VFIRX vs. SCHO
Compare and contrast key facts about Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and Schwab Short-Term U.S. Treasury ETF (SCHO).
VFIRX is managed by Vanguard. It was launched on Feb 13, 2001. SCHO is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Treasury (1-3 Y) (Inception 4/30/1996). It was launched on Aug 5, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFIRX or SCHO.
Key characteristics
| VFIRX | SCHO | |
|---|---|---|
| YTD Return | 4.19% | 4.16% |
| 1Y Return | 7.56% | 7.02% |
| 3Y Return (Ann) | 0.77% | 1.23% |
| 5Y Return (Ann) | 1.39% | 1.50% |
| 10Y Return (Ann) | 1.38% | 1.35% |
| Sharpe Ratio | 2.75 | 3.65 |
| Daily Std Dev | 2.75% | 1.94% |
| Max Drawdown | -6.75% | -5.69% |
| Current Drawdown | -0.10% | 0.00% |
Correlation
The correlation between VFIRX and SCHO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VFIRX vs. SCHO - Performance Comparison
The year-to-date returns for both stocks are quite close, with VFIRX having a 4.19% return and SCHO slightly lower at 4.16%. Both investments have delivered pretty close results over the past 10 years, with VFIRX having a 1.38% annualized return and SCHO not far behind at 1.35%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFIRX vs. SCHO - Expense Ratio Comparison
VFIRX has a 0.10% expense ratio, which is higher than SCHO's 0.05% 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%.
Risk-Adjusted Performance
VFIRX vs. SCHO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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
VFIRX vs. SCHO - Dividend Comparison
VFIRX's dividend yield for the trailing twelve months is around 4.45%, more than SCHO's 4.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 4.45% | 4.05% | 2.03% | 0.64% | 2.31% | 2.48% | 2.20% | 1.26% | 1.30% | 0.94% | 0.68% | 0.57% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.21% | 3.76% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% | 0.29% |
Drawdowns
VFIRX vs. SCHO - Drawdown Comparison
The maximum VFIRX drawdown since its inception was -6.75%, which is greater than SCHO's maximum drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for VFIRX and SCHO. For additional features, visit the drawdowns tool.
Volatility
VFIRX vs. SCHO - Volatility Comparison
Vanguard Short-Term Treasury Fund Admiral Shares (VFIRX) has a higher volatility of 0.52% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 0.46%. This indicates that VFIRX's price experiences larger fluctuations and is considered to be riskier than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.