PortfoliosLab logoPortfoliosLab logo
SCHX vs. SHYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHX vs. SHYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap ETF (SCHX) and iShares 0-5 Year High Yield Corporate Bond ETF (SHYG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SCHX achieves a 8.86% return, which is significantly higher than SHYG's 1.72% return. Over the past 10 years, SCHX has outperformed SHYG with an annualized return of 15.35%, while SHYG has yielded a comparatively lower 5.22% annualized return.


SCHX

1D
0.48%
1M
0.59%
YTD
8.86%
6M
9.10%
1Y
25.11%
3Y*
20.84%
5Y*
12.76%
10Y*
15.35%

SHYG

1D
0.05%
1M
0.85%
YTD
1.72%
6M
2.29%
1Y
6.70%
3Y*
8.09%
5Y*
4.82%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHX vs. SHYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHX
Schwab U.S. Large-Cap ETF
8.86%17.46%24.88%26.84%-19.41%26.81%20.81%31.22%-4.66%21.95%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
1.72%7.94%8.17%10.38%-4.71%4.60%3.15%9.93%0.02%5.11%

Correlation

The correlation between SCHX and SHYG is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.71

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

0.74

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

0.73

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2013

0.69

The correlation between SCHX and SHYG has been stable across timeframes, ranging from 0.69 to 0.77 - 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

SCHX vs. SHYG — Risk / Return Rank

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

SCHX
SCHX Risk / Return Rank: 6666
Overall Rank
SCHX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 6565
Sortino Ratio Rank
SCHX Omega Ratio Rank: 6767
Omega Ratio Rank
SCHX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SCHX Martin Ratio Rank: 7272
Martin Ratio Rank

SHYG
SHYG Risk / Return Rank: 8080
Overall Rank
SHYG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SHYG Sortino Ratio Rank: 8181
Sortino Ratio Rank
SHYG Omega Ratio Rank: 7979
Omega Ratio Rank
SHYG Calmar Ratio Rank: 8181
Calmar Ratio Rank
SHYG Martin Ratio Rank: 8787
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.

SCHX vs. SHYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) and iShares 0-5 Year High Yield Corporate Bond ETF (SHYG). 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.


SCHXSHYGDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

2.63

3.70

-1.07

Martin ratioReturn relative to average drawdown

11.65

16.02

-4.38

SCHX vs. SHYG - Sharpe Ratio Comparison

The current SCHX Sharpe Ratio is 1.91, which is comparable to the SHYG Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of SCHX and SHYG, 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

SCHX vs. SHYG - Drawdown Comparison

The maximum SCHX drawdown since its inception was -34.33%, which is greater than SHYG's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for SCHX and SHYG.


Loading charts...

Drawdown Indicators


SCHXSHYGDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-19.26%

-15.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-1.75%

-7.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.04%

-4.53%

-14.51%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

-9.39%

-16.02%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-19.26%

-15.07%

Current Drawdown

Current decline from peak

-2.37%

0.00%

-2.37%

Average Drawdown

Average peak-to-trough decline

-3.96%

-1.44%

-2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

0.40%

+1.64%

Volatility

SCHX vs. SHYG - Volatility Comparison

Schwab U.S. Large-Cap ETF (SCHX) has a higher volatility of 4.47% compared to iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) at 0.98%. This indicates that SCHX's price experiences larger fluctuations and is considered to be riskier than SHYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SCHXSHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

0.98%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

2.55%

+7.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.47%

3.20%

+9.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

5.73%

+11.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

6.42%

+11.75%

SCHX vs. SHYG - Expense Ratio Comparison

SCHX has a 0.03% expense ratio, which is lower than SHYG's 0.30% expense ratio.


Dividends

SCHX vs. SHYG - Dividend Comparison

SCHX's dividend yield for the trailing twelve months is around 1.02%, less than SHYG's 7.00% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHX
Schwab U.S. Large-Cap ETF
1.02%1.09%1.22%1.39%1.64%1.22%1.64%1.82%2.02%1.70%1.92%2.04%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
7.00%7.03%6.93%6.54%5.57%4.83%5.07%5.33%5.90%5.49%5.53%5.17%

Frequently Asked Questions


SCHX and SHYG have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHX has higher volatility (4.47%) compared to SHYG (0.98%). In terms of maximum drawdown, SCHX dropped -34.33% vs SHYG's -19.26%.

On 10-year performance, SCHX leads with 15.35% vs 5.22% for SHYG. On fees, SCHX is cheaper at 0.03% per year. On volatility, SHYG has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHX has performed better with a 15.35% return vs 5.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHX is cheaper with a 0.03% expense ratio, compared with 0.30% for SHYG.

SHYG has the higher dividend yield at 7.00%, compared with 1.02% for SCHX.

SCHX is categorized as Large Cap Blend Equities, while SHYG is High Yield Bonds. SCHX tracks Dow Jones U.S. Large-Cap Total Stock Market Index, while SHYG tracks Markit iBoxx USD Liquid High Yield 0-5 Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.03% for SCHX and 0.30% for SHYG.

SHYG currently has the higher Sharpe Ratio (2.02 vs 1.91), 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 SCHX and SHYG

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