SCHZ vs. VXUS
SCHZ (Schwab U.S. Aggregate Bond ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - SCHZ is a Total Bond Market fund tracking the Bloomberg US Aggregate Bond Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, SCHZ returned 1.52%/yr vs 10.00%/yr for VXUS. At a correlation of -0.01, they often move in opposite directions. SCHZ charges 0.03%/yr vs 0.05%/yr for VXUS.
Performance
SCHZ vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, SCHZ achieves a 0.64% return, which is significantly lower than VXUS's 15.66% return. Over the past 10 years, SCHZ has underperformed VXUS with an annualized return of 1.52%, while VXUS has yielded a comparatively higher 10.00% annualized return.
SCHZ
- 1D
- 0.26%
- 1M
- 0.92%
- YTD
- 0.64%
- 6M
- 0.69%
- 1Y
- 4.79%
- 3Y*
- 4.03%
- 5Y*
- 0.03%
- 10Y*
- 1.52%
VXUS
- 1D
- 1.17%
- 1M
- 3.05%
- YTD
- 15.66%
- 6M
- 16.85%
- 1Y
- 34.05%
- 3Y*
- 18.62%
- 5Y*
- 9.33%
- 10Y*
- 10.00%
SCHZ vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHZ Schwab U.S. Aggregate Bond ETF | 0.64% | 7.24% | 1.26% | 5.60% | -13.17% | -1.72% | 7.46% | 8.65% | -0.26% | 3.50% |
VXUS Vanguard Total International Stock ETF | 15.66% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between SCHZ and VXUS is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2011 | -0.01 |
The correlation between SCHZ and VXUS shifts across timeframes, from -0.01 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCHZ vs. VXUS — Risk / Return Rank
SCHZ
VXUS
SCHZ vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond ETF (SCHZ) and Vanguard Total International Stock ETF (VXUS). 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.
| SCHZ | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.38 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 2.94 | -1.16 |
| Martin ratioReturn relative to average drawdown | 5.17 | 11.32 | -6.15 |
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Drawdowns
SCHZ vs. VXUS - Drawdown Comparison
The maximum SCHZ drawdown since its inception was -18.74%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for SCHZ and VXUS.
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Drawdown Indicators
| SCHZ | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -35.97% | +17.23% |
Max Drawdown (1Y)Largest decline over 1 year | -2.70% | -11.27% | +8.57% |
Max Drawdown (3Y)Largest decline over 3 years | -6.18% | -13.58% | +7.40% |
Max Drawdown (5Y)Largest decline over 5 years | -18.01% | -29.44% | +11.43% |
Max Drawdown (10Y)Largest decline over 10 years | -18.74% | -35.97% | +17.23% |
Current DrawdownCurrent decline from peak | -2.13% | 0.00% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -8.20% | +4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 2.92% | -1.99% |
Volatility
SCHZ vs. VXUS - Volatility Comparison
The current volatility for Schwab U.S. Aggregate Bond ETF (SCHZ) is 1.22%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.45%. This indicates that SCHZ experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHZ | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 6.45% | -5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 14.12% | -11.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.75% | 16.07% | -12.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.09% | 16.22% | -10.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.42% | 17.20% | -11.78% |
SCHZ vs. VXUS - Expense Ratio Comparison
SCHZ has a 0.03% expense ratio, which is lower than VXUS's 0.05% 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. VXUS - Dividend Comparison
SCHZ's dividend yield for the trailing twelve months is around 4.11%, more than VXUS's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHZ Schwab U.S. Aggregate Bond ETF | 4.11% | 4.05% | 3.96% | 3.28% | 2.63% | 2.16% | 2.43% | 2.79% | 2.56% | 2.40% | 2.24% | 2.11% |
VXUS Vanguard Total International Stock ETF | 2.52% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
SCHZ and VXUS have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (6.45%) compared to SCHZ (1.22%). In terms of maximum drawdown, SCHZ dropped -18.74% vs VXUS's -35.97%.
On 10-year performance, VXUS leads with 10.00% vs 1.52% for SCHZ. On fees, SCHZ is cheaper at 0.03% per year. On volatility, SCHZ has been the lower-risk option at 1.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VXUS has performed better with a 10.00% return vs 1.52%. 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 0.05% for VXUS.
SCHZ has the higher dividend yield at 4.11%, compared with 2.52% for VXUS.
SCHZ is categorized as Total Bond Market, while VXUS is Global Equities. SCHZ tracks Bloomberg US Aggregate Bond Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Charles Schwab and Vanguard. Their fees differ too: 0.03% for SCHZ and 0.05% for VXUS.
VXUS currently has the higher Sharpe Ratio (2.06 vs 1.28), 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.
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