DSCVX vs. SWSSX

Last updated Apr 2, 2026

Compare and contrast key facts about BNY Mellon Opportunistic Small Cap Fund (DSCVX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).

DSCVX is managed by BNY Mellon. It was launched on Dec 29, 1993. 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

DSCVX vs. SWSSX - Performance Comparison

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

DSCVX vs. SWSSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DSCVX BNY Mellon Opportunistic Small Cap Fund	10.17%	10.21%	3.68%	9.01%	-17.55%	15.93%	18.98%	21.12%	-19.99%	24.42%
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

DSCVX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

DSCVX vs. SWSSX - Expense Ratio Comparison

DSCVX has a 1.11% expense ratio, which is higher than SWSSX's 0.04% expense ratio.

DSCVX

BNY Mellon Opportunistic Small Cap Fund

SWSSX

Schwab Small-Cap Index Fund-Select Shares

Return for Risk

DSCVX vs. SWSSX — Risk / Return Rank

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

SWSSX

SWSSX Risk / Return Rank: 64
SWSSX Sharpe Ratio Rank: 60
SWSSX Sortino Ratio Rank: 64
SWSSX Omega Ratio Rank: 50
SWSSX Calmar Ratio Rank: 75
SWSSX Martin Ratio Rank: 70

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.

DSCVX vs. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Opportunistic Small Cap Fund (DSCVX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DSCVX	SWSSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.11	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.16	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.34	—

Correlation

The correlation between DSCVX 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

DSCVX vs. SWSSX - Dividend Comparison

DSCVX's dividend yield for the trailing twelve months is around 4.19%, more than SWSSX's 1.28% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSCVX BNY Mellon Opportunistic Small Cap Fund	4.19%	1.48%	0.50%	1.36%	4.05%	9.75%	0.20%	0.16%	29.45%	12.41%	0.41%	4.10%
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

Drawdown Indicators

	DSCVX	SWSSX	Difference
Max Drawdown Largest peak-to-trough decline	—	-60.34%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.93%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.81%	—
Current Drawdown Current decline from peak	—	-7.91%	—
Average Drawdown Average peak-to-trough decline	—	-10.78%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.71%	—

Volatility

Volatility by Period

	DSCVX	SWSSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.53%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.53%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	23.31%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.62%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	24.05%	—