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SCHZ vs. BNDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHZ and BNDW is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

SCHZ vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Aggregate Bond ETF (SCHZ) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

7.00%8.00%9.00%10.00%11.00%12.00%NovemberDecember2025FebruaryMarchApril
10.39%
11.23%
SCHZ
BNDW

Key characteristics

Sharpe Ratio

SCHZ:

1.28

BNDW:

1.54

Sortino Ratio

SCHZ:

1.89

BNDW:

2.28

Omega Ratio

SCHZ:

1.22

BNDW:

1.27

Calmar Ratio

SCHZ:

0.51

BNDW:

0.61

Martin Ratio

SCHZ:

3.22

BNDW:

5.68

Ulcer Index

SCHZ:

2.14%

BNDW:

1.16%

Daily Std Dev

SCHZ:

5.39%

BNDW:

4.28%

Max Drawdown

SCHZ:

-18.74%

BNDW:

-17.22%

Current Drawdown

SCHZ:

-7.09%

BNDW:

-4.54%

Returns By Period

In the year-to-date period, SCHZ achieves a 2.46% return, which is significantly higher than BNDW's 1.95% return.


SCHZ

YTD

2.46%

1M

0.10%

6M

1.41%

1Y

6.94%

5Y*

-0.88%

10Y*

1.32%

BNDW

YTD

1.95%

1M

0.98%

6M

1.65%

1Y

6.85%

5Y*

-0.34%

10Y*

N/A

*Annualized

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SCHZ vs. BNDW - Expense Ratio Comparison

SCHZ has a 0.04% expense ratio, which is lower than BNDW's 0.06% expense ratio. Despite the difference, 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 BNDW: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDW: 0.06%
Expense ratio chart for SCHZ: 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%
SCHZ: 0.04%

Risk-Adjusted Performance

SCHZ vs. BNDW — Risk-Adjusted Performance Rank

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

SCHZ
The Risk-Adjusted Performance Rank of SCHZ is 8080
Overall Rank
The Sharpe Ratio Rank of SCHZ is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHZ is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SCHZ is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SCHZ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SCHZ is 7575
Martin Ratio Rank

BNDW
The Risk-Adjusted Performance Rank of BNDW is 8686
Overall Rank
The Sharpe Ratio Rank of BNDW is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDW is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BNDW is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BNDW is 7171
Calmar Ratio Rank
The Martin Ratio Rank of BNDW is 8787
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.

SCHZ vs. BNDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond ETF (SCHZ) and Vanguard Total World Bond ETF (BNDW). 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 SCHZ, currently valued at 1.28, compared to the broader market-1.000.001.002.003.004.00
SCHZ: 1.28
BNDW: 1.54
The chart of Sortino ratio for SCHZ, currently valued at 1.89, compared to the broader market-2.000.002.004.006.008.00
SCHZ: 1.89
BNDW: 2.28
The chart of Omega ratio for SCHZ, currently valued at 1.22, compared to the broader market0.501.001.502.002.50
SCHZ: 1.22
BNDW: 1.27
The chart of Calmar ratio for SCHZ, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.00
SCHZ: 0.51
BNDW: 0.61
The chart of Martin ratio for SCHZ, currently valued at 3.22, compared to the broader market0.0020.0040.0060.00
SCHZ: 3.22
BNDW: 5.68

The current SCHZ Sharpe Ratio is 1.28, which is comparable to the BNDW Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of SCHZ and BNDW, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.28
1.54
SCHZ
BNDW

Dividends

SCHZ vs. BNDW - Dividend Comparison

SCHZ's dividend yield for the trailing twelve months is around 3.98%, which matches BNDW's 3.95% yield.


TTM20242023202220212020201920182017201620152014
SCHZ
Schwab U.S. Aggregate Bond ETF
3.98%3.96%3.28%2.63%2.16%2.43%2.79%2.79%2.40%2.24%2.11%2.03%
BNDW
Vanguard Total World Bond ETF
3.95%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%

Drawdowns

SCHZ vs. BNDW - Drawdown Comparison

The maximum SCHZ drawdown since its inception was -18.74%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for SCHZ and BNDW. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%NovemberDecember2025FebruaryMarchApril
-7.09%
-4.54%
SCHZ
BNDW

Volatility

SCHZ vs. BNDW - Volatility Comparison

Schwab U.S. Aggregate Bond ETF (SCHZ) has a higher volatility of 2.17% compared to Vanguard Total World Bond ETF (BNDW) at 1.51%. This indicates that SCHZ's price experiences larger fluctuations and is considered to be riskier than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.17%
1.51%
SCHZ
BNDW