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SCHQ vs. SCHJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHQ and SCHJ is 0.23, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

SCHQ vs. SCHJ - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-23.91%
17.81%
SCHQ
SCHJ

Key characteristics

Sharpe Ratio

SCHQ:

0.34

SCHJ:

3.06

Sortino Ratio

SCHQ:

0.56

SCHJ:

4.69

Omega Ratio

SCHQ:

1.07

SCHJ:

1.66

Calmar Ratio

SCHQ:

0.11

SCHJ:

6.15

Martin Ratio

SCHQ:

0.67

SCHJ:

17.66

Ulcer Index

SCHQ:

6.66%

SCHJ:

0.45%

Daily Std Dev

SCHQ:

13.06%

SCHJ:

2.61%

Max Drawdown

SCHQ:

-46.13%

SCHJ:

-13.62%

Current Drawdown

SCHQ:

-38.36%

SCHJ:

-0.16%

Returns By Period

In the year-to-date period, SCHQ achieves a 2.47% return, which is significantly higher than SCHJ's 2.06% return.


SCHQ

YTD

2.47%

1M

-1.21%

6M

-1.84%

1Y

5.19%

5Y*

-9.06%

10Y*

N/A

SCHJ

YTD

2.06%

1M

0.38%

6M

2.35%

1Y

7.92%

5Y*

2.93%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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SCHQ vs. SCHJ - Expense Ratio Comparison

Both SCHQ and SCHJ have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SCHQ: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHQ: 0.05%
Expense ratio chart for SCHJ: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHJ: 0.05%

Risk-Adjusted Performance

SCHQ vs. SCHJ — Risk-Adjusted Performance Rank

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

SCHQ
The Risk-Adjusted Performance Rank of SCHQ is 4141
Overall Rank
The Sharpe Ratio Rank of SCHQ is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHQ is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SCHQ is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SCHQ is 3232
Calmar Ratio Rank
The Martin Ratio Rank of SCHQ is 3737
Martin Ratio Rank

SCHJ
The Risk-Adjusted Performance Rank of SCHJ is 9898
Overall Rank
The Sharpe Ratio Rank of SCHJ is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHJ is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SCHJ is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SCHJ is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SCHJ is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHQ vs. SCHJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Long-Term U.S. Treasury ETF (SCHQ) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). 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.


The chart of Sharpe ratio for SCHQ, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.00
SCHQ: 0.34
SCHJ: 3.06
The chart of Sortino ratio for SCHQ, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.00
SCHQ: 0.56
SCHJ: 4.69
The chart of Omega ratio for SCHQ, currently valued at 1.07, compared to the broader market0.501.001.502.00
SCHQ: 1.07
SCHJ: 1.66
The chart of Calmar ratio for SCHQ, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.00
SCHQ: 0.11
SCHJ: 6.15
The chart of Martin ratio for SCHQ, currently valued at 0.67, compared to the broader market0.0020.0040.0060.00
SCHQ: 0.67
SCHJ: 17.66

The current SCHQ Sharpe Ratio is 0.34, which is lower than the SCHJ Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of SCHQ and SCHJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.34
3.06
SCHQ
SCHJ

Dividends

SCHQ vs. SCHJ - Dividend Comparison

SCHQ's dividend yield for the trailing twelve months is around 4.44%, more than SCHJ's 4.16% yield.


TTM202420232022202120202019
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.44%4.58%3.79%2.88%1.69%1.52%0.44%
SCHJ
Schwab 1-5 Year Corporate Bond ETF
4.16%4.00%2.98%1.64%0.94%2.54%0.42%

Drawdowns

SCHQ vs. SCHJ - Drawdown Comparison

The maximum SCHQ drawdown since its inception was -46.13%, which is greater than SCHJ's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for SCHQ and SCHJ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.36%
-0.16%
SCHQ
SCHJ

Volatility

SCHQ vs. SCHJ - Volatility Comparison

Schwab Long-Term U.S. Treasury ETF (SCHQ) has a higher volatility of 5.33% compared to Schwab 1-5 Year Corporate Bond ETF (SCHJ) at 1.41%. This indicates that SCHQ's price experiences larger fluctuations and is considered to be riskier than SCHJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
5.33%
1.41%
SCHQ
SCHJ