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SCHR vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHR vs. BND - Performance Comparison

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

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Returns By Period

In the year-to-date period, SCHR achieves a -0.27% return, which is significantly lower than BND's 0.65% return. Over the past 10 years, SCHR has underperformed BND with an annualized return of 1.20%, while BND has yielded a comparatively higher 1.60% annualized return.


SCHR

1D
0.29%
1M
0.50%
YTD
-0.27%
6M
-0.27%
1Y
3.21%
3Y*
3.61%
5Y*
0.10%
10Y*
1.20%

BND

1D
0.27%
1M
1.01%
YTD
0.65%
6M
0.69%
1Y
4.73%
3Y*
4.05%
5Y*
0.04%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHR vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
-0.27%7.33%1.42%4.27%-10.58%-2.62%7.72%6.18%1.46%1.59%
BND
Vanguard Total Bond Market ETF
0.65%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between SCHR and BND is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.96

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

0.95

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

0.92

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

0.91

The correlation between SCHR and BND has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

SCHR vs. BND — Risk / Return Rank

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

SCHR
SCHR Risk / Return Rank: 2626
Overall Rank
SCHR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SCHR Sortino Ratio Rank: 2727
Sortino Ratio Rank
SCHR Omega Ratio Rank: 2424
Omega Ratio Rank
SCHR Calmar Ratio Rank: 2525
Calmar Ratio Rank
SCHR Martin Ratio Rank: 2525
Martin Ratio Rank

BND
BND Risk / Return Rank: 3636
Overall Rank
BND Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3838
Sortino Ratio Rank
BND Omega Ratio Rank: 3434
Omega Ratio Rank
BND Calmar Ratio Rank: 3737
Calmar Ratio Rank
BND Martin Ratio Rank: 3535
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.

SCHR vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Vanguard Total Bond Market ETF (BND). 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.


SCHRBNDDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratioReturn relative to maximum drawdown

1.15

1.77

-0.62

Martin ratioReturn relative to average drawdown

3.16

5.10

-1.93

SCHR vs. BND - Sharpe Ratio Comparison

The current SCHR Sharpe Ratio is 0.95, which is comparable to the BND Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of SCHR and BND, 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

SCHR vs. BND - Drawdown Comparison

The maximum SCHR drawdown since its inception was -16.11%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for SCHR and BND.


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Drawdown Indicators


SCHRBNDDifference

Max Drawdown

Largest peak-to-trough decline

-16.11%

-18.58%

+2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.68%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-4.35%

-5.92%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

-17.91%

+2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

-18.58%

+2.47%

Current Drawdown

Current decline from peak

-2.21%

-1.99%

-0.22%

Average Drawdown

Average peak-to-trough decline

-3.64%

-3.06%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.93%

+0.09%

Volatility

SCHR vs. BND - Volatility Comparison

Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.11% and 1.14%, 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.


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Volatility by Period


SCHRBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

1.14%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

2.76%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.41%

3.72%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

6.03%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

5.53%

-1.05%

SCHR vs. BND - Expense Ratio Comparison

SCHR has a 0.05% expense ratio, which is higher than BND's 0.03% 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%.


Dividends

SCHR vs. BND - Dividend Comparison

SCHR's dividend yield for the trailing twelve months is around 3.91%, less than BND's 3.95% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.95%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.91%3.85%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%

Frequently Asked Questions


With a correlation of 0.94, SCHR and BND move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BND has higher volatility (1.14%) compared to SCHR (1.11%). In terms of maximum drawdown, SCHR dropped -16.11% vs BND's -18.58%.

On 10-year performance, BND leads with 1.60% vs 1.20% for SCHR. On fees, BND is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BND has performed better with a 1.60% return vs 1.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.05% for SCHR.

BND has the higher dividend yield at 3.95%, compared with 3.91% for SCHR.

SCHR is categorized as Government Bonds, while BND is Total Bond Market. SCHR tracks Bloomberg US Treasury 3-10 Year Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: Charles Schwab and Vanguard. Their fees differ too: 0.05% for SCHR and 0.03% for BND.

BND currently has the higher Sharpe Ratio (1.27 vs 0.95), 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.

Portfolio Optimizer

Find the right allocation for SCHR and BND

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