SCHZ vs VLUE

Comparison between SCHWAB U.S. AGGREGATE BOND ETF (SCHZ, ETF) and ISHARES MSCI USA VALUE FACTOR ETF (VLUE, ETF).

5-Year PerformanceVLUE has outperformed SCHZ, delivering a return of +14.1% compared to +0.2%

SCHZ vs VLUE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SCHZ(ETF)	VLUE(ETF)
Net Assets	$10B	$10B
Expense Ratio	0.03%	0.15%
Max Drawdown	24.30%	39.47%
Sharpe Ratio	0.35	3.37
5Y Beta	0.04	0.88
P/E Ratio	N/A	19.99
Forward P/E	N/A	11.76
PEG Ratio	N/A	0.27
5Y Dividends CAGR	9.67%	10.83%
5Y EPS CAGR	N/A	13.67%
Debt to Equity	N/A	43.46%
P/S Ratio	N/A	1.30
P/B Ratio	N/A	2.23

Net Assets

SCHZ

$10B

VLUE

$10B

Expense Ratio

Winner

SCHZ

0.03%

VLUE

0.15%

Max Drawdown

Winner

SCHZ

24.30%

VLUE

39.47%

Sharpe Ratio

SCHZ

0.35

Winner

VLUE

3.37

5Y Beta

Winner

SCHZ

0.04

VLUE

0.88

P/E Ratio

SCHZ

N/A

VLUE

19.99

Forward P/E

SCHZ

N/A

VLUE

11.76

PEG Ratio

SCHZ

N/A

VLUE

0.27

5Y Dividends CAGR

SCHZ

9.67%

Winner

VLUE

10.83%

5Y EPS CAGR

SCHZ

N/A

VLUE

13.67%

Debt to Equity

SCHZ

N/A

VLUE

43.46%

P/S Ratio

SCHZ

N/A

VLUE

1.30

P/B Ratio

SCHZ

N/A

VLUE

2.23

SCHZ vs VLUE - Historical Returns

Returns include dividend reinvestment.

Period	SCHZ	VLUE
1 month	+0.12%	+20.40%
3 months	+0.06%	+21.17%
6 months	+0.94%	+41.60%
1 year	+5.58%	+77.83%
5 years(CAGR)	+0.17%	+14.12%
10 years(CAGR)	+1.58%	+14.60%
Max(CAGR)	+2.13%	+13.30%

SCHZ

+0.12%

Winner

VLUE

+20.40%

SCHZ

+0.06%

Winner

VLUE

+21.17%

SCHZ

+0.94%

Winner

VLUE

+41.60%

SCHZ

+5.58%

Winner

VLUE

+77.83%

5Y(CAGR)

SCHZ

+0.17%

Winner

VLUE

+14.12%

10Y(CAGR)

SCHZ

+1.58%

Winner

VLUE

+14.60%

Max(CAGR)

SCHZ

+2.13%

Winner

VLUE

+13.30%

SCHZ vs VLUE - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	SCHZ	VLUE
2026	+0.64%	+31.59%
2025	+7.19%	+32.85%
2024	+1.72%	+7.11%
2023	+4.98%	+14.27%
2022	-12.55%	-15.42%
2021	-1.62%	+30.09%
2020	+7.24%	-0.88%
2019	+8.39%	+25.91%
2018	-0.16%	-12.27%
2017	+3.26%	+20.70%
2016	+2.13%	+17.35%
2015	+0.27%	-2.57%
2014	+6.09%	+13.40%
2013	-1.85%	+22.41%
2012	+3.78%	N/A
2011	+4.23%	N/A

SCHZ vs VLUE Drawdown Comparison

The maximum drawdown for SCHZ was -18.74%, occurring on Oct 24, 2022. This drawdown has not yet recovered.

The maximum drawdown for VLUE was -39.47%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.

The current SCHZ drawdown is -2.14%.

Rank	SCHZ	VLUE
#1	-18.74% Aug 4, 2020 - Oct 24, 2022	-39.47% Feb 12, 2020 - Jan 6, 2021
#2	-10.27% Mar 6, 2020 - May 22, 2020	-27.11% Jan 14, 2022 - Mar 27, 2024
#3	-4.89% May 2, 2013 - May 9, 2014	-22.15% Sep 20, 2018 - Nov 4, 2019
#4	-4.35% Jul 8, 2016 - Aug 29, 2017	-19.66% May 22, 2015 - Oct 5, 2016
#5	-3.51% Sep 7, 2017 - Jan 31, 2019	-17.88% Nov 25, 2024 - Jun 30, 2025
#6	-2.78% Apr 17, 2015 - Feb 8, 2016	-10.21% Jan 26, 2018 - Aug 27, 2018
#7	-2.12% Sep 4, 2019 - Jan 21, 2020	-9.17% Jul 16, 2024 - Sep 26, 2024
#8	-1.81% Feb 2, 2015 - Apr 15, 2015	-9.04% Feb 11, 2026 - Apr 9, 2026
#9	-1.73% Sep 22, 2011 - Dec 14, 2011	-8.18% Sep 18, 2014 - Nov 7, 2014
#10	-1.40% Jan 31, 2012 - Apr 23, 2012	-7.52% Mar 28, 2024 - Jul 16, 2024
#11	-1.36% Aug 2, 2012 - Oct 1, 2012	-7.09% Jun 4, 2021 - Nov 12, 2021
#12	-1.26% Dec 5, 2012 - Apr 5, 2013	-6.03% Nov 12, 2025 - Nov 28, 2025
#13	-1.14% Aug 29, 2014 - Oct 7, 2014	-5.78% Jan 15, 2014 - Feb 28, 2014
#14	-1.10% Aug 18, 2011 - Sep 2, 2011	-5.63% May 21, 2013 - Jul 12, 2013
#15	-0.96% Oct 16, 2014 - Dec 12, 2014	-5.60% Nov 12, 2021 - Dec 22, 2021

Correlation

Correlation between SCHZ and VLUE is 0.70 which considered as a strong positive correlation - the stocks tend to move together.

0.70

-101

Dividend Comparison (2011 - 2026)

SCHZ vs VLUE dividend yield comparison.

Year	SCHZ	VLUE
2026	1.38%	0.35%
2025	4.05%	2.11%
2024	3.96%	2.73%
2023	3.28%	2.66%
2022	2.63%	3.18%
2021	2.16%	2.22%
2020	2.43%	2.42%
2019	2.79%	2.61%
2018	2.56%	2.70%
2017	2.40%	2.14%
2016	2.24%	2.07%
2015	2.11%	2.39%
2014	2.03%	1.64%
2013	2.01%	1.33%
2012	2.04%	0.00%
2011	0.76%	0.00%