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VCIT vs. SCHR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. SCHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) 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, VCIT achieves a 0.41% return, which is significantly higher than SCHR's -0.27% return. Over the past 10 years, VCIT has outperformed SCHR with an annualized return of 2.93%, while SCHR has yielded a comparatively lower 1.19% 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%

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)

VCIT vs. SCHR - 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%
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 VCIT and SCHR is 0.90, 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

0.90

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

0.92

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

0.91

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

0.84

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

0.82

The correlation between VCIT and SCHR shifts across timeframes, from 0.82 (all time) to 0.92 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VCIT vs. SCHR — 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

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.

VCIT vs. SCHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) 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.


VCITSCHRDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratioReturn relative to maximum drawdown

1.88

1.17

+0.71

Martin ratioReturn relative to average drawdown

6.07

3.29

+2.78

VCIT vs. SCHR - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.36, which is higher than the SCHR Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VCIT 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

VCIT vs. SCHR - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, which is greater than SCHR's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for VCIT and SCHR.


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Drawdown Indicators


VCITSCHRDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-16.11%

-4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-2.79%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-4.35%

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-15.07%

-5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-16.11%

-4.45%

Current Drawdown

Current decline from peak

-1.13%

-2.21%

+1.08%

Average Drawdown

Average peak-to-trough decline

-3.16%

-3.64%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.99%

-0.07%

Volatility

VCIT vs. SCHR - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a higher volatility of 1.48% compared to Schwab Intermediate-Term U.S. Treasury ETF (SCHR) at 1.11%. This indicates that VCIT'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


VCITSCHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.11%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

2.40%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

3.38%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

5.38%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

4.47%

+1.81%

VCIT vs. SCHR - Expense Ratio Comparison

VCIT has a 0.03% expense ratio, which is lower than SCHR's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VCIT vs. SCHR - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.79%, more 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%
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 SCHR have a correlation of 0.90, 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 SCHR (1.11%). In terms of maximum drawdown, VCIT dropped -20.56% vs SCHR's -16.11%.

On 10-year performance, VCIT leads with 2.93% vs 1.19% for SCHR. On fees, VCIT is cheaper at 0.03% per year. 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, VCIT has performed better with a 2.93% return vs 1.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT is cheaper with a 0.03% expense ratio, compared with 0.05% for SCHR.

VCIT has the higher dividend yield at 4.79%, compared with 3.91% for SCHR.

VCIT is categorized as Corporate Bonds, while SCHR is Government Bonds. VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index, while SCHR tracks Bloomberg US Treasury 3-10 Year Index. They also come from different issuers: Vanguard and Charles Schwab. Their fees differ too: 0.03% for VCIT and 0.05% for SCHR.

VCIT currently has the higher Sharpe Ratio (1.36 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

Find the right allocation for VCIT and SCHR

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