PortfoliosLab logoPortfoliosLab logo
SCHR vs. VGIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SCHR at -0.51% and VGIT at -0.51%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SCHR at 1.13% and VGIT at 1.13%.


SCHR

1D
-0.24%
1M
0.25%
YTD
-0.51%
6M
-0.40%
1Y
2.88%
3Y*
3.50%
5Y*
0.07%
10Y*
1.13%

VGIT

1D
-0.25%
1M
0.26%
YTD
-0.51%
6M
-0.42%
1Y
2.89%
3Y*
3.51%
5Y*
0.08%
10Y*
1.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHR vs. VGIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
-0.51%7.33%1.42%4.27%-10.58%-2.62%7.72%6.18%1.46%1.59%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.51%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%

Correlation

The correlation between SCHR and VGIT is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2010

0.96

The correlation between SCHR and VGIT has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SCHR vs. VGIT — Risk / Return Rank

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

SCHR
SCHR Risk / Return Rank: 2323
Overall Rank
SCHR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SCHR Sortino Ratio Rank: 2424
Sortino Ratio Rank
SCHR Omega Ratio Rank: 2121
Omega Ratio Rank
SCHR Calmar Ratio Rank: 2323
Calmar Ratio Rank
SCHR Martin Ratio Rank: 2323
Martin Ratio Rank

VGIT
VGIT Risk / Return Rank: 2323
Overall Rank
VGIT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 2424
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2222
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2222
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2323
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. VGIT - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCHRVGITDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.15

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

1.03

1.02

+0.01

Martin ratioReturn relative to average drawdown

2.81

2.78

+0.03

SCHR vs. VGIT - Sharpe Ratio Comparison

The current SCHR Sharpe Ratio is 0.84, which is comparable to the VGIT Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SCHR and VGIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


SCHRVGITDifference

Max Drawdown

Largest peak-to-trough decline

-16.11%

-16.05%

-0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.83%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-4.35%

-4.34%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

-15.02%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

-16.05%

-0.06%

Current Drawdown

Current decline from peak

-2.45%

-2.44%

-0.01%

Average Drawdown

Average peak-to-trough decline

-3.64%

-3.52%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.04%

-0.01%

Volatility

SCHR vs. VGIT - Volatility Comparison

Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Vanguard Intermediate-Term Treasury ETF (VGIT) have volatilities of 1.06% and 1.10%, 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.


Loading charts...

Volatility by Period


SCHRVGITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.10%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

2.48%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

3.38%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

5.39%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

4.51%

-0.03%

SCHR vs. VGIT - Expense Ratio Comparison

SCHR has a 0.05% expense ratio, which is higher than VGIT's 0.03% 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%.


Dividends

SCHR vs. VGIT - Dividend Comparison

SCHR's dividend yield for the trailing twelve months is around 3.92%, more than VGIT's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.92%3.85%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.87%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

Frequently Asked Questions


With a correlation of 0.98, SCHR and VGIT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VGIT has higher volatility (1.10%) compared to SCHR (1.06%). In terms of maximum drawdown, SCHR dropped -16.11% vs VGIT's -16.05%.

On 10-year performance, VGIT leads with 1.13% vs 1.13% for SCHR. On fees, VGIT is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VGIT has performed better with a 1.13% return vs 1.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT is cheaper with a 0.03% expense ratio, compared with 0.05% for SCHR.

SCHR has the higher dividend yield at 3.92%, compared with 3.87% for VGIT.

SCHR tracks Bloomberg US Treasury 3-10 Year Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: Charles Schwab and Vanguard. Their fees differ too: 0.05% for SCHR and 0.03% for VGIT.

VGIT currently has the higher Sharpe Ratio (0.86 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SCHR and VGIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer