PortfoliosLab logoPortfoliosLab logo
VBCC vs. SCHJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBCC vs. SCHJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Maturity 2029 Corporate Bond ETF (VBCC) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


VBCC

1D
-0.09%
1M
-0.18%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

SCHJ

1D
-0.06%
1M
-0.28%
6M
0.42%
YTD
0.75%
1Y
2.99%
3Y*
5.46%
5Y*
2.31%
10Y*
ALL TIME*
2.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.98M$7.81M$6.46M
$576.39K$637.25K$642.30K

VBCC vs. SCHJ - Yearly Performance Comparison


Correlation

The correlation between VBCC and SCHJ is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

0.95

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VBCC vs. SCHJ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VBCC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SCHJ
SCHJ Risk / Return Rank: 7979
Overall Rank
SCHJ Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SCHJ Sortino Ratio Rank: 8585
Sortino Ratio Rank
SCHJ Omega Ratio Rank: 8383
Omega Ratio Rank
SCHJ Calmar Ratio Rank: 7070
Calmar Ratio Rank
SCHJ Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VBCC vs. SCHJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Maturity 2029 Corporate Bond ETF (VBCC) 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.

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.


VBCCSCHJDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.44

Martin ratioReturn relative to average drawdown

9.17

VBCC vs. SCHJ - Sharpe Ratio Comparison


Loading charts...

Drawdowns

VBCC vs. SCHJ - Drawdown Comparison

The maximum VBCC drawdown since its inception was -0.79%, smaller than the maximum SCHJ drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for VBCC and SCHJ.


Loading charts...

Drawdown Indicators


VBCCSCHJDifference

Max Drawdown

Largest peak-to-trough decline

-0.79%

-13.62%

+12.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-9.43%

Current Drawdown

Current decline from peak

-0.21%

-0.33%

+0.12%

Average Drawdown

Average peak-to-trough decline

-0.23%

-1.85%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

Volatility

VBCC vs. SCHJ - Volatility Comparison


Loading charts...

Volatility by Period


VBCCSCHJDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

Volatility (6M)

Calculated over the trailing 6-month period

1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.19%

1.93%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.19%

2.95%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.19%

4.10%

-1.91%

VBCC vs. SCHJ - Expense Ratio Comparison

VBCC has a 0.08% expense ratio, which is higher than SCHJ's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VBCC vs. SCHJ - Dividend Comparison

VBCC's dividend yield for the trailing twelve months is around 0.79%, less than SCHJ's 4.50% yield.


PositionTTM2025202420232022202120202019
SCHJ
Schwab 1-5 Year Corporate Bond ETF
4.09%4.42%4.00%2.98%1.64%0.94%2.54%0.42%
VBCC
Vanguard Target Maturity 2029 Corporate Bond ETF
0.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, VBCC and SCHJ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SCHJ is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHJ is cheaper with a 0.03% expense ratio, compared with 0.08% for VBCC.

SCHJ has the higher dividend yield at 4.09%, compared with 0.79% for VBCC.

VBCC is categorized as Corporate Bonds, while SCHJ is Short-Term Bond. VBCC tracks ICE 2029 Maturity US Corporate Constrained Index, while SCHJ tracks Bloomberg US 1-5 Year Corporate Bond Index. They also come from different issuers: Vanguard and Charles Schwab. Their fees differ too: 0.08% for VBCC and 0.03% for SCHJ.

Portfolio Optimizer

Find the right allocation for VBCC and SCHJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer