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VBIIX vs. SCHQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBIIX vs. SCHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond Index Fund (VBIIX) and Schwab Long-Term U.S. Treasury ETF (SCHQ). The values are adjusted to include any dividend payments, if applicable.

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VBIIX vs. SCHQ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VBIIX
Vanguard Intermediate-Term Bond Index Fund
-0.67%8.12%1.44%5.67%-13.34%-2.73%9.72%-0.28%
SCHQ
Schwab Long-Term U.S. Treasury ETF
-0.10%5.50%-6.44%3.43%-29.44%-4.86%17.73%-4.02%

Returns By Period

In the year-to-date period, VBIIX achieves a -0.67% return, which is significantly lower than SCHQ's -0.10% return.


VBIIX

1D
0.29%
1M
-1.88%
YTD
-0.67%
6M
0.15%
1Y
4.24%
3Y*
3.59%
5Y*
0.26%
10Y*
1.83%

SCHQ

1D
-0.04%
1M
-3.14%
YTD
-0.10%
6M
-0.76%
1Y
-0.34%
3Y*
-1.57%
5Y*
-4.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBIIX vs. SCHQ - Expense Ratio Comparison

VBIIX has a 0.15% expense ratio, which is higher than SCHQ'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%.


Return for Risk

VBIIX vs. SCHQ — Risk / Return Rank

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

VBIIX
VBIIX Risk / Return Rank: 4747
Overall Rank
VBIIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VBIIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VBIIX Omega Ratio Rank: 3232
Omega Ratio Rank
VBIIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VBIIX Martin Ratio Rank: 4949
Martin Ratio Rank

SCHQ
SCHQ Risk / Return Rank: 1111
Overall Rank
SCHQ Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SCHQ Sortino Ratio Rank: 1010
Sortino Ratio Rank
SCHQ Omega Ratio Rank: 1010
Omega Ratio Rank
SCHQ Calmar Ratio Rank: 1313
Calmar Ratio Rank
SCHQ Martin Ratio Rank: 1313
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.

VBIIX vs. SCHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index Fund (VBIIX) and Schwab Long-Term U.S. Treasury ETF (SCHQ). 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.


VBIIXSCHQDifference

Sharpe ratio

Return per unit of total volatility

0.98

-0.03

+1.01

Sortino ratio

Return per unit of downside risk

1.42

0.03

+1.39

Omega ratio

Gain probability vs. loss probability

1.17

1.00

+0.17

Calmar ratio

Return relative to maximum drawdown

1.57

0.04

+1.53

Martin ratio

Return relative to average drawdown

5.17

0.10

+5.08

VBIIX vs. SCHQ - Sharpe Ratio Comparison

The current VBIIX Sharpe Ratio is 0.98, which is higher than the SCHQ Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of VBIIX and SCHQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VBIIXSCHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

-0.03

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.33

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

-0.25

+1.09

Correlation

The correlation between VBIIX and SCHQ is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VBIIX vs. SCHQ - Dividend Comparison

VBIIX's dividend yield for the trailing twelve months is around 3.70%, less than SCHQ's 4.73% yield.


TTM20252024202320222021202020192018201720162015
VBIIX
Vanguard Intermediate-Term Bond Index Fund
3.70%3.61%3.71%2.72%2.30%2.99%2.85%2.66%2.78%2.66%2.98%3.02%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.73%4.54%4.58%3.79%2.88%1.69%1.51%0.44%0.00%0.00%0.00%0.00%

Drawdowns

VBIIX vs. SCHQ - Drawdown Comparison

The maximum VBIIX drawdown since its inception was -19.32%, smaller than the maximum SCHQ drawdown of -46.13%. Use the drawdown chart below to compare losses from any high point for VBIIX and SCHQ.


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Drawdown Indicators


VBIIXSCHQDifference

Max Drawdown

Largest peak-to-trough decline

-19.32%

-46.13%

+26.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-8.46%

+5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-18.93%

-40.93%

+22.00%

Max Drawdown (10Y)

Largest decline over 10 years

-19.32%

Current Drawdown

Current decline from peak

-2.96%

-36.61%

+33.65%

Average Drawdown

Average peak-to-trough decline

-2.98%

-26.08%

+23.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

3.88%

-2.91%

Volatility

VBIIX vs. SCHQ - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Bond Index Fund (VBIIX) is 1.62%, while Schwab Long-Term U.S. Treasury ETF (SCHQ) has a volatility of 3.46%. This indicates that VBIIX experiences smaller price fluctuations and is considered to be less risky than SCHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBIIXSCHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

3.46%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

5.99%

-3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

10.36%

-5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

14.55%

-8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

15.48%

-10.13%