FRVLX vs. SWSSX
Compare and contrast key facts about Franklin Small Cap Value Fund (FRVLX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
FRVLX is managed by Franklin Templeton. It was launched on Mar 11, 1996. 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
FRVLX vs. SWSSX - Performance Comparison
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FRVLX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRVLX Franklin Small Cap Value Fund | 1.63% | 7.36% | 13.16% | 12.81% | -10.25% | 22.51% | 5.45% | 26.08% | -12.92% | 9.91% |
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, FRVLX achieves a 1.63% return, which is significantly higher than SWSSX's -2.49% return. Both investments have delivered pretty close results over the past 10 years, with FRVLX having a 9.09% annualized return and SWSSX not far ahead at 9.50%.
FRVLX
- 1D
- -0.79%
- 1M
- -9.06%
- YTD
- 1.63%
- 6M
- 4.27%
- 1Y
- 16.91%
- 3Y*
- 10.90%
- 5Y*
- 5.00%
- 10Y*
- 9.09%
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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FRVLX vs. SWSSX - Expense Ratio Comparison
FRVLX has a 1.00% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
FRVLX vs. SWSSX — Risk / Return Rank
FRVLX
SWSSX
FRVLX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Small Cap Value Fund (FRVLX) 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.
| FRVLX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.91 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.40 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.33 | -0.41 |
Martin ratioReturn relative to average drawdown | 3.20 | 5.02 | -1.82 |
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
| FRVLX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.91 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.14 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.40 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.33 | +0.08 |
Correlation
The correlation between FRVLX 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
FRVLX vs. SWSSX - Dividend Comparison
FRVLX's dividend yield for the trailing twelve months is around 7.86%, more than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRVLX Franklin Small Cap Value Fund | 7.86% | 7.99% | 8.45% | 4.54% | 3.21% | 7.55% | 2.20% | 6.31% | 18.48% | 8.06% | 4.76% | 11.04% |
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
FRVLX vs. SWSSX - Drawdown Comparison
The maximum FRVLX drawdown since its inception was -60.27%, roughly equal to the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for FRVLX and SWSSX.
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Drawdown Indicators
| FRVLX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.27% | -60.34% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -13.90% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | -31.93% | +6.84% |
Max Drawdown (10Y)Largest decline over 10 years | -44.10% | -41.81% | -2.29% |
Current DrawdownCurrent decline from peak | -11.71% | -11.00% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -10.78% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 3.68% | +0.63% |
Volatility
FRVLX vs. SWSSX - Volatility Comparison
The current volatility for Franklin Small Cap Value Fund (FRVLX) is 5.75%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that FRVLX 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
| FRVLX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 6.59% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 14.12% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.26% | 23.11% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.54% | 22.57% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.74% | 24.03% | -1.29% |