VBIIX vs. SCHQ
Compare and contrast key facts about Vanguard Intermediate-Term Bond Index Fund (VBIIX) and Schwab Long-Term U.S. Treasury ETF (SCHQ).
VBIIX is managed by Vanguard. It was launched on Mar 1, 1994. SCHQ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate Government - Treasury - Long. 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: VBIIX or SCHQ.
Key characteristics
| VBIIX | SCHQ | |
|---|---|---|
| YTD Return | 1.99% | -2.66% |
| 1Y Return | 8.64% | 9.43% |
| 3Y Return (Ann) | -2.43% | -10.60% |
| 5Y Return (Ann) | -0.27% | -4.54% |
| Sharpe Ratio | 1.48 | 0.73 |
| Sortino Ratio | 2.20 | 1.11 |
| Omega Ratio | 1.27 | 1.13 |
| Calmar Ratio | 0.50 | 0.23 |
| Martin Ratio | 5.01 | 1.87 |
| Ulcer Index | 1.77% | 5.28% |
| Daily Std Dev | 6.02% | 13.59% |
| Max Drawdown | -20.78% | -46.13% |
| Current Drawdown | -10.53% | -37.42% |
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.
Performance
VBIIX vs. SCHQ - Performance Comparison
In the year-to-date period, VBIIX achieves a 1.99% return, which is significantly higher than SCHQ's -2.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VBIIX vs. SCHQ - Expense Ratio Comparison
VBIIX has a 0.15% expense ratio, which is higher than SCHQ's 0.05% 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%.
Risk-Adjusted Performance
VBIIX vs. SCHQ - Risk-Adjusted Performance 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.
Dividends
VBIIX vs. SCHQ - Dividend Comparison
VBIIX's dividend yield for the trailing twelve months is around 3.58%, less than SCHQ's 4.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBIIX Vanguard Intermediate-Term Bond Index Fund | 3.58% | 3.00% | 2.28% | 1.85% | 2.17% | 2.65% | 2.79% | 2.57% | 2.57% | 2.69% | 2.75% | 2.98% |
SCHQ Schwab Long-Term U.S. Treasury ETF | 4.39% | 3.79% | 2.88% | 1.69% | 1.52% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VBIIX vs. SCHQ - Drawdown Comparison
The maximum VBIIX drawdown since its inception was -20.78%, 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. For additional features, visit the drawdowns tool.
Volatility
VBIIX vs. SCHQ - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Bond Index Fund (VBIIX) is 1.69%, while Schwab Long-Term U.S. Treasury ETF (SCHQ) has a volatility of 4.48%. 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.