VBIRX vs. SCHD
Compare and contrast key facts about Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) and Schwab US Dividend Equity ETF (SCHD).
VBIRX is managed by Vanguard. It was launched on Nov 12, 2001. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBIRX or SCHD.
Performance
VBIRX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, VBIRX achieves a 3.02% return, which is significantly lower than SCHD's 17.35% return. Over the past 10 years, VBIRX has underperformed SCHD with an annualized return of 1.45%, while SCHD has yielded a comparatively higher 11.54% annualized return.
VBIRX
3.02%
-0.69%
3.18%
5.40%
1.11%
1.45%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| VBIRX | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.90 | 2.40 |
| Sortino Ratio | 2.99 | 3.44 |
| Omega Ratio | 1.38 | 1.42 |
| Calmar Ratio | 1.13 | 3.63 |
| Martin Ratio | 8.48 | 12.99 |
| Ulcer Index | 0.64% | 2.05% |
| Daily Std Dev | 2.84% | 11.09% |
| Max Drawdown | -8.91% | -33.37% |
| Current Drawdown | -1.56% | -0.62% |
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VBIRX vs. SCHD - Expense Ratio Comparison
VBIRX has a 0.07% expense ratio, which is higher than SCHD's 0.06% 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%.
Correlation
The correlation between VBIRX and SCHD is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
VBIRX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) and Schwab US Dividend Equity ETF (SCHD). 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
VBIRX vs. SCHD - Dividend Comparison
VBIRX's dividend yield for the trailing twelve months is around 3.24%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 3.24% | 2.41% | 1.44% | 1.17% | 1.78% | 2.23% | 2.04% | 1.53% | 1.48% | 1.32% | 1.20% | 1.21% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VBIRX vs. SCHD - Drawdown Comparison
The maximum VBIRX drawdown since its inception was -8.91%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VBIRX and SCHD. For additional features, visit the drawdowns tool.
Volatility
VBIRX vs. SCHD - Volatility Comparison
The current volatility for Vanguard Short-Term Bond Index Fund Admiral Shares (VBIRX) is 0.61%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.48%. This indicates that VBIRX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.