CCVAX vs. SWSSX
Compare and contrast key facts about Calvert Small-Cap Fund (CCVAX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
CCVAX is managed by Calvert Research and Management. It was launched on Oct 1, 2004. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
CCVAX vs. SWSSX - Performance Comparison
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CCVAX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCVAX Calvert Small-Cap Fund | -4.65% | -6.30% | 11.92% | 11.45% | -16.14% | 19.81% | 14.64% | 26.02% | -6.94% | 13.42% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 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, CCVAX achieves a -4.65% return, which is significantly lower than SWSSX's -2.49% return. Over the past 10 years, CCVAX has underperformed SWSSX with an annualized return of 7.26%, while SWSSX has yielded a comparatively higher 9.50% annualized return.
CCVAX
- 1D
- -0.23%
- 1M
- -9.30%
- YTD
- -4.65%
- 6M
- -7.16%
- 1Y
- -6.55%
- 3Y*
- 1.55%
- 5Y*
- 0.41%
- 10Y*
- 7.26%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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CCVAX vs. SWSSX - Expense Ratio Comparison
CCVAX has a 1.19% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
CCVAX vs. SWSSX — Risk / Return Rank
CCVAX
SWSSX
CCVAX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Small-Cap Fund (CCVAX) 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.
| CCVAX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.31 | 0.91 | -1.22 |
Sortino ratioReturn per unit of downside risk | -0.33 | 1.40 | -1.73 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.18 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.59 | 1.33 | -1.92 |
Martin ratioReturn relative to average drawdown | -1.40 | 5.02 | -6.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCVAX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 0.91 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.14 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.40 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.33 | -0.02 |
Correlation
The correlation between CCVAX and SWSSX is 0.94, 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
CCVAX vs. SWSSX - Dividend Comparison
CCVAX's dividend yield for the trailing twelve months is around 14.81%, more than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCVAX Calvert Small-Cap Fund | 14.81% | 14.12% | 1.47% | 0.12% | 1.43% | 7.26% | 0.00% | 1.23% | 5.97% | 14.34% | 1.39% | 9.12% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
CCVAX vs. SWSSX - Drawdown Comparison
The maximum CCVAX drawdown since its inception was -55.18%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for CCVAX and SWSSX.
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Drawdown Indicators
| CCVAX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.18% | -60.34% | +5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.23% | -13.90% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -31.93% | +6.77% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -41.81% | +5.54% |
Current DrawdownCurrent decline from peak | -17.73% | -11.00% | -6.73% |
Average DrawdownAverage peak-to-trough decline | -9.07% | -10.78% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.68% | +1.92% |
Volatility
CCVAX vs. SWSSX - Volatility Comparison
The current volatility for Calvert Small-Cap Fund (CCVAX) is 4.87%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that CCVAX 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
| CCVAX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 6.59% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 14.12% | -2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 23.11% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 22.57% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.96% | 24.03% | -4.07% |