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SPMB vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMB vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Mortgage Backed Bond ETF (SPMB) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPMB achieves a 0.76% return, which is significantly lower than SCHG's 2.76% return. Over the past 10 years, SPMB has underperformed SCHG with an annualized return of 1.28%, while SCHG has yielded a comparatively higher 18.81% annualized return.


SPMB

1D
-0.25%
1M
0.65%
YTD
0.76%
6M
0.83%
1Y
5.97%
3Y*
4.27%
5Y*
0.40%
10Y*
1.28%

SCHG

1D
-1.24%
1M
-2.59%
YTD
2.76%
6M
2.11%
1Y
20.89%
3Y*
22.70%
5Y*
13.68%
10Y*
18.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMB vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPMB
SPDR Portfolio Mortgage Backed Bond ETF
0.76%8.29%1.35%5.09%-12.05%-1.46%4.19%6.16%1.01%2.13%
SCHG
Schwab U.S. Large-Cap Growth ETF
2.76%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Correlation

The correlation between SPMB and SCHG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

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

0.19

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

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2009

-0.00

The correlation between SPMB and SCHG shifts across timeframes, from -0.00 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPMB vs. SCHG — Risk / Return Rank

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

SPMB
SPMB Risk / Return Rank: 4242
Overall Rank
SPMB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SPMB Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPMB Omega Ratio Rank: 4040
Omega Ratio Rank
SPMB Calmar Ratio Rank: 4343
Calmar Ratio Rank
SPMB Martin Ratio Rank: 4141
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 3333
Overall Rank
SCHG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3535
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3535
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2727
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3030
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.

SPMB vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Mortgage Backed Bond ETF (SPMB) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


SPMBSCHGDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratioReturn relative to maximum drawdown

2.08

1.28

+0.80

Martin ratioReturn relative to average drawdown

6.45

4.19

+2.27

SPMB vs. SCHG - Sharpe Ratio Comparison

The current SPMB Sharpe Ratio is 1.42, which is comparable to the SCHG Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SPMB and SCHG, 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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Drawdowns

SPMB vs. SCHG - Drawdown Comparison

The maximum SPMB drawdown since its inception was -18.03%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SPMB and SCHG.


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Drawdown Indicators


SPMBSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-18.03%

-34.59%

+16.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-16.41%

+13.52%

Max Drawdown (3Y)

Largest decline over 3 years

-7.66%

-23.39%

+15.73%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

-34.59%

+17.10%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

-34.59%

+16.56%

Current Drawdown

Current decline from peak

-1.34%

-5.16%

+3.82%

Average Drawdown

Average peak-to-trough decline

-2.85%

-5.20%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

5.00%

-4.07%

Volatility

SPMB vs. SCHG - Volatility Comparison

The current volatility for SPDR Portfolio Mortgage Backed Bond ETF (SPMB) is 1.23%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.78%. This indicates that SPMB experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMBSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

5.78%

-4.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

12.50%

-9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.23%

16.21%

-11.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.79%

22.37%

-15.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.61%

21.61%

-14.00%

SPMB vs. SCHG - Expense Ratio Comparison

Both SPMB and SCHG have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPMB vs. SCHG - Dividend Comparison

SPMB's dividend yield for the trailing twelve months is around 4.08%, more than SCHG's 0.38% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHG
Schwab U.S. Large-Cap Growth ETF
0.38%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%
SPMB
SPDR Portfolio Mortgage Backed Bond ETF
4.08%3.98%3.76%3.21%2.98%2.59%2.95%3.24%3.36%3.13%2.99%3.05%

Frequently Asked Questions


SPMB and SCHG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHG has higher volatility (5.78%) compared to SPMB (1.23%). In terms of maximum drawdown, SPMB dropped -18.03% vs SCHG's -34.59%.

On 10-year performance, SCHG leads with 18.81% vs 1.28% for SPMB. Both ETFs have the same 0.04% expense ratio. On volatility, SPMB has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHG has performed better with a 18.81% return vs 1.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMB and SCHG have the same expense ratio: 0.04% per year.

SPMB has the higher dividend yield at 4.08%, compared with 0.38% for SCHG.

SPMB is categorized as Mortgage Backed Securities, while SCHG is Large Cap Growth Equities. SPMB tracks Bloomberg US Aggregate Securitized - MBS, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: State Street and Charles Schwab.

SPMB currently has the higher Sharpe Ratio (1.42 vs 1.30), 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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