USTB vs. SCHJ
Compare and contrast key facts about VictoryShares USAA Core Short-Term Bond ETF (USTB) and Schwab 1-5 Year Corporate Bond ETF (SCHJ).
USTB and SCHJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USTB is an actively managed fund by Crestview. It was launched on Oct 24, 2017. 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: USTB or SCHJ.
Performance
USTB vs. SCHJ - Performance Comparison
Returns By Period
In the year-to-date period, USTB achieves a 5.87% return, which is significantly higher than SCHJ's 5.46% return.
USTB
5.87%
0.17%
3.88%
8.03%
3.14%
N/A
SCHJ
5.46%
-0.36%
4.37%
8.37%
2.96%
N/A
Key characteristics
| USTB | SCHJ | |
|---|---|---|
| Sharpe Ratio | 4.07 | 3.18 |
| Sortino Ratio | 6.58 | 5.34 |
| Omega Ratio | 1.94 | 1.68 |
| Calmar Ratio | 11.79 | 0.08 |
| Martin Ratio | 33.77 | 19.80 |
| Ulcer Index | 0.24% | 0.42% |
| Daily Std Dev | 1.97% | 2.63% |
| Max Drawdown | -5.32% | -100.00% |
| Current Drawdown | -0.43% | -100.00% |
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USTB vs. SCHJ - Expense Ratio Comparison
USTB has a 0.34% expense ratio, which is higher than SCHJ's 0.05% expense ratio.
Correlation
The correlation between USTB and SCHJ is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
USTB vs. SCHJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares USAA Core Short-Term Bond ETF (USTB) 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.
Dividends
USTB vs. SCHJ - Dividend Comparison
USTB's dividend yield for the trailing twelve months is around 5.02%, less than SCHJ's 5.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
USTB VictoryShares USAA Core Short-Term Bond ETF | 5.02% | 4.48% | 2.54% | 1.83% | 2.58% | 2.69% | 2.32% | 0.31% |
SCHJ Schwab 1-5 Year Corporate Bond ETF | 5.21% | 3.95% | 2.56% | 1.49% | 3.32% | 0.67% | 0.00% | 0.00% |
Drawdowns
USTB vs. SCHJ - Drawdown Comparison
The maximum USTB drawdown since its inception was -5.32%, smaller than the maximum SCHJ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for USTB and SCHJ. For additional features, visit the drawdowns tool.
Volatility
USTB vs. SCHJ - Volatility Comparison
The current volatility for VictoryShares USAA Core Short-Term Bond ETF (USTB) is 0.46%, while Schwab 1-5 Year Corporate Bond ETF (SCHJ) has a volatility of 0.61%. This indicates that USTB experiences smaller price fluctuations and is considered to be less risky than SCHJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.