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BDBKX vs. SWSSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDBKX vs. SWSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BDBKX having a 18.66% return and SWSSX slightly higher at 18.71%. Both investments have delivered pretty close results over the past 10 years, with BDBKX having a 11.18% annualized return and SWSSX not far ahead at 11.20%.


BDBKX

1D
0.92%
1M
4.99%
YTD
18.66%
6M
17.35%
1Y
41.13%
3Y*
18.59%
5Y*
6.60%
10Y*
11.18%

SWSSX

1D
0.92%
1M
5.00%
YTD
18.71%
6M
17.43%
1Y
41.24%
3Y*
18.69%
5Y*
6.65%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDBKX vs. SWSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDBKX
iShares Russell 2000 Small-Cap Index Fund Class K
18.66%12.81%11.40%17.04%-20.32%14.59%20.02%25.66%-11.01%14.71%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
18.71%12.88%11.57%17.07%-20.43%14.77%20.12%25.63%-11.19%14.76%

Correlation

The correlation between BDBKX and SWSSX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2011

0.99

The correlation between BDBKX and SWSSX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

BDBKX vs. SWSSX — Risk / Return Rank

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

BDBKX
BDBKX Risk / Return Rank: 6464
Overall Rank
BDBKX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BDBKX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BDBKX Omega Ratio Rank: 4747
Omega Ratio Rank
BDBKX Calmar Ratio Rank: 8484
Calmar Ratio Rank
BDBKX Martin Ratio Rank: 7474
Martin Ratio Rank

SWSSX
SWSSX Risk / Return Rank: 6464
Overall Rank
SWSSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 5555
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 4747
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 7474
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.

BDBKX vs. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) 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.


BDBKXSWSSXDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

3.97

3.97

0.00

Martin ratioReturn relative to average drawdown

14.10

14.11

-0.01

BDBKX vs. SWSSX - Sharpe Ratio Comparison

The current BDBKX Sharpe Ratio is 2.28, which is comparable to the SWSSX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of BDBKX and SWSSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BDBKXSWSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.28

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.30

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.47

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.36

+0.08

Drawdowns

BDBKX vs. SWSSX - Drawdown Comparison

The maximum BDBKX drawdown since its inception was -41.66%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for BDBKX and SWSSX.


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Drawdown Indicators


BDBKXSWSSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.66%

-60.34%

+18.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-11.00%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-27.53%

-27.50%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-31.96%

-31.93%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-41.66%

-41.81%

+0.15%

Current Drawdown

Current decline from peak

-0.13%

-0.13%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.74%

-10.73%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.09%

-0.01%

Volatility

BDBKX vs. SWSSX - Volatility Comparison

iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX) have volatilities of 5.56% and 5.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDBKXSWSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

5.61%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

13.60%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

19.09%

19.15%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.17%

22.59%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

24.09%

-0.38%

BDBKX vs. SWSSX - Expense Ratio Comparison

BDBKX has a 0.07% expense ratio, which is higher than SWSSX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BDBKX vs. SWSSX - Dividend Comparison

BDBKX's dividend yield for the trailing twelve months is around 2.67%, more than SWSSX's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
BDBKX
iShares Russell 2000 Small-Cap Index Fund Class K
2.67%3.17%4.84%2.96%1.76%7.67%1.45%3.47%4.29%3.18%4.62%3.64%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
1.08%1.29%1.66%1.49%1.32%8.88%2.55%6.12%10.45%5.22%4.10%6.92%

Frequently Asked Questions


With a correlation of 1.00, BDBKX and SWSSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SWSSX has higher volatility (5.61%) compared to BDBKX (5.56%). In terms of maximum drawdown, BDBKX dropped -41.66% vs SWSSX's -60.34%.

BDBKX currently has the higher Sharpe Ratio (2.28 vs 2.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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