SCHR vs. NCRLX
Compare and contrast key facts about Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Neuberger Berman Core Bond Fund (NCRLX).
SCHR is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Treasury (3-10 Y). It was launched on Aug 5, 2010. NCRLX is managed by Neuberger Berman. It was launched on Sep 29, 1995.
Performance
SCHR vs. NCRLX - Performance Comparison
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SCHR vs. NCRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 0.05% | 7.33% | 1.42% | 4.27% | -10.58% | -2.62% | 7.72% | 6.18% | 1.46% | 1.59% |
NCRLX Neuberger Berman Core Bond Fund | -0.38% | 7.24% | 1.90% | 5.69% | -14.36% | -1.07% | 9.50% | 9.43% | -1.06% | 3.95% |
Returns By Period
In the year-to-date period, SCHR achieves a 0.05% return, which is significantly higher than NCRLX's -0.38% return. Over the past 10 years, SCHR has underperformed NCRLX with an annualized return of 1.32%, while NCRLX has yielded a comparatively higher 1.87% annualized return.
SCHR
- 1D
- 0.16%
- 1M
- -1.07%
- YTD
- 0.05%
- 6M
- 0.76%
- 1Y
- 4.10%
- 3Y*
- 3.20%
- 5Y*
- 0.34%
- 10Y*
- 1.32%
NCRLX
- 1D
- 0.11%
- 1M
- -1.78%
- YTD
- -0.38%
- 6M
- 0.18%
- 1Y
- 3.82%
- 3Y*
- 3.62%
- 5Y*
- -0.04%
- 10Y*
- 1.87%
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SCHR vs. NCRLX - Expense Ratio Comparison
SCHR has a 0.05% expense ratio, which is lower than NCRLX's 0.39% expense ratio.
Return for Risk
SCHR vs. NCRLX — Risk / Return Rank
SCHR
NCRLX
SCHR vs. NCRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Neuberger Berman Core Bond Fund (NCRLX). 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.
| SCHR | NCRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.93 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.35 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.79 | -0.13 |
Martin ratioReturn relative to average drawdown | 5.09 | 5.39 | -0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHR | NCRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.93 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | -0.01 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.38 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.49 | -0.04 |
Correlation
The correlation between SCHR and NCRLX is 0.84, 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. NCRLX - Dividend Comparison
SCHR's dividend yield for the trailing twelve months is around 3.89%, less than NCRLX's 4.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.89% | 3.85% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% |
NCRLX Neuberger Berman Core Bond Fund | 4.35% | 4.68% | 4.76% | 3.90% | 2.63% | 2.47% | 4.76% | 3.37% | 3.00% | 2.80% | 3.37% | 3.15% |
Drawdowns
SCHR vs. NCRLX - Drawdown Comparison
The maximum SCHR drawdown since its inception was -16.11%, smaller than the maximum NCRLX drawdown of -19.21%. Use the drawdown chart below to compare losses from any high point for SCHR and NCRLX.
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Drawdown Indicators
| SCHR | NCRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.11% | -19.21% | +3.10% |
Max Drawdown (1Y)Largest decline over 1 year | -2.39% | -2.88% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -15.07% | -19.21% | +4.14% |
Max Drawdown (10Y)Largest decline over 10 years | -16.11% | -19.21% | +3.10% |
Current DrawdownCurrent decline from peak | -1.90% | -2.69% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -3.82% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 0.96% | -0.18% |
Volatility
SCHR vs. NCRLX - Volatility Comparison
The current volatility for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) is 1.35%, while Neuberger Berman Core Bond Fund (NCRLX) has a volatility of 1.58%. This indicates that SCHR experiences smaller price fluctuations and is considered to be less risky than NCRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHR | NCRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 1.58% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.31% | 2.65% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.84% | 4.42% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.36% | 5.99% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.47% | 4.98% | -0.51% |