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BSMAX vs. SWSSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMAX vs. SWSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Small/Mid-Cap Index Fund Investor A Shares (BSMAX) 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 stocks are quite close, with BSMAX having a 19.75% return and SWSSX slightly lower at 19.54%. Both investments have delivered pretty close results over the past 10 years, with BSMAX having a 11.09% annualized return and SWSSX not far behind at 10.73%.


BSMAX

1D
0.69%
1M
-1.62%
6M
12.24%
YTD
19.75%
1Y
28.41%
3Y*
15.56%
5Y*
7.90%
10Y*
11.09%
ALL TIME*
10.40%

SWSSX

1D
0.61%
1M
-2.00%
6M
11.24%
YTD
19.54%
1Y
32.24%
3Y*
15.79%
5Y*
7.29%
10Y*
10.73%
ALL TIME*
8.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BSMAX vs. SWSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSMAX
iShares Russell Small/Mid-Cap Index Fund Investor A Shares
19.75%11.59%11.78%16.81%-18.58%17.69%20.06%27.38%-10.45%16.40%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
19.54%12.88%11.57%17.07%-20.43%14.77%20.12%25.63%-11.19%14.76%

Correlation

The correlation between BSMAX and SWSSX is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.98

Correlation (3Y)
Balances recent behavior with more history.

0.98

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.98

Correlation (10Y)
Provides a long-term view across more market conditions.

0.98

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2015

0.98

The correlation between BSMAX and SWSSX has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

BSMAX vs. SWSSX — Risk / Return Rank

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

BSMAX
BSMAX Risk / Return Rank: 7474
Overall Rank
BSMAX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BSMAX Sortino Ratio Rank: 6868
Sortino Ratio Rank
BSMAX Omega Ratio Rank: 6161
Omega Ratio Rank
BSMAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
BSMAX Martin Ratio Rank: 8686
Martin Ratio Rank

SWSSX
SWSSX Risk / Return Rank: 7575
Overall Rank
SWSSX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 6363
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 8383
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.

BSMAX vs. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund Investor A Shares (BSMAX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSMAXSWSSXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.28

1.28

-0.01

Calmar ratioReturn relative to maximum drawdown

2.98

2.92

+0.06

Martin ratioReturn relative to average drawdown

11.22

10.36

+0.86

BSMAX vs. SWSSX - Sharpe Ratio Comparison

The current BSMAX Sharpe Ratio is 1.59, which is comparable to the SWSSX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of BSMAX 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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Drawdowns

BSMAX vs. SWSSX - Drawdown Comparison

The maximum BSMAX drawdown since its inception was -41.38%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for BSMAX and SWSSX.


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Drawdown Indicators


BSMAXSWSSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.38%

-60.34%

+18.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-11.00%

+1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-25.54%

-27.50%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-28.48%

-31.93%

+3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-41.38%

-41.81%

+0.43%

Current Drawdown

Current decline from peak

-2.28%

-2.48%

+0.20%

Average Drawdown

Average peak-to-trough decline

-7.63%

-10.68%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

3.10%

-0.58%

Volatility

BSMAX vs. SWSSX - Volatility Comparison

iShares Russell Small/Mid-Cap Index Fund Investor A Shares (BSMAX) has a higher volatility of 3.46% compared to Schwab Small-Cap Index Fund-Select Shares (SWSSX) at 3.21%. This indicates that BSMAX's price experiences larger fluctuations and is considered to be riskier 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


BSMAXSWSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

3.21%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

13.99%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.77%

19.36%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

22.55%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

24.07%

-2.49%

BSMAX vs. SWSSX - Expense Ratio Comparison

BSMAX has a 0.37% expense ratio, which is higher than SWSSX's 0.04% expense ratio.


Dividends

BSMAX vs. SWSSX - Dividend Comparison

BSMAX's dividend yield for the trailing twelve months is around 1.99%, more than SWSSX's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
BSMAX
iShares Russell Small/Mid-Cap Index Fund Investor A Shares
1.99%2.67%1.79%1.14%4.67%4.55%4.26%2.62%4.07%2.61%1.34%0.59%
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 0.98, BSMAX 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.

BSMAX has higher volatility (3.46%) compared to SWSSX (3.21%). In terms of maximum drawdown, BSMAX dropped -41.38% vs SWSSX's -60.34%.

SWSSX currently has the higher Sharpe Ratio (1.66 vs 1.59), 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

Find the right allocation for BSMAX and SWSSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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