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SCHR vs. VGIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHR and VGIT is -0.23. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

SCHR vs. VGIT - 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 Intermediate-Term Treasury ETF (VGIT). The values are adjusted to include any dividend payments, if applicable.

24.00%26.00%28.00%30.00%32.00%NovemberDecember2025FebruaryMarchApril
30.22%
30.17%
SCHR
VGIT

Key characteristics

Sharpe Ratio

SCHR:

1.64

VGIT:

1.67

Sortino Ratio

SCHR:

2.53

VGIT:

2.58

Omega Ratio

SCHR:

1.30

VGIT:

1.30

Calmar Ratio

SCHR:

0.61

VGIT:

0.61

Martin Ratio

SCHR:

3.95

VGIT:

3.98

Ulcer Index

SCHR:

1.92%

VGIT:

1.92%

Daily Std Dev

SCHR:

4.63%

VGIT:

4.56%

Max Drawdown

SCHR:

-16.11%

VGIT:

-16.05%

Current Drawdown

SCHR:

-5.46%

VGIT:

-5.39%

Returns By Period

The year-to-date returns for both investments are quite close, with SCHR having a 3.48% return and VGIT slightly higher at 3.57%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SCHR at 1.27% and VGIT at 1.27%.


SCHR

YTD

3.48%

1M

0.63%

6M

2.74%

1Y

7.90%

5Y*

-0.93%

10Y*

1.27%

VGIT

YTD

3.57%

1M

0.67%

6M

2.79%

1Y

7.95%

5Y*

-0.91%

10Y*

1.27%

*Annualized

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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%.


Expense ratio chart for SCHR: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHR: 0.05%
Expense ratio chart for VGIT: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGIT: 0.04%

Risk-Adjusted Performance

SCHR vs. VGIT — Risk-Adjusted Performance Rank

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

SCHR
The Risk-Adjusted Performance Rank of SCHR is 8585
Overall Rank
The Sharpe Ratio Rank of SCHR is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHR is 9393
Sortino Ratio Rank
The Omega Ratio Rank of SCHR is 9090
Omega Ratio Rank
The Calmar Ratio Rank of SCHR is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHR is 8080
Martin Ratio Rank

VGIT
The Risk-Adjusted Performance Rank of VGIT is 8585
Overall Rank
The Sharpe Ratio Rank of VGIT is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of VGIT is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VGIT is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VGIT is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VGIT is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SCHR, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.00
SCHR: 1.64
VGIT: 1.67
The chart of Sortino ratio for SCHR, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.00
SCHR: 2.53
VGIT: 2.58
The chart of Omega ratio for SCHR, currently valued at 1.30, compared to the broader market0.501.001.502.00
SCHR: 1.30
VGIT: 1.30
The chart of Calmar ratio for SCHR, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
SCHR: 0.61
VGIT: 0.61
The chart of Martin ratio for SCHR, currently valued at 3.95, compared to the broader market0.0020.0040.0060.00
SCHR: 3.95
VGIT: 3.98

The current SCHR Sharpe Ratio is 1.64, which is comparable to the VGIT Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of SCHR and VGIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.64
1.67
SCHR
VGIT

Dividends

SCHR vs. VGIT - Dividend Comparison

SCHR's dividend yield for the trailing twelve months is around 3.75%, more than VGIT's 3.69% yield.


TTM20242023202220212020201920182017201620152014
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.75%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%1.44%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.69%3.67%2.72%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%

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.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%NovemberDecember2025FebruaryMarchApril
-5.46%
-5.39%
SCHR
VGIT

Volatility

SCHR vs. VGIT - Volatility Comparison

Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Vanguard Intermediate-Term Treasury ETF (VGIT) have volatilities of 1.81% and 1.81%, 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.


1.00%1.20%1.40%1.60%1.80%NovemberDecember2025FebruaryMarchApril
1.81%
1.81%
SCHR
VGIT