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VBK vs. SCHR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBK vs. SCHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Growth ETF (VBK) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBK achieves a 16.25% return, which is significantly higher than SCHR's -0.27% return. Over the past 10 years, VBK has outperformed SCHR with an annualized return of 11.82%, while SCHR has yielded a comparatively lower 1.19% annualized return.


VBK

1D
0.33%
1M
3.93%
YTD
16.25%
6M
14.67%
1Y
31.85%
3Y*
16.10%
5Y*
4.87%
10Y*
11.82%

SCHR

1D
-0.12%
1M
0.66%
YTD
-0.27%
6M
0.04%
1Y
3.42%
3Y*
3.71%
5Y*
0.02%
10Y*
1.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBK vs. SCHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBK
Vanguard Small-Cap Growth ETF
16.25%8.50%16.50%21.45%-28.44%5.66%35.44%32.75%-5.70%21.87%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
-0.27%7.33%1.42%4.27%-10.58%-2.62%7.72%6.18%1.46%1.59%

Correlation

The correlation between VBK and SCHR is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2010

-0.16

The correlation between VBK and SCHR shifts across timeframes, from -0.16 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VBK vs. SCHR — Risk / Return Rank

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

VBK
VBK Risk / Return Rank: 5353
Overall Rank
VBK Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VBK Sortino Ratio Rank: 4747
Sortino Ratio Rank
VBK Omega Ratio Rank: 4545
Omega Ratio Rank
VBK Calmar Ratio Rank: 6161
Calmar Ratio Rank
VBK Martin Ratio Rank: 6262
Martin Ratio Rank

SCHR
SCHR Risk / Return Rank: 2929
Overall Rank
SCHR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SCHR Sortino Ratio Rank: 3131
Sortino Ratio Rank
SCHR Omega Ratio Rank: 2727
Omega Ratio Rank
SCHR Calmar Ratio Rank: 2727
Calmar Ratio Rank
SCHR Martin Ratio Rank: 2727
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.

VBK vs. SCHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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.


VBKSCHRDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratioReturn relative to maximum drawdown

2.62

1.17

+1.45

Martin ratioReturn relative to average drawdown

9.82

3.29

+6.53

VBK vs. SCHR - Sharpe Ratio Comparison

The current VBK Sharpe Ratio is 1.50, which is higher than the SCHR Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VBK and SCHR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VBK vs. SCHR - Drawdown Comparison

The maximum VBK drawdown since its inception was -58.68%, which is greater than SCHR's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for VBK and SCHR.


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Drawdown Indicators


VBKSCHRDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-16.11%

-42.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-2.79%

-8.65%

Max Drawdown (3Y)

Largest decline over 3 years

-27.54%

-4.35%

-23.19%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

-15.07%

-23.32%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

-16.11%

-22.59%

Current Drawdown

Current decline from peak

-2.04%

-2.21%

+0.17%

Average Drawdown

Average peak-to-trough decline

-10.14%

-3.64%

-6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

0.99%

+2.06%

Volatility

VBK vs. SCHR - Volatility Comparison

Vanguard Small-Cap Growth ETF (VBK) has a higher volatility of 7.31% compared to Schwab Intermediate-Term U.S. Treasury ETF (SCHR) at 1.11%. This indicates that VBK's price experiences larger fluctuations and is considered to be riskier than SCHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBKSCHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

1.11%

+6.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.61%

2.40%

+13.21%

Volatility (1Y)

Calculated over the trailing 1-year period

19.96%

3.38%

+16.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.59%

5.38%

+18.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

4.47%

+18.45%

VBK vs. SCHR - Expense Ratio Comparison

Both VBK and SCHR have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VBK vs. SCHR - Dividend Comparison

VBK's dividend yield for the trailing twelve months is around 0.45%, less than SCHR's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.91%3.85%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%
VBK
Vanguard Small-Cap Growth ETF
0.45%0.54%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%

Frequently Asked Questions


VBK and SCHR have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VBK has higher volatility (7.31%) compared to SCHR (1.11%). In terms of maximum drawdown, VBK dropped -58.68% vs SCHR's -16.11%.

On 10-year performance, VBK leads with 11.82% vs 1.19% for SCHR. Both ETFs have the same 0.05% expense ratio. On volatility, SCHR has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VBK has performed better with a 11.82% return vs 1.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VBK and SCHR have the same expense ratio: 0.05% per year.

SCHR has the higher dividend yield at 3.91%, compared with 0.45% for VBK.

VBK is categorized as Small Cap Growth Equities, while SCHR is Government Bonds. VBK tracks CRSP US Small Cap Growth Index, while SCHR tracks Bloomberg US Treasury 3-10 Year Index. They also come from different issuers: Vanguard and Charles Schwab.

VBK currently has the higher Sharpe Ratio (1.50 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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