VBCF vs. SCHI
VBCF (Vanguard Target Maturity 2032 Corporate Bond ETF) and SCHI (Schwab 5-10 Year Corporate Bond ETF) are both Corporate Bonds funds - VBCF tracks the ICE 2032 Maturity US Corporate Constrained Index while SCHI tracks the Bloomberg US 5-10 Year Corporate Bond Index. Both are passively managed. Their correlation of 0.95 means they have usually moved in the same direction. VBCF charges 0.08%/yr vs 0.03%/yr for SCHI.
Performance
VBCF vs. SCHI - Performance Comparison
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Returns By Period
VBCF
- 1D
- -0.18%
- 1M
- -1.00%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SCHI
- 1D
- -0.18%
- 1M
- -1.31%
- 6M
- -0.85%
- YTD
- -0.64%
- 1Y
- 2.20%
- 3Y*
- 5.81%
- 5Y*
- 0.68%
- 10Y*
- —
- ALL TIME*
- 1.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $42.16M | $42.05M | $59.83M | |
| $338.51K | $371.61K | $370.58K |
VBCF vs. SCHI - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
VBCF Vanguard Target Maturity 2032 Corporate Bond ETF | 0.84% |
SCHI Schwab 5-10 Year Corporate Bond ETF | -0.08% |
Correlation
The correlation between VBCF and SCHI is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 26, 2026 | 0.95 |
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Return for Risk
VBCF vs. SCHI — Risk / Return Rank
VBCF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHI
VBCF vs. SCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Maturity 2032 Corporate Bond ETF (VBCF) 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.
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.
| VBCF | SCHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.13 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.02 | — |
| Martin ratioReturn relative to average drawdown | — | 2.90 | — |
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Drawdowns
VBCF vs. SCHI - Drawdown Comparison
The maximum VBCF drawdown since its inception was -1.86%, smaller than the maximum SCHI drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for VBCF and SCHI.
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Drawdown Indicators
| VBCF | SCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.86% | -20.67% | +18.81% |
Max Drawdown (1Y)Largest decline over 1 year | — | -3.01% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -5.30% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.67% | — |
Current DrawdownCurrent decline from peak | -1.29% | -2.18% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -0.68% | -5.61% | +4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.06% | — |
Volatility
VBCF vs. SCHI - Volatility Comparison
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Volatility by Period
| VBCF | SCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.12% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.31% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.12% | 4.13% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.12% | 6.67% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.12% | 7.34% | -3.22% |
VBCF vs. SCHI - Expense Ratio Comparison
VBCF has a 0.08% expense ratio, which is higher than SCHI'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
VBCF vs. SCHI - Dividend Comparison
VBCF's dividend yield for the trailing twelve months is around 0.89%, less than SCHI's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SCHI Schwab 5-10 Year Corporate Bond ETF | 4.65% | 4.99% | 5.11% | 4.27% | 3.10% | 1.93% | 2.31% | 0.53% |
VBCF Vanguard Target Maturity 2032 Corporate Bond ETF | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, VBCF and SCHI 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, SCHI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHI is cheaper with a 0.03% expense ratio, compared with 0.08% for VBCF.
SCHI has the higher dividend yield at 4.65%, compared with 0.89% for VBCF.
VBCF tracks ICE 2032 Maturity US Corporate Constrained Index, while SCHI tracks Bloomberg US 5-10 Year Corporate Bond Index. They also come from different issuers: Vanguard and Charles Schwab. Their fees differ too: 0.08% for VBCF and 0.03% for SCHI.
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