IMSCX vs. SWPPX
Compare and contrast key facts about IMS Capital Value Fund (IMSCX) and Schwab S&P 500 Index Fund (SWPPX).
IMSCX is managed by IMS. It was launched on Aug 5, 1996. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
IMSCX vs. SWPPX - Performance Comparison
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IMSCX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMSCX IMS Capital Value Fund | -9.29% | 16.99% | 21.40% | 47.43% | -30.11% | 12.87% | 13.86% | 39.69% | -12.02% | 11.89% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, IMSCX achieves a -9.29% return, which is significantly lower than SWPPX's -7.07% return. Over the past 10 years, IMSCX has underperformed SWPPX with an annualized return of 9.65%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
IMSCX
- 1D
- -0.55%
- 1M
- -8.34%
- YTD
- -9.29%
- 6M
- -6.66%
- 1Y
- 12.51%
- 3Y*
- 18.71%
- 5Y*
- 6.75%
- 10Y*
- 9.65%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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IMSCX vs. SWPPX - Expense Ratio Comparison
IMSCX has a 1.82% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
IMSCX vs. SWPPX — Risk / Return Rank
IMSCX
SWPPX
IMSCX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IMS Capital Value Fund (IMSCX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| IMSCX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.84 | -0.24 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.30 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.06 | -0.27 |
Martin ratioReturn relative to average drawdown | 2.75 | 5.14 | -2.38 |
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
| IMSCX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.84 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.68 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.76 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.48 | -0.11 |
Correlation
The correlation between IMSCX and SWPPX is 0.89, 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
IMSCX vs. SWPPX - Dividend Comparison
IMSCX's dividend yield for the trailing twelve months is around 3.92%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMSCX IMS Capital Value Fund | 3.92% | 3.55% | 5.63% | 0.00% | 0.00% | 4.09% | 2.09% | 10.15% | 13.04% | 2.08% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
IMSCX vs. SWPPX - Drawdown Comparison
The maximum IMSCX drawdown since its inception was -56.63%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for IMSCX and SWPPX.
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Drawdown Indicators
| IMSCX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.63% | -55.06% | -1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.91% | -12.10% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -40.18% | -24.51% | -15.67% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | -33.80% | -6.38% |
Current DrawdownCurrent decline from peak | -11.90% | -8.89% | -3.01% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -10.00% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 2.49% | +1.18% |
Volatility
IMSCX vs. SWPPX - Volatility Comparison
IMS Capital Value Fund (IMSCX) has a higher volatility of 5.32% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that IMSCX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMSCX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 4.29% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 9.11% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.71% | 18.14% | +3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.05% | 16.89% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 18.19% | +1.37% |