LKSCX vs. SWSCX

In the year-to-date period, LKSCX achieves a -0.38% return, which is significantly lower than SWSCX's 0.67% return. Over the past 10 years, LKSCX has underperformed SWSCX with an annualized return of -1.62%, while SWSCX has yielded a comparatively higher -0.94% annualized return.

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LKSCX has a 1.03% expense ratio, which is lower than SWSCX's 1.08% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for LKCM Small Cap Equity Fund (LKSCX) and Schwab Small-Cap Equity Fund™ (SWSCX). 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.

The current LKSCX Sharpe Ratio is 0.16, which is higher than the SWSCX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of LKSCX and SWSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LKSCX has not paid dividends to shareholders, while SWSCX's dividend yield for the trailing twelve months is around 0.27%.

The maximum LKSCX drawdown since its inception was -67.46%, roughly equal to the maximum SWSCX drawdown of -65.66%. Use the drawdown chart below to compare losses from any high point for LKSCX and SWSCX. For additional features, visit the drawdowns tool.

LKCM Small Cap Equity Fund (LKSCX) and Schwab Small-Cap Equity Fund™ (SWSCX) have volatilities of 3.88% and 3.96%, 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.