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Schwab Small-Cap Index Fund-Select Shares (SWSSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US8085098486

CUSIP

808509848

Issuer

Charles Schwab

Inception Date

May 19, 1997

Region

North America (U.S.)

Min. Investment

$0

Index Tracked

Russell 2000 Index

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
SWSSX vs. SCHA SWSSX vs. SFSNX SWSSX vs. SWPPX SWSSX vs. VSIAX SWSSX vs. SWSCX SWSSX vs. VSMAX SWSSX vs. WMICX SWSSX vs. VBR SWSSX vs. IJR SWSSX vs. VTIAX
Popular comparisons:
SWSSX vs. SCHA SWSSX vs. SFSNX SWSSX vs. SWPPX SWSSX vs. VSIAX SWSSX vs. SWSCX SWSSX vs. VSMAX SWSSX vs. WMICX SWSSX vs. VBR SWSSX vs. IJR SWSSX vs. VTIAX

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.01%
12.14%
SWSSX (Schwab Small-Cap Index Fund-Select Shares)
Benchmark (^GSPC)

Returns By Period

Schwab Small-Cap Index Fund-Select Shares had a return of 18.06% year-to-date (YTD) and 33.62% in the last 12 months. Over the past 10 years, Schwab Small-Cap Index Fund-Select Shares had an annualized return of 8.66%, while the S&P 500 had an annualized return of 11.16%, indicating that Schwab Small-Cap Index Fund-Select Shares did not perform as well as the benchmark.


SWSSX

YTD

18.06%

1M

6.05%

6M

16.20%

1Y

33.62%

5Y (annualized)

9.82%

10Y (annualized)

8.66%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of SWSSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.88%5.66%3.57%-7.05%4.34%-0.27%10.19%-1.51%0.72%-1.47%18.06%
20239.78%-1.68%-4.76%-1.79%-0.91%8.11%6.13%-5.00%-5.88%-6.80%9.04%12.26%17.07%
2022-9.63%1.08%1.25%-9.90%0.13%-8.24%10.47%-2.04%-9.58%11.00%2.34%-6.51%-20.43%
20215.04%6.22%1.00%2.08%0.20%1.93%-3.59%2.23%-2.94%4.25%-4.18%2.21%14.77%
2020-3.19%-8.41%-21.69%13.75%6.52%3.51%2.80%5.64%-3.34%2.10%18.43%8.66%20.12%
201911.26%5.22%-2.12%3.41%-7.75%7.07%0.56%-4.90%2.07%2.63%4.13%2.91%25.63%
20182.61%-3.85%1.32%0.88%6.05%0.70%1.76%4.35%-2.43%-10.85%1.61%-12.14%-11.19%
20170.39%1.91%0.17%1.11%-2.03%3.43%0.75%-1.28%6.24%0.87%2.86%-0.32%14.75%
2016-8.76%-0.00%8.00%1.56%2.24%-0.08%6.01%1.76%1.09%-4.73%11.13%2.80%21.36%
2015-3.23%5.94%1.74%-2.56%2.30%0.78%-1.17%-6.27%-4.93%5.62%3.23%-4.97%-4.37%
2014-2.79%4.70%-0.68%-3.84%0.82%5.29%-6.01%4.97%-6.05%6.59%0.11%2.84%4.96%
20136.21%1.12%4.63%-0.38%3.98%-0.53%7.00%-3.14%6.36%2.52%3.98%1.95%38.70%

Expense Ratio

SWSSX has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for SWSSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SWSSX is 45, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SWSSX is 4545
Combined Rank
The Sharpe Ratio Rank of SWSSX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SWSSX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of SWSSX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SWSSX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SWSSX is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab Small-Cap Index Fund-Select Shares (SWSSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SWSSX, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.005.001.652.54
The chart of Sortino ratio for SWSSX, currently valued at 2.38, compared to the broader market0.005.0010.002.383.40
The chart of Omega ratio for SWSSX, currently valued at 1.29, compared to the broader market1.002.003.004.001.291.47
The chart of Calmar ratio for SWSSX, currently valued at 1.42, compared to the broader market0.005.0010.0015.0020.001.423.66
The chart of Martin ratio for SWSSX, currently valued at 9.06, compared to the broader market0.0020.0040.0060.0080.00100.009.0616.26
SWSSX
^GSPC

The current Schwab Small-Cap Index Fund-Select Shares Sharpe ratio is 1.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab Small-Cap Index Fund-Select Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.65
2.54
SWSSX (Schwab Small-Cap Index Fund-Select Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab Small-Cap Index Fund-Select Shares provided a 1.26% dividend yield over the last twelve months, with an annual payout of $0.49 per share.


1.10%1.20%1.30%1.40%1.50%1.60%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.49$0.49$0.37$0.42$0.38$0.42$0.40$0.39$0.39$0.36$0.34$0.31

Dividend yield

1.26%1.49%1.32%1.17%1.12%1.43%1.61%1.26%1.39%1.50%1.28%1.11%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2022$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
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2013$0.31$0.31

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.86%
-0.88%
SWSSX (Schwab Small-Cap Index Fund-Select Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Small-Cap Index Fund-Select Shares. 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 Small-Cap Index Fund-Select Shares was 61.52%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.

The current Schwab Small-Cap Index Fund-Select Shares drawdown is 2.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.52%Dec 18, 2006556Mar 9, 2009469Jan 14, 20111025
-46.79%Mar 10, 2000645Oct 9, 2002536Nov 26, 20041181
-41.81%Sep 4, 2018387Mar 18, 2020164Nov 9, 2020551
-37.78%Apr 22, 1998122Oct 8, 1998321Dec 31, 1999443
-31.93%Nov 9, 2021152Jun 16, 2022601Nov 6, 2024753

Volatility

Volatility Chart

The current Schwab Small-Cap Index Fund-Select Shares volatility is 7.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.54%
3.96%
SWSSX (Schwab Small-Cap Index Fund-Select Shares)
Benchmark (^GSPC)