VLUE vs SCHZ

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

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

VLUE vs SCHZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

VLUE

$10B

SCHZ

$10B

Expense Ratio

VLUE

0.15%

Winner

SCHZ

0.03%

Max Drawdown

VLUE

39.47%

Winner

SCHZ

24.30%

Sharpe Ratio

Winner

VLUE

3.37

SCHZ

0.35

5Y Beta

VLUE

0.88

Winner

SCHZ

0.04

P/E Ratio

VLUE

19.99

SCHZ

N/A

Forward P/E

VLUE

11.76

SCHZ

N/A

PEG Ratio

VLUE

0.27

SCHZ

N/A

5Y Dividends CAGR

Winner

VLUE

10.83%

SCHZ

9.67%

5Y EPS CAGR

VLUE

13.67%

SCHZ

N/A

Debt to Equity

VLUE

43.46%

SCHZ

N/A

P/S Ratio

VLUE

1.30

SCHZ

N/A

P/B Ratio

VLUE

2.23

SCHZ

N/A

VLUE vs SCHZ - Historical Returns

Returns include dividend reinvestment.

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

Winner

VLUE

+20.40%

SCHZ

+0.12%

Winner

VLUE

+21.17%

SCHZ

+0.06%

Winner

VLUE

+41.60%

SCHZ

+0.94%

Winner

VLUE

+77.83%

SCHZ

+5.58%

5Y(CAGR)

Winner

VLUE

+14.12%

SCHZ

+0.17%

10Y(CAGR)

Winner

VLUE

+14.60%

SCHZ

+1.58%

Max(CAGR)

Winner

VLUE

+13.30%

SCHZ

+2.13%

VLUE vs SCHZ - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

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

VLUE vs SCHZ Drawdown Comparison

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

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

The current SCHZ drawdown is -2.14%.

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

Correlation

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

0.70

-101

Dividend Comparison (2011 - 2026)

VLUE vs SCHZ dividend yield comparison.

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