividend yield for the trailing twelve months is around 4.01%, more than GLRY's 0.24% yield.

PositionTTM20252024202320222021202020192018201720162015
GLRY
Inspire Faithward Mid Cap Momentum ESG ETF		0.24%0.34%0.52%1.07%1.04%4.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHP
Schwab U.S. TIPS ETF		4.01%4.06%2.99%3.02%7.19%4.39%1.11%2.02%2.26%1.90%1.38%0.28%

Frequently Asked Questions

SCHP and GLRY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLRY has higher volatility (6.00%) compared to SCHP (1.00%). In terms of maximum drawdown, SCHP dropped -14.26% vs GLRY's -40.60%.

On 5-year performance, GLRY leads with 8.21% vs 1.02% for SCHP. On fees, SCHP is cheaper at 0.03% per year. On volatility, SCHP has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GLRY has performed better with a 8.21% return vs 1.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHP is cheaper with a 0.03% expense ratio, compared with 0.85% for GLRY.

SCHP has the higher dividend yield at 4.01%, compared with 0.24% for GLRY.

SCHP is categorized as Inflation-Protected Bonds, while GLRY is Momentum. They also come from different issuers: Charles Schwab and Inspire. Their fees differ too: 0.03% for SCHP and 0.85% for GLRY.

SCHP currently has the higher Sharpe Ratio (1.47 vs 1.43), 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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