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SCYB vs. SCHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCYB and SCHI is 0.29, 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.


Performance

SCYB vs. SCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab High Yield Bond ETF (SCYB) and Schwab 5-10 Year Corporate Bond ETF (SCHI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SCYB:

1.37

SCHI:

1.02

Sortino Ratio

SCYB:

1.98

SCHI:

1.46

Omega Ratio

SCYB:

1.29

SCHI:

1.18

Calmar Ratio

SCYB:

1.58

SCHI:

0.08

Martin Ratio

SCYB:

8.42

SCHI:

3.31

Ulcer Index

SCYB:

0.92%

SCHI:

1.72%

Daily Std Dev

SCYB:

5.77%

SCHI:

5.59%

Max Drawdown

SCYB:

-4.92%

SCHI:

-78.09%

Current Drawdown

SCYB:

-0.80%

SCHI:

-73.17%

Returns By Period

In the year-to-date period, SCYB achieves a 1.65% return, which is significantly lower than SCHI's 1.95% return.


SCYB

YTD

1.65%

1M

2.39%

6M

1.74%

1Y

7.84%

3Y*

N/A

5Y*

N/A

10Y*

N/A

SCHI

YTD

1.95%

1M

0.82%

6M

1.67%

1Y

5.64%

3Y*

3.63%

5Y*

0.76%

10Y*

N/A

*Annualized

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Schwab High Yield Bond ETF

SCYB vs. SCHI - Expense Ratio Comparison

SCYB has a 0.03% expense ratio, which is lower than SCHI'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%.


Risk-Adjusted Performance

SCYB vs. SCHI — Risk-Adjusted Performance Rank

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

SCYB
The Risk-Adjusted Performance Rank of SCYB is 9090
Overall Rank
The Sharpe Ratio Rank of SCYB is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SCYB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SCYB is 9090
Omega Ratio Rank
The Calmar Ratio Rank of SCYB is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SCYB is 9191
Martin Ratio Rank

SCHI
The Risk-Adjusted Performance Rank of SCHI is 6767
Overall Rank
The Sharpe Ratio Rank of SCHI is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHI is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SCHI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SCHI is 2121
Calmar Ratio Rank
The Martin Ratio Rank of SCHI is 7575
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.

SCYB vs. SCHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab High Yield Bond ETF (SCYB) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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 current SCYB Sharpe Ratio is 1.37, which is higher than the SCHI Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SCYB and SCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SCYB vs. SCHI - Dividend Comparison

SCYB's dividend yield for the trailing twelve months is around 7.18%, more than SCHI's 5.14% yield.


TTM202420232022202120202019
SCYB
Schwab High Yield Bond ETF
7.18%7.07%3.36%0.00%0.00%0.00%0.00%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.14%5.11%4.27%3.10%1.93%2.31%0.53%

Drawdowns

SCYB vs. SCHI - Drawdown Comparison

The maximum SCYB drawdown since its inception was -4.92%, smaller than the maximum SCHI drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for SCYB and SCHI. For additional features, visit the drawdowns tool.


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Volatility

SCYB vs. SCHI - Volatility Comparison

Schwab High Yield Bond ETF (SCYB) has a higher volatility of 1.77% compared to Schwab 5-10 Year Corporate Bond ETF (SCHI) at 1.65%. This indicates that SCYB's price experiences larger fluctuations and is considered to be riskier than SCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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