STOT vs. SCHJ
Compare and contrast key facts about SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) and Schwab 1-5 Year Corporate Bond ETF (SCHJ).
STOT and SCHJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STOT is an actively managed fund by State Street. It was launched on Apr 13, 2016. SCHJ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Corporate (1-5 Y). It was launched on Oct 10, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STOT or SCHJ.
Correlation
The correlation between STOT and SCHJ is 0.09, 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
STOT vs. SCHJ - Performance Comparison
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Key characteristics
STOT:
3.22
SCHJ:
2.52
STOT:
4.74
SCHJ:
3.72
STOT:
1.70
SCHJ:
1.51
STOT:
7.75
SCHJ:
0.14
STOT:
24.90
SCHJ:
14.02
STOT:
0.22%
SCHJ:
0.46%
STOT:
1.76%
SCHJ:
2.51%
STOT:
-6.07%
SCHJ:
-55.65%
STOT:
-0.71%
SCHJ:
-43.54%
Returns By Period
In the year-to-date period, STOT achieves a 1.70% return, which is significantly lower than SCHJ's 2.03% return.
STOT
1.70%
0.41%
2.39%
5.63%
2.45%
N/A
SCHJ
2.03%
0.66%
2.47%
6.28%
2.07%
N/A
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STOT vs. SCHJ - Expense Ratio Comparison
STOT has a 0.45% expense ratio, which is higher than SCHJ's 0.05% expense ratio.
Risk-Adjusted Performance
STOT vs. SCHJ — Risk-Adjusted Performance Rank
STOT
SCHJ
STOT vs. SCHJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). 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.
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Dividends
STOT vs. SCHJ - Dividend Comparison
STOT's dividend yield for the trailing twelve months is around 5.00%, more than SCHJ's 4.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
STOT SPDR DoubleLine Short Duration Total Return Tactical ETF | 5.00% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% |
SCHJ Schwab 1-5 Year Corporate Bond ETF | 4.23% | 4.00% | 2.98% | 1.64% | 0.94% | 2.54% | 0.42% | 0.00% | 0.00% | 0.00% |
Drawdowns
STOT vs. SCHJ - Drawdown Comparison
The maximum STOT drawdown since its inception was -6.07%, smaller than the maximum SCHJ drawdown of -55.65%. Use the drawdown chart below to compare losses from any high point for STOT and SCHJ. For additional features, visit the drawdowns tool.
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Volatility
STOT vs. SCHJ - Volatility Comparison
SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) has a higher volatility of 0.83% compared to Schwab 1-5 Year Corporate Bond ETF (SCHJ) at 0.73%. This indicates that STOT's price experiences larger fluctuations and is considered to be riskier than SCHJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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