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VCIT vs. SCHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. SCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Schwab U.S. TIPS ETF (SCHP). 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 0.41% return, which is significantly lower than SCHP's 1.42% return. Over the past 10 years, VCIT has outperformed SCHP with an annualized return of 2.93%, while SCHP has yielded a comparatively lower 2.60% annualized return.


VCIT

1D
-0.07%
1M
0.96%
YTD
0.41%
6M
0.89%
1Y
6.00%
3Y*
6.37%
5Y*
1.11%
10Y*
2.93%

SCHP

1D
0.04%
1M
0.31%
YTD
1.42%
6M
1.48%
1Y
4.83%
3Y*
4.14%
5Y*
1.06%
10Y*
2.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. SCHP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.41%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%
SCHP
Schwab U.S. TIPS ETF
1.42%6.76%1.95%3.91%-12.02%5.87%10.86%8.52%-1.78%3.02%

Correlation

The correlation between VCIT and SCHP is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.86

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

0.79

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

0.75

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

0.73

The correlation between VCIT and SCHP shifts across timeframes, from 0.73 (all time) to 0.86 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VCIT vs. SCHP — Risk / Return Rank

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

VCIT
VCIT Risk / Return Rank: 4343
Overall Rank
VCIT Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4545
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4242
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4343
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4343
Martin Ratio Rank

SCHP
SCHP Risk / Return Rank: 5050
Overall Rank
SCHP Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 5151
Sortino Ratio Rank
SCHP Omega Ratio Rank: 4545
Omega Ratio Rank
SCHP Calmar Ratio Rank: 5656
Calmar Ratio Rank
SCHP Martin Ratio Rank: 5050
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.

VCIT vs. SCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Schwab U.S. TIPS ETF (SCHP). 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.


VCITSCHPDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

1.88

2.45

-0.57

Martin ratioReturn relative to average drawdown

6.07

7.41

-1.33

VCIT vs. SCHP - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.36, which is comparable to the SCHP Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of VCIT and SCHP, 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. SCHP - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, which is greater than SCHP's maximum drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for VCIT and SCHP.


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Drawdown Indicators


VCITSCHPDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-14.26%

-6.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-1.93%

-1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-4.48%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-14.26%

-6.30%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-14.26%

-6.30%

Current Drawdown

Current decline from peak

-1.13%

-0.44%

-0.69%

Average Drawdown

Average peak-to-trough decline

-3.16%

-3.93%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.64%

+0.28%

Volatility

VCIT vs. SCHP - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a higher volatility of 1.48% compared to Schwab U.S. TIPS ETF (SCHP) at 1.02%. This indicates that VCIT's price experiences larger fluctuations and is considered to be riskier than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITSCHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.02%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

2.24%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

3.30%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

6.12%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

5.59%

+0.69%

VCIT vs. SCHP - Expense Ratio Comparison

Both VCIT and SCHP 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. SCHP - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.79%, more than SCHP's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHP
Schwab U.S. TIPS ETF
3.99%4.06%2.99%3.02%7.19%4.39%1.11%2.02%2.26%1.90%1.38%0.28%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.79%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 SCHP have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCIT has higher volatility (1.48%) compared to SCHP (1.02%). In terms of maximum drawdown, VCIT dropped -20.56% vs SCHP's -14.26%.

On 10-year performance, VCIT leads with 2.93% vs 2.60% for SCHP. Both ETFs have the same 0.03% expense ratio. On volatility, SCHP has been the lower-risk option at 1.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VCIT has performed better with a 2.93% return vs 2.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

VCIT has the higher dividend yield at 4.79%, compared with 3.99% for SCHP.

VCIT is categorized as Corporate Bonds, while SCHP is Inflation-Protected Bonds. VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index, while SCHP tracks Bloomberg US Treasury Inflation-Linked Bond Index (Series-L). They also come from different issuers: Vanguard and Charles Schwab.

SCHP currently has the higher Sharpe Ratio (1.44 vs 1.36), 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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