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SCHR vs. FLGV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHR vs. FLGV - Performance Comparison

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

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SCHR vs. FLGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
-0.04%7.33%1.42%4.27%-10.58%-2.62%0.01%
FLGV
Franklin Liberty U.S. Treasury Bond ETF
0.19%6.22%0.62%4.18%-11.53%-2.39%-0.27%

Returns By Period

In the year-to-date period, SCHR achieves a -0.04% return, which is significantly lower than FLGV's 0.19% return.


SCHR

1D
0.20%
1M
-1.64%
YTD
-0.04%
6M
1.03%
1Y
4.13%
3Y*
3.30%
5Y*
0.32%
10Y*
1.32%

FLGV

1D
0.12%
1M
-1.62%
YTD
0.19%
6M
0.98%
1Y
3.43%
3Y*
2.67%
5Y*
0.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHR vs. FLGV - Expense Ratio Comparison

SCHR has a 0.05% expense ratio, which is lower than FLGV's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SCHR vs. FLGV — Risk / Return Rank

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

SCHR
SCHR Risk / Return Rank: 6464
Overall Rank
SCHR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SCHR Sortino Ratio Rank: 6868
Sortino Ratio Rank
SCHR Omega Ratio Rank: 5353
Omega Ratio Rank
SCHR Calmar Ratio Rank: 7373
Calmar Ratio Rank
SCHR Martin Ratio Rank: 6161
Martin Ratio Rank

FLGV
FLGV Risk / Return Rank: 4646
Overall Rank
FLGV Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FLGV Sortino Ratio Rank: 4646
Sortino Ratio Rank
FLGV Omega Ratio Rank: 3737
Omega Ratio Rank
FLGV Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLGV Martin Ratio Rank: 4242
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. FLGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Franklin Liberty U.S. Treasury Bond ETF (FLGV). 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.


SCHRFLGVDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.84

+0.24

Sortino ratio

Return per unit of downside risk

1.64

1.25

+0.39

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.81

1.51

+0.30

Martin ratio

Return relative to average drawdown

5.65

3.95

+1.70

SCHR vs. FLGV - Sharpe Ratio Comparison

The current SCHR Sharpe Ratio is 1.08, which is comparable to the FLGV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SCHR and FLGV, 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


SCHRFLGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.84

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.00

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

-0.13

+0.59

Correlation

The correlation between SCHR and FLGV is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SCHR vs. FLGV - Dividend Comparison

SCHR's dividend yield for the trailing twelve months is around 3.86%, less than FLGV's 4.06% yield.


TTM20252024202320222021202020192018201720162015
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.86%3.85%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%
FLGV
Franklin Liberty U.S. Treasury Bond ETF
4.06%4.07%4.13%3.46%2.21%1.92%0.97%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCHR vs. FLGV - Drawdown Comparison

The maximum SCHR drawdown since its inception was -16.11%, smaller than the maximum FLGV drawdown of -17.63%. Use the drawdown chart below to compare losses from any high point for SCHR and FLGV.


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Drawdown Indicators


SCHRFLGVDifference

Max Drawdown

Largest peak-to-trough decline

-16.11%

-17.63%

+1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.39%

-2.45%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

-15.26%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

Current Drawdown

Current decline from peak

-1.98%

-5.41%

+3.43%

Average Drawdown

Average peak-to-trough decline

-3.66%

-8.83%

+5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.94%

-0.17%

Volatility

SCHR vs. FLGV - Volatility Comparison

The current volatility for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) is 1.35%, while Franklin Liberty U.S. Treasury Bond ETF (FLGV) has a volatility of 1.45%. This indicates that SCHR experiences smaller price fluctuations and is considered to be less risky than FLGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHRFLGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.45%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

2.53%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

4.13%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.36%

5.41%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

5.19%

-0.72%