JUSSX vs. SWSSX
JUSSX (JPMorgan U.S. Small Company Fund) and SWSSX (Schwab Small-Cap Index Fund-Select Shares) are both Small Cap Blend Equities funds. Over the past 10 years, JUSSX returned 12.38%/yr vs 11.83%/yr for SWSSX. With a 0.98 correlation, they move nearly in lockstep. JUSSX charges 0.81%/yr vs 0.04%/yr for SWSSX.
Performance
JUSSX vs. SWSSX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JUSSX having a 22.83% return and SWSSX slightly lower at 21.72%. Both investments have delivered pretty close results over the past 10 years, with JUSSX having a 12.38% annualized return and SWSSX not far behind at 11.83%.
JUSSX
- 1D
- 0.89%
- 1M
- 5.76%
- YTD
- 22.83%
- 6M
- 19.96%
- 1Y
- 43.00%
- 3Y*
- 21.49%
- 5Y*
- 9.83%
- 10Y*
- 12.38%
SWSSX
- 1D
- 0.83%
- 1M
- 4.82%
- YTD
- 21.72%
- 6M
- 18.97%
- 1Y
- 42.68%
- 3Y*
- 19.85%
- 5Y*
- 6.95%
- 10Y*
- 11.83%
JUSSX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JUSSX JPMorgan U.S. Small Company Fund | 22.83% | 10.28% | 20.26% | 14.56% | -16.55% | 22.08% | 18.17% | 22.15% | -12.00% | 9.01% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 21.72% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Correlation
The correlation between JUSSX and SWSSX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1998 | 0.98 |
The correlation between JUSSX and SWSSX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
JUSSX vs. SWSSX — Risk / Return Rank
JUSSX
SWSSX
JUSSX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Small Company Fund (JUSSX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JUSSX | SWSSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.06 | 4.04 | +0.02 |
| Martin ratioReturn relative to average drawdown | 14.78 | 14.31 | +0.47 |
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Drawdowns
JUSSX vs. SWSSX - Drawdown Comparison
The maximum JUSSX drawdown since its inception was -60.45%, roughly equal to the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for JUSSX and SWSSX.
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Drawdown Indicators
| JUSSX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.45% | -60.34% | -0.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -11.00% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -25.79% | -27.50% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -28.44% | -31.93% | +3.49% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -41.81% | -0.66% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.62% | -10.71% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.10% | -0.08% |
Volatility
JUSSX vs. SWSSX - Volatility Comparison
JPMorgan U.S. Small Company Fund (JUSSX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX) have volatilities of 6.40% and 6.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUSSX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 6.39% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.35% | 14.33% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.65% | 19.75% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.26% | 22.68% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.44% | 24.15% | -0.71% |
JUSSX vs. SWSSX - Expense Ratio Comparison
JUSSX has a 0.81% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Dividends
JUSSX vs. SWSSX - Dividend Comparison
JUSSX's dividend yield for the trailing twelve months is around 6.66%, more than SWSSX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUSSX JPMorgan U.S. Small Company Fund | 6.66% | 8.18% | 16.04% | 0.52% | 6.19% | 27.56% | 3.09% | 0.70% | 13.06% | 6.69% | 0.47% | 4.93% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.06% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Frequently Asked Questions
With a correlation of 0.99, JUSSX and SWSSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JUSSX has higher volatility (6.40%) compared to SWSSX (6.39%). In terms of maximum drawdown, JUSSX dropped -60.45% vs SWSSX's -60.34%.
JUSSX currently has the higher Sharpe Ratio (2.28 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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