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

Correlation

The correlation between SCHQ and VGLT is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

SCHQ vs. VGLT - Performance Comparison

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

-28.00%-26.00%-24.00%-22.00%NovemberDecember2025FebruaryMarchApril
-24.23%
-24.43%
SCHQ
VGLT

Key characteristics

Sharpe Ratio

SCHQ:

0.40

VGLT:

0.40

Sortino Ratio

SCHQ:

0.63

VGLT:

0.63

Omega Ratio

SCHQ:

1.07

VGLT:

1.07

Calmar Ratio

SCHQ:

0.12

VGLT:

0.12

Martin Ratio

SCHQ:

0.78

VGLT:

0.77

Ulcer Index

SCHQ:

6.68%

VGLT:

6.65%

Daily Std Dev

SCHQ:

13.05%

VGLT:

13.02%

Max Drawdown

SCHQ:

-46.13%

VGLT:

-46.18%

Current Drawdown

SCHQ:

-37.91%

VGLT:

-37.98%

Returns By Period

In the year-to-date period, SCHQ achieves a 3.21% return, which is significantly higher than VGLT's 3.00% return.


SCHQ

YTD

3.21%

1M

0.16%

6M

-0.62%

1Y

6.55%

5Y*

-8.92%

10Y*

N/A

VGLT

YTD

3.00%

1M

0.08%

6M

-0.67%

1Y

6.49%

5Y*

-8.95%

10Y*

-0.57%

*Annualized

Compare stocks, funds, or ETFs

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SCHQ vs. VGLT - Expense Ratio Comparison

SCHQ has a 0.05% expense ratio, which is higher than VGLT's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually 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 VGLT: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGLT: 0.04%

Risk-Adjusted Performance

SCHQ vs. VGLT — 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 4040
Overall Rank
The Sharpe Ratio Rank of SCHQ is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHQ is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SCHQ is 4040
Omega Ratio Rank
The Calmar Ratio Rank of SCHQ is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SCHQ is 3636
Martin Ratio Rank

VGLT
The Risk-Adjusted Performance Rank of VGLT is 4040
Overall Rank
The Sharpe Ratio Rank of VGLT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VGLT is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VGLT is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VGLT is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VGLT is 3535
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. VGLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Long-Term U.S. Treasury ETF (SCHQ) and Vanguard Long-Term Treasury ETF (VGLT). 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 0.40, compared to the broader market-1.000.001.002.003.004.00
SCHQ: 0.40
VGLT: 0.40
The chart of Sortino ratio for SCHQ, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
SCHQ: 0.63
VGLT: 0.63
The chart of Omega ratio for SCHQ, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
SCHQ: 1.07
VGLT: 1.07
The chart of Calmar ratio for SCHQ, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.00
SCHQ: 0.12
VGLT: 0.12
The chart of Martin ratio for SCHQ, currently valued at 0.78, compared to the broader market0.0020.0040.0060.00
SCHQ: 0.78
VGLT: 0.77

The current SCHQ Sharpe Ratio is 0.40, which is comparable to the VGLT Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SCHQ and VGLT, 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.40
0.40
SCHQ
VGLT

Dividends

SCHQ vs. VGLT - Dividend Comparison

SCHQ's dividend yield for the trailing twelve months is around 4.41%, more than VGLT's 4.32% yield.


TTM20242023202220212020201920182017201620152014
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.41%4.58%3.79%2.88%1.69%1.52%0.44%0.00%0.00%0.00%0.00%0.00%
VGLT
Vanguard Long-Term Treasury ETF
4.32%4.33%3.33%2.83%1.82%2.15%2.46%2.71%2.55%2.69%3.21%2.75%

Drawdowns

SCHQ vs. VGLT - Drawdown Comparison

The maximum SCHQ drawdown since its inception was -46.13%, roughly equal to the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for SCHQ and VGLT. For additional features, visit the drawdowns tool.


-41.00%-40.00%-39.00%-38.00%-37.00%-36.00%-35.00%NovemberDecember2025FebruaryMarchApril
-37.91%
-37.98%
SCHQ
VGLT

Volatility

SCHQ vs. VGLT - Volatility Comparison

Schwab Long-Term U.S. Treasury ETF (SCHQ) and Vanguard Long-Term Treasury ETF (VGLT) have volatilities of 5.34% and 5.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%NovemberDecember2025FebruaryMarchApril
5.34%
5.39%
SCHQ
VGLT