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.
Key characteristics
| SCHR | VGIT | |
|---|---|---|
| YTD Return | -1.05% | -1.03% |
| 1Y Return | -0.06% | -0.04% |
| 3Y Return (Ann) | -2.78% | -2.77% |
| 5Y Return (Ann) | 0.04% | 0.05% |
| 10Y Return (Ann) | 1.02% | 1.02% |
| Sharpe Ratio | -0.07 | -0.06 |
| Daily Std Dev | 5.61% | 5.66% |
| Max Drawdown | -16.11% | -16.05% |
| Current Drawdown | -10.86% | -10.83% |
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.
Performance
SCHR vs. VGIT - Performance Comparison
The year-to-date returns for both investments are quite close, with SCHR having a -1.05% return and VGIT slightly higher at -1.03%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SCHR at 1.02% and VGIT at 1.02%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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 3.45%, more than VGIT's 3.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.45% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% | 1.44% | 1.07% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.10% | 2.73% | 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 -16.11%, roughly equal to 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) and Vanguard Intermediate-Term Treasury ETF (VGIT) have volatilities of 1.14% and 1.12%, 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.