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VCIT vs. SCHJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. SCHJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCIT achieves a -0.64% return, which is significantly lower than SCHJ's 0.75% return.


VCIT

1D
-0.15%
1M
-1.31%
6M
-0.88%
YTD
-0.64%
1Y
2.20%
3Y*
5.78%
5Y*
0.64%
10Y*
2.65%
ALL TIME*
4.24%

SCHJ

1D
-0.06%
1M
-0.28%
6M
0.42%
YTD
0.75%
1Y
2.99%
3Y*
5.46%
5Y*
2.31%
10Y*
ALL TIME*
2.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.98M$7.81M$6.46M
$656.43M$641.05M$718.26M

VCIT vs. SCHJ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.64%9.34%3.20%8.98%-13.98%-1.77%9.46%0.62%
SCHJ
Schwab 1-5 Year Corporate Bond ETF
0.75%6.80%4.89%6.36%-5.73%-0.67%5.30%0.61%

Correlation

The correlation between VCIT and SCHJ is 0.89, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.89

Correlation (3Y)
Balances recent behavior with more history.

0.88

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2019

0.86

The correlation between VCIT and SCHJ has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

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Return for Risk

VCIT vs. SCHJ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VCIT
VCIT Risk / Return Rank: 3030
Overall Rank
VCIT Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 2929
Sortino Ratio Rank
VCIT Omega Ratio Rank: 2828
Omega Ratio Rank
VCIT Calmar Ratio Rank: 3131
Calmar Ratio Rank
VCIT Martin Ratio Rank: 3232
Martin Ratio Rank

SCHJ
SCHJ Risk / Return Rank: 7979
Overall Rank
SCHJ Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SCHJ Sortino Ratio Rank: 8585
Sortino Ratio Rank
SCHJ Omega Ratio Rank: 8383
Omega Ratio Rank
SCHJ Calmar Ratio Rank: 7070
Calmar Ratio Rank
SCHJ Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VCIT vs. SCHJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). 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.


VCITSCHJDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

1.13

1.35

-0.22

Calmar ratioReturn relative to maximum drawdown

1.04

2.44

-1.39

Martin ratioReturn relative to average drawdown

2.91

9.17

-6.26

VCIT vs. SCHJ - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 0.75, which is lower than the SCHJ Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of VCIT and SCHJ, 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

VCIT vs. SCHJ - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, which is greater than SCHJ's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for VCIT and SCHJ.


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Drawdown Indicators


VCITSCHJDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-13.62%

-6.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-1.47%

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-5.29%

-1.47%

-3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-20.51%

-9.38%

-11.13%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-2.16%

-0.33%

-1.83%

Average Drawdown

Average peak-to-trough decline

-3.14%

-1.85%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.39%

+0.67%

Volatility

VCIT vs. SCHJ - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a higher volatility of 1.12% compared to Schwab 1-5 Year Corporate Bond ETF (SCHJ) at 0.53%. This indicates that VCIT's price experiences larger fluctuations and is considered to be riskier than SCHJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITSCHJDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

0.53%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

1.53%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

1.93%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

2.95%

+3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

4.10%

+2.18%

VCIT vs. SCHJ - Expense Ratio Comparison

Both VCIT and SCHJ have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VCIT vs. SCHJ - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.88%, more than SCHJ's 4.50% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHJ
Schwab 1-5 Year Corporate Bond ETF
4.09%4.42%4.00%2.98%1.64%0.94%2.54%0.42%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.46%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Frequently Asked Questions


VCIT and SCHJ have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCIT has higher volatility (1.12%) compared to SCHJ (0.53%). In terms of maximum drawdown, VCIT dropped -20.56% vs SCHJ's -13.62%.

On 5-year performance, SCHJ leads with 2.31% vs 0.64% for VCIT. Both ETFs have the same 0.03% expense ratio. On volatility, SCHJ has been the lower-risk option at 0.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHJ has performed better with a 2.31% return vs 0.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT and SCHJ have the same expense ratio: 0.03% per year.

VCIT has the higher dividend yield at 4.46%, compared with 4.09% for SCHJ.

VCIT is categorized as Corporate Bonds, while SCHJ is Short-Term Bond. VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index, while SCHJ tracks Bloomberg US 1-5 Year Corporate Bond Index. They also come from different issuers: Vanguard and Charles Schwab.

SCHJ currently has the higher Sharpe Ratio (1.86 vs 0.75), 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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