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AUERX vs. SWSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AUERX vs. SWSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Auer Growth Fund (AUERX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). The values are adjusted to include any dividend payments, if applicable.

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AUERX vs. SWSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUERX
Auer Growth Fund
3.01%30.10%11.12%21.42%9.95%45.11%-1.85%27.96%-25.63%28.75%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
0.90%12.88%11.57%17.07%-20.43%14.77%20.12%25.63%-11.19%14.76%

Returns By Period

In the year-to-date period, AUERX achieves a 3.01% return, which is significantly higher than SWSSX's 0.90% return. Over the past 10 years, AUERX has outperformed SWSSX with an annualized return of 14.73%, while SWSSX has yielded a comparatively lower 9.87% annualized return.


AUERX

1D
2.42%
1M
-5.91%
YTD
3.01%
6M
8.81%
1Y
40.33%
3Y*
21.36%
5Y*
18.30%
10Y*
14.73%

SWSSX

1D
3.48%
1M
-5.84%
YTD
0.90%
6M
2.87%
1Y
25.74%
3Y*
13.11%
5Y*
3.50%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AUERX vs. SWSSX - Expense Ratio Comparison

AUERX has a 2.37% expense ratio, which is higher than SWSSX's 0.04% expense ratio.


Return for Risk

AUERX vs. SWSSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AUERX
AUERX Risk / Return Rank: 9292
Overall Rank
AUERX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AUERX Sortino Ratio Rank: 9191
Sortino Ratio Rank
AUERX Omega Ratio Rank: 8989
Omega Ratio Rank
AUERX Calmar Ratio Rank: 9292
Calmar Ratio Rank
AUERX Martin Ratio Rank: 9595
Martin Ratio Rank

SWSSX
SWSSX Risk / Return Rank: 6464
Overall Rank
SWSSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 5050
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 7575
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 7070
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.

AUERX vs. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Auer Growth Fund (AUERX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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.


AUERXSWSSXDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.11

+0.95

Sortino ratio

Return per unit of downside risk

2.70

1.66

+1.04

Omega ratio

Gain probability vs. loss probability

1.40

1.21

+0.18

Calmar ratio

Return relative to maximum drawdown

2.91

1.81

+1.10

Martin ratio

Return relative to average drawdown

13.68

6.78

+6.91

AUERX vs. SWSSX - Sharpe Ratio Comparison

The current AUERX Sharpe Ratio is 2.07, which is higher than the SWSSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of AUERX and SWSSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AUERXSWSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.11

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.16

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.41

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.34

-0.15

Correlation

The correlation between AUERX and SWSSX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AUERX vs. SWSSX - Dividend Comparison

AUERX's dividend yield for the trailing twelve months is around 11.06%, more than SWSSX's 1.28% yield.


TTM20252024202320222021202020192018201720162015
AUERX
Auer Growth Fund
11.06%11.39%24.55%4.54%5.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
1.28%1.29%1.66%1.49%1.32%8.88%2.55%6.12%10.45%5.22%4.10%6.92%

Drawdowns

AUERX vs. SWSSX - Drawdown Comparison

The maximum AUERX drawdown since its inception was -67.23%, which is greater than SWSSX's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for AUERX and SWSSX.


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Drawdown Indicators


AUERXSWSSXDifference

Max Drawdown

Largest peak-to-trough decline

-67.23%

-60.34%

-6.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-13.90%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-31.93%

-2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-51.89%

-41.81%

-10.08%

Current Drawdown

Current decline from peak

-5.91%

-7.91%

+2.00%

Average Drawdown

Average peak-to-trough decline

-25.10%

-10.78%

-14.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.71%

-0.79%

Volatility

AUERX vs. SWSSX - Volatility Comparison

The current volatility for Auer Growth Fund (AUERX) is 5.82%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 7.53%. This indicates that AUERX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUERXSWSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

7.53%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.69%

14.53%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.73%

23.31%

-3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.95%

22.62%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.37%

24.05%

+0.32%