SCHR vs. VGIT
SCHR (Schwab Intermediate-Term U.S. Treasury ETF) and VGIT (Vanguard Intermediate-Term Treasury ETF) are both Government Bonds funds - SCHR tracks the Bloomberg US Treasury 3-10 Year Index while VGIT tracks the Bloomberg U.S. Treasury 3-10 Year Index. Both are passively managed. Over the past 10 years, SCHR returned 1.13%/yr vs 1.13%/yr for VGIT. With a 0.96 correlation, they move nearly in lockstep. SCHR charges 0.05%/yr vs 0.03%/yr for VGIT.
Performance
SCHR vs. VGIT - Performance Comparison
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%
SCHR vs. VGIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SCHR
VGIT
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.
| SCHR | VGIT | Difference | |
|---|---|---|---|
| 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 |
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
| SCHR | VGIT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.45% | -2.44% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -3.64% | -3.52% | -0.12% |
Ulcer IndexDepth 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
| SCHR | VGIT | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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