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Schwab U.S. Mid-Cap Index Fund (SWMCX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US80850L7266
Inception Date
Dec 20, 2017
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab U.S. Mid-Cap Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Schwab U.S. Mid-Cap Index Fund (SWMCX) has returned -1.32% so far this year and 12.94% over the past 12 months.


Schwab U.S. Mid-Cap Index Fund

1D
-0.70%
1M
-7.73%
YTD
-1.32%
6M
-1.19%
1Y
12.94%
3Y*
12.30%
5Y*
6.67%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 19, 2017, SWMCX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, your investment would double in approximately 6.6 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +14.3%, while the worst month was Mar 2020 at -19.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SWMCX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.06%3.78%-7.73%-1.32%
20254.24%-2.84%-4.64%-1.06%5.72%3.72%1.85%2.52%0.89%-0.89%1.31%-0.28%10.54%
2024-1.42%5.58%4.34%-5.41%2.85%-0.66%4.71%2.02%2.22%-0.55%8.82%-7.06%15.28%
20238.32%-2.43%-1.53%-0.54%-2.79%8.35%3.96%-3.46%-5.04%-5.00%10.23%7.73%17.20%
2022-7.38%-0.70%2.56%-7.69%0.07%-9.97%9.88%-3.16%-9.26%8.88%6.02%-5.42%-17.31%
2021-0.27%5.58%2.71%5.09%0.80%1.44%0.77%2.54%-4.11%5.93%-3.48%4.09%22.55%

Benchmark Metrics

Schwab U.S. Mid-Cap Index Fund has an annualized alpha of -1.37%, beta of 1.01, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since December 20, 2017.

  • This fund participated in 104.85% of S&P 500 Index downside but only 98.41% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 1.01 and R² of 0.89, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.37%
Beta
1.01
0.89
Upside Capture
98.41%
Downside Capture
104.85%

Expense Ratio

SWMCX has an expense ratio of 0.04%, which is considered low.


Return for Risk

Risk / Return Rank

SWMCX ranks 31 for risk / return — below 31% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SWMCX Risk / Return Rank: 3131
Overall Rank
SWMCX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SWMCX Sortino Ratio Rank: 3030
Sortino Ratio Rank
SWMCX Omega Ratio Rank: 2929
Omega Ratio Rank
SWMCX Calmar Ratio Rank: 2929
Calmar Ratio Rank
SWMCX Martin Ratio Rank: 3737
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Schwab U.S. Mid-Cap Index Fund (SWMCX) and compare them to a chosen benchmark (S&P 500 Index).


SWMCXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.90

-0.18

Sortino ratio

Return per unit of downside risk

1.12

1.39

-0.27

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

0.86

1.40

-0.54

Martin ratio

Return relative to average drawdown

4.04

6.61

-2.57

Explore SWMCX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Schwab U.S. Mid-Cap Index Fund provided a 2.15% dividend yield over the last twelve months, with an annual payout of $0.31 per share.


1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.4020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.31$0.31$0.35$0.18$0.16$0.37$0.15$0.22$0.10

Dividend yield

2.15%2.13%2.60%1.49%1.59%2.93%1.45%2.44%1.41%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab U.S. Mid-Cap Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab U.S. Mid-Cap Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Schwab U.S. Mid-Cap Index Fund was 40.34%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current Schwab U.S. Mid-Cap Index Fund drawdown is 8.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.34%Feb 21, 202022Mar 23, 2020141Oct 12, 2020163
-26.09%Nov 17, 2021229Oct 14, 2022349Mar 7, 2024578
-21.21%Aug 30, 201880Dec 24, 201874Apr 11, 2019154
-21.07%Nov 26, 202490Apr 8, 202572Jul 23, 2025162
-9.63%Jan 29, 20189Feb 8, 2018116Jul 26, 2018125

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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