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SCHZ vs. FLDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHZ vs. FLDR - Performance Comparison

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

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Returns By Period

In the year-to-date period, SCHZ achieves a 0.30% return, which is significantly lower than FLDR's 1.44% return.


SCHZ

1D
-0.17%
1M
0.26%
YTD
0.30%
6M
0.15%
1Y
5.16%
3Y*
3.94%
5Y*
0.07%
10Y*
1.52%

FLDR

1D
-0.02%
1M
0.41%
YTD
1.44%
6M
1.76%
1Y
4.76%
3Y*
5.36%
5Y*
3.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHZ vs. FLDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SCHZ
Schwab U.S. Aggregate Bond ETF
0.30%7.24%1.26%5.60%-13.17%-1.72%7.46%8.65%1.81%
FLDR
Fidelity Low Duration Bond Factor ETF
1.44%5.41%5.71%6.32%-0.33%-0.18%2.01%4.52%0.94%

Correlation

The correlation between SCHZ and FLDR is 0.70, 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

0.70

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

0.75

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

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2018

0.54

The correlation between SCHZ and FLDR shifts across timeframes, from 0.54 (all time) to 0.75 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SCHZ vs. FLDR — Risk / Return Rank

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

SCHZ
SCHZ Risk / Return Rank: 3737
Overall Rank
SCHZ Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCHZ Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCHZ Omega Ratio Rank: 3535
Omega Ratio Rank
SCHZ Calmar Ratio Rank: 3838
Calmar Ratio Rank
SCHZ Martin Ratio Rank: 3737
Martin Ratio Rank

FLDR
FLDR Risk / Return Rank: 9898
Overall Rank
FLDR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLDR Omega Ratio Rank: 9999
Omega Ratio Rank
FLDR Calmar Ratio Rank: 9696
Calmar Ratio Rank
FLDR Martin Ratio Rank: 9898
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.

SCHZ vs. FLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond ETF (SCHZ) and Fidelity Low Duration Bond Factor ETF (FLDR). 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.


SCHZFLDRDifference
Sharpe ratioReturn per unit of total volatility

-4.58

Sortino ratioReturn per unit of downside risk

-8.01

Omega ratioGain probability vs. loss probability

1.24

2.75

-1.51

Calmar ratioReturn relative to maximum drawdown

1.92

10.24

-8.32

Martin ratioReturn relative to average drawdown

5.87

70.25

-64.37

SCHZ vs. FLDR - Sharpe Ratio Comparison

The current SCHZ Sharpe Ratio is 1.37, which is lower than the FLDR Sharpe Ratio of 5.95. The chart below compares the historical Sharpe Ratios of SCHZ and FLDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCHZFLDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

5.95

-4.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

3.07

-3.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.62

-0.17

Drawdowns

SCHZ vs. FLDR - Drawdown Comparison

The maximum SCHZ drawdown since its inception was -18.74%, which is greater than FLDR's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for SCHZ and FLDR.


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Drawdown Indicators


SCHZFLDRDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-12.23%

-6.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-0.47%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-6.18%

-0.76%

-5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-18.01%

-2.33%

-15.68%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

Current Drawdown

Current decline from peak

-2.47%

-0.02%

-2.45%

Average Drawdown

Average peak-to-trough decline

-3.68%

-0.35%

-3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.07%

+0.81%

Volatility

SCHZ vs. FLDR - Volatility Comparison

Schwab U.S. Aggregate Bond ETF (SCHZ) has a higher volatility of 1.24% compared to Fidelity Low Duration Bond Factor ETF (FLDR) at 0.19%. This indicates that SCHZ's price experiences larger fluctuations and is considered to be riskier than FLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHZFLDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

0.19%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

0.58%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

0.80%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

1.21%

+4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

5.26%

+0.15%

SCHZ vs. FLDR - Expense Ratio Comparison

SCHZ has a 0.03% expense ratio, which is lower than FLDR's 0.15% 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%.


Dividends

SCHZ vs. FLDR - Dividend Comparison

SCHZ's dividend yield for the trailing twelve months is around 4.12%, less than FLDR's 4.43% yield.


PositionTTM20252024202320222021202020192018201720162015
FLDR
Fidelity Low Duration Bond Factor ETF
4.43%4.66%5.50%5.28%2.09%0.51%1.22%2.69%1.38%0.00%0.00%0.00%
SCHZ
Schwab U.S. Aggregate Bond ETF
4.12%4.05%3.96%3.28%2.63%2.16%2.43%2.79%2.56%2.40%2.24%2.11%

Frequently Asked Questions


SCHZ and FLDR have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHZ has higher volatility (1.24%) compared to FLDR (0.19%). In terms of maximum drawdown, SCHZ dropped -18.74% vs FLDR's -12.23%.

On 5-year performance, FLDR leads with 3.70% vs 0.07% for SCHZ. On fees, SCHZ is cheaper at 0.03% per year. On volatility, FLDR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLDR has performed better with a 3.70% return vs 0.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHZ is cheaper with a 0.03% expense ratio, compared with 0.15% for FLDR.

FLDR has the higher dividend yield at 4.43%, compared with 4.12% for SCHZ.

SCHZ is categorized as Total Bond Market, while FLDR is Corporate Bonds. SCHZ tracks Bloomberg US Aggregate Bond Index, while FLDR tracks Fidelity Low Duration Investment Grade Factor Index. They also come from different issuers: Charles Schwab and Fidelity. Their fees differ too: 0.03% for SCHZ and 0.15% for FLDR.

FLDR currently has the higher Sharpe Ratio (5.95 vs 1.37), 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

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