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

Key characteristics


SCHZBNDX
YTD Return-0.59%-0.01%
1Y Return2.36%5.36%
3Y Return (Ann)-2.54%-1.76%
5Y Return (Ann)0.30%0.32%
10Y Return (Ann)1.47%2.18%
Sharpe Ratio0.321.07
Daily Std Dev6.81%4.97%
Max Drawdown-18.74%-16.23%
Current Drawdown-10.98%-7.38%

Correlation

0.69
-1.001.00

The correlation between SCHZ and BNDX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SCHZ vs. BNDX - Performance Comparison

In the year-to-date period, SCHZ achieves a -0.59% return, which is significantly lower than BNDX's -0.01% return. Over the past 10 years, SCHZ has underperformed BNDX with an annualized return of 1.47%, while BNDX has yielded a comparatively higher 2.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%15.00%20.00%25.00%OctoberNovemberDecember2024FebruaryMarch
17.14%
26.20%
SCHZ
BNDX

Compare stocks, funds, or ETFs


Schwab U.S. Aggregate Bond ETF

Vanguard Total International Bond ETF

SCHZ vs. BNDX - Expense Ratio Comparison

SCHZ has a 0.04% expense ratio, which is lower than BNDX's 0.07% expense ratio.

BNDX
Vanguard Total International Bond ETF
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SCHZ vs. BNDX - 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 International Bond ETF (BNDX). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHZ
Schwab U.S. Aggregate Bond ETF
0.35
BNDX
Vanguard Total International Bond ETF
1.07

SCHZ vs. BNDX - Sharpe Ratio Comparison

The current SCHZ Sharpe Ratio is 0.35, which is lower than the BNDX Sharpe Ratio of 1.07. The chart below compares the 12-month rolling Sharpe Ratio of SCHZ and BNDX.


Rolling 12-month Sharpe Ratio0.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.35
1.07
SCHZ
BNDX

Dividends

SCHZ vs. BNDX - Dividend Comparison

SCHZ's dividend yield for the trailing twelve months is around 3.45%, less than BNDX's 4.54% yield.


TTM20232022202120202019201820172016201520142013
SCHZ
Schwab U.S. Aggregate Bond ETF
3.45%3.28%2.63%2.16%2.43%2.79%2.79%2.40%2.24%2.11%2.03%2.01%
BNDX
Vanguard Total International Bond ETF
4.54%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%

Drawdowns

SCHZ vs. BNDX - Drawdown Comparison

The maximum SCHZ drawdown since its inception was -18.74%, which is greater than BNDX's maximum drawdown of -16.23%. The drawdown chart below compares losses from any high point along the way for SCHZ and BNDX


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%OctoberNovemberDecember2024FebruaryMarch
-10.98%
-7.38%
SCHZ
BNDX

Volatility

SCHZ vs. BNDX - Volatility Comparison

Schwab U.S. Aggregate Bond ETF (SCHZ) has a higher volatility of 1.21% compared to Vanguard Total International Bond ETF (BNDX) at 0.97%. This indicates that SCHZ's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%OctoberNovemberDecember2024FebruaryMarch
1.21%
0.97%
SCHZ
BNDX