PortfoliosLab logoPortfoliosLab logo
VTP vs. SCHR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTP vs. SCHR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VTP achieves a 0.82% return, which is significantly higher than SCHR's -0.64% return.


VTP

1D
-0.20%
1M
-0.57%
6M
0.58%
YTD
0.82%
1Y
3.25%
3Y*
5Y*
10Y*

SCHR

1D
-0.24%
1M
-0.37%
6M
-0.60%
YTD
-0.64%
1Y
2.60%
3Y*
3.47%
5Y*
-0.09%
10Y*
1.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTP vs. SCHR - Yearly Performance Comparison


Correlation

The correlation between VTP and SCHR is 0.85, 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

0.85

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2025

0.86

The correlation between VTP and SCHR has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VTP vs. SCHR — Risk / Return Rank

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

VTP
VTP Risk / Return Rank: 3535
Overall Rank
VTP Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
VTP Sortino Ratio Rank: 3232
Sortino Ratio Rank
VTP Omega Ratio Rank: 3030
Omega Ratio Rank
VTP Calmar Ratio Rank: 4242
Calmar Ratio Rank
VTP Martin Ratio Rank: 3939
Martin Ratio Rank

SCHR
SCHR Risk / Return Rank: 2424
Overall Rank
SCHR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SCHR Sortino Ratio Rank: 2525
Sortino Ratio Rank
SCHR Omega Ratio Rank: 2323
Omega Ratio Rank
SCHR Calmar Ratio Rank: 2424
Calmar Ratio Rank
SCHR Martin Ratio Rank: 2323
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.

VTP vs. SCHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Inflation-Protected Securities ETF (VTP) 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.


VTPSCHRDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratioReturn relative to maximum drawdown

1.70

0.93

+0.77

Martin ratioReturn relative to average drawdown

4.86

2.37

+2.49

VTP vs. SCHR - Sharpe Ratio Comparison

The current VTP Sharpe Ratio is 0.97, which is comparable to the SCHR Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of VTP 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.


Loading charts...

Drawdowns

VTP vs. SCHR - Drawdown Comparison

The maximum VTP drawdown since its inception was -1.92%, smaller than the maximum SCHR drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for VTP and SCHR.


Loading charts...

Drawdown Indicators


VTPSCHRDifference

Max Drawdown

Largest peak-to-trough decline

-1.92%

-16.11%

+14.19%

Max Drawdown (1Y)

Largest decline over 1 year

-1.92%

-2.79%

+0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

Current Drawdown

Current decline from peak

-1.01%

-2.57%

+1.56%

Average Drawdown

Average peak-to-trough decline

-0.53%

-3.63%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.10%

-0.43%

Volatility

VTP vs. SCHR - Volatility Comparison

Vanguard Total Inflation-Protected Securities ETF (VTP) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR) have volatilities of 1.24% and 1.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VTPSCHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.22%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

2.57%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

3.44%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.35%

5.39%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

4.47%

-1.12%

VTP vs. SCHR - Expense Ratio Comparison

Both VTP 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

VTP vs. SCHR - Dividend Comparison

VTP's dividend yield for the trailing twelve months is around 2.98%, less than SCHR's 3.95% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.95%3.85%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%
VTP
Vanguard Total Inflation-Protected Securities ETF
2.98%1.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VTP and SCHR have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTP has higher volatility (1.24%) compared to SCHR (1.22%). In terms of maximum drawdown, VTP dropped -1.92% vs SCHR's -16.11%.

On 1-year performance, VTP leads with 3.25% vs 2.60% for SCHR. Both ETFs have the same 0.05% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VTP has performed better with a 3.25% return vs 2.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SCHR has the higher dividend yield at 3.95%, compared with 2.98% for VTP.

VTP is categorized as Inflation-Protected Bonds, while SCHR is Government Bonds. VTP tracks ICE U.S. Treasury Inflation Linked Bond Index, while SCHR tracks Bloomberg US Treasury 3-10 Year Index. They also come from different issuers: Vanguard and Charles Schwab.

VTP currently has the higher Sharpe Ratio (0.97 vs 0.76), 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 VTP and SCHR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer