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SCMB vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCMB vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Municipal Bond ETF (SCMB) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCMB achieves a 1.07% return, which is significantly higher than BND's 0.27% return.


SCMB

1D
-0.12%
1M
0.60%
YTD
1.07%
6M
1.55%
1Y
6.86%
3Y*
3.37%
5Y*
10Y*

BND

1D
-0.19%
1M
0.27%
YTD
0.27%
6M
0.12%
1Y
5.11%
3Y*
3.96%
5Y*
0.09%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCMB vs. BND - Yearly Performance Comparison


2026 (YTD)2025202420232022
SCMB
Schwab Municipal Bond ETF
1.07%3.78%0.91%5.86%3.05%
BND
Vanguard Total Bond Market ETF
0.27%7.08%1.38%5.65%2.31%

Correlation

The correlation between SCMB and BND is 0.62, 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

0.62

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

0.74

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2022

0.73

The correlation between SCMB and BND shifts across timeframes, from 0.62 (1 year) to 0.74 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SCMB vs. BND — Risk / Return Rank

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

SCMB
SCMB Risk / Return Rank: 6464
Overall Rank
SCMB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCMB Sortino Ratio Rank: 7575
Sortino Ratio Rank
SCMB Omega Ratio Rank: 8181
Omega Ratio Rank
SCMB Calmar Ratio Rank: 4747
Calmar Ratio Rank
SCMB Martin Ratio Rank: 4747
Martin Ratio Rank

BND
BND Risk / Return Rank: 3737
Overall Rank
BND Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3939
Sortino Ratio Rank
BND Omega Ratio Rank: 3535
Omega Ratio Rank
BND Calmar Ratio Rank: 3838
Calmar Ratio Rank
BND Martin Ratio Rank: 3636
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.

SCMB vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Municipal Bond ETF (SCMB) and Vanguard Total Bond Market ETF (BND). 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.


SCMBBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.50

1.24

+0.26

Calmar ratioReturn relative to maximum drawdown

2.36

1.92

+0.45

Martin ratioReturn relative to average drawdown

7.89

5.80

+2.09

SCMB vs. BND - Sharpe Ratio Comparison

The current SCMB Sharpe Ratio is 2.34, which is higher than the BND Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SCMB and BND, 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


SCMBBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

1.36

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.59

+0.39

Drawdowns

SCMB vs. BND - Drawdown Comparison

The maximum SCMB drawdown since its inception was -6.13%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for SCMB and BND.


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Drawdown Indicators


SCMBBNDDifference

Max Drawdown

Largest peak-to-trough decline

-6.13%

-18.58%

+12.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-2.68%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-5.57%

-5.92%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-0.87%

-2.37%

+1.50%

Average Drawdown

Average peak-to-trough decline

-1.32%

-3.06%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.88%

-0.01%

Volatility

SCMB vs. BND - Volatility Comparison

The current volatility for Schwab Municipal Bond ETF (SCMB) is 1.04%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.23%. This indicates that SCMB experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCMBBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.23%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

2.66%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

2.94%

3.78%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.16%

6.02%

-1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.16%

5.53%

-1.37%

SCMB vs. BND - Expense Ratio Comparison

Both SCMB and BND have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SCMB vs. BND - Dividend Comparison

SCMB's dividend yield for the trailing twelve months is around 3.54%, less than BND's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.97%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
SCMB
Schwab Municipal Bond ETF
3.54%3.36%3.34%3.10%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SCMB and BND have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BND has higher volatility (1.23%) compared to SCMB (1.04%). In terms of maximum drawdown, SCMB dropped -6.13% vs BND's -18.58%.

On 3-year performance, BND leads with 3.96% vs 3.37% for SCMB. Both ETFs have the same 0.03% expense ratio. On volatility, SCMB has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BND has performed better with a 3.96% return vs 3.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCMB and BND have the same expense ratio: 0.03% per year.

BND has the higher dividend yield at 3.97%, compared with 3.54% for SCMB.

SCMB is categorized as Municipal Bonds, while BND is Total Bond Market. SCMB tracks ICE AMT-Free Core U.S. National Municipal Index - Benchmark TR Gross, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: Charles Schwab and Vanguard.

SCMB currently has the higher Sharpe Ratio (2.34 vs 1.36), 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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