CSMDX vs. SWSSX
Compare and contrast key facts about Copeland SMID Cap Dividend Growth Fund (CSMDX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
CSMDX is managed by Copeland Funds. It was launched on Feb 27, 2017. 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
CSMDX vs. SWSSX - Performance Comparison
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CSMDX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSMDX Copeland SMID Cap Dividend Growth Fund | 1.51% | 2.72% | 2.24% | 18.89% | -14.89% | 22.60% | 8.29% | 29.90% | -5.20% | 10.44% |
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% | 10.47% |
Returns By Period
In the year-to-date period, CSMDX achieves a 1.51% return, which is significantly higher than SWSSX's -2.49% return.
CSMDX
- 1D
- -0.39%
- 1M
- -8.78%
- YTD
- 1.51%
- 6M
- 1.88%
- 1Y
- 9.49%
- 3Y*
- 5.94%
- 5Y*
- 3.80%
- 10Y*
- —
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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CSMDX vs. SWSSX - Expense Ratio Comparison
CSMDX has a 0.95% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
CSMDX vs. SWSSX — Risk / Return Rank
CSMDX
SWSSX
CSMDX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Copeland SMID Cap Dividend Growth Fund (CSMDX) 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.
| CSMDX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.91 | -0.40 |
Sortino ratioReturn per unit of downside risk | 0.89 | 1.40 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.18 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.33 | -0.75 |
Martin ratioReturn relative to average drawdown | 2.19 | 5.02 | -2.83 |
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
| CSMDX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 0.91 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.14 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.33 | +0.06 |
Correlation
The correlation between CSMDX and SWSSX is 0.91, 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
CSMDX vs. SWSSX - Dividend Comparison
CSMDX's dividend yield for the trailing twelve months is around 3.09%, more than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSMDX Copeland SMID Cap Dividend Growth Fund | 3.09% | 3.14% | 1.33% | 0.81% | 4.07% | 6.67% | 0.38% | 2.61% | 4.40% | 0.13% | 0.00% | 0.00% |
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
CSMDX vs. SWSSX - Drawdown Comparison
The maximum CSMDX drawdown since its inception was -37.28%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for CSMDX and SWSSX.
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Drawdown Indicators
| CSMDX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -60.34% | +23.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -13.90% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -31.93% | +7.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.81% | — |
Current DrawdownCurrent decline from peak | -9.20% | -11.00% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -10.78% | +4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 3.68% | -0.16% |
Volatility
CSMDX vs. SWSSX - Volatility Comparison
The current volatility for Copeland SMID Cap Dividend Growth Fund (CSMDX) is 4.58%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that CSMDX 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
| CSMDX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 6.59% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 14.12% | -3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.31% | 23.11% | -3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 22.57% | -4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 24.03% | -4.78% |