Performance
SCHP vs. VTIP - Performance Comparison
In the year-to-date period, SCHP achieves a 4.92% return, which is significantly higher than VTIP's 4.57% return. Both investments have delivered pretty close results over the past 10 years, with SCHP having a 2.43% annualized return and VTIP not far behind at 2.36%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
SCHP
VTIP
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SCHP vs. VTIP - Expense Ratio Comparison
SCHP has a 0.05% expense ratio, which is higher than VTIP's 0.04% 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
SCHP vs. VTIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. TIPS ETF (SCHP) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.
SCHP vs. VTIP - Sharpe Ratio Comparison
The current SCHP Sharpe Ratio is 1.44, which is lower than the VTIP Sharpe Ratio of 3.26. The chart below compares the 12-month rolling Sharpe Ratio of SCHP and VTIP.
SCHP
VTIP
Dividends
SCHP vs. VTIP - Dividend Comparison
SCHP's dividend yield for the trailing twelve months is around 3.20%, less than VTIP's 3.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHP Schwab U.S. TIPS ETF | 3.20% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% | 0.67% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.43% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
Drawdowns
SCHP vs. VTIP - Drawdown Comparison
The maximum SCHP drawdown since its inception was -14.26%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for SCHP and VTIP. For additional features, visit the drawdowns tool.
SCHP
VTIP
Volatility
SCHP vs. VTIP - Volatility Comparison
Schwab U.S. TIPS ETF (SCHP) has a higher volatility of 1.04% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.48%. This indicates that SCHP's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
SCHP
VTIP
