SCHR vs. VGIT
Compare and contrast key facts about Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Vanguard Intermediate-Term Treasury ETF (VGIT).
SCHR and VGIT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VGIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 3-10 Year Government Float Adjusted Index. It was launched on Nov 19, 2009. Both SCHR and VGIT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHR or VGIT.
Performance
SCHR vs. VGIT - Performance Comparison
Returns By Period
In the year-to-date period, SCHR achieves a 2.91% return, which is significantly higher than VGIT's 1.39% return. Over the past 10 years, SCHR has outperformed VGIT with an annualized return of 2.17%, while VGIT has yielded a comparatively lower 1.12% annualized return.
SCHR
2.91%
-1.51%
3.65%
6.81%
0.90%
2.17%
VGIT
1.39%
-1.51%
2.75%
4.94%
-0.27%
1.12%
Key characteristics
| SCHR | VGIT | |
|---|---|---|
| Sharpe Ratio | 1.34 | 0.99 |
| Sortino Ratio | 1.99 | 1.46 |
| Omega Ratio | 1.24 | 1.17 |
| Calmar Ratio | 0.66 | 0.37 |
| Martin Ratio | 4.49 | 2.94 |
| Ulcer Index | 1.50% | 1.66% |
| Daily Std Dev | 5.05% | 4.93% |
| Max Drawdown | -14.87% | -16.05% |
| Current Drawdown | -3.91% | -8.65% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCHR vs. VGIT - Expense Ratio Comparison
SCHR has a 0.05% expense ratio, which is higher than VGIT'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%.
Correlation
The correlation between SCHR and VGIT is 0.96, 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.
Risk-Adjusted Performance
SCHR vs. VGIT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.
Dividends
SCHR vs. VGIT - Dividend Comparison
SCHR's dividend yield for the trailing twelve months is around 5.56%, more than VGIT's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 5.56% | 4.75% | 2.87% | 1.52% | 2.83% | 2.90% | 3.43% | 2.50% | 2.32% | 2.86% | 1.92% | 1.59% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.57% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
Drawdowns
SCHR vs. VGIT - Drawdown Comparison
The maximum SCHR drawdown since its inception was -14.87%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for SCHR and VGIT. For additional features, visit the drawdowns tool.
Volatility
SCHR vs. VGIT - Volatility Comparison
Schwab Intermediate-Term U.S. Treasury ETF (SCHR) has a higher volatility of 1.29% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.22%. This indicates that SCHR's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.