LMSIX vs. SWSSX
Compare and contrast key facts about Franklin U.S. Small Cap Equity Fund (LMSIX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
LMSIX is managed by Franklin Templeton. It was launched on Mar 13, 2000. 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
LMSIX vs. SWSSX - Performance Comparison
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LMSIX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMSIX Franklin U.S. Small Cap Equity Fund | -2.37% | 20.19% | 9.90% | 18.80% | -15.16% | 29.12% | 11.29% | 20.75% | -15.61% | 8.81% |
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, LMSIX achieves a -2.37% return, which is significantly higher than SWSSX's -2.49% return. Both investments have delivered pretty close results over the past 10 years, with LMSIX having a 9.58% annualized return and SWSSX not far behind at 9.50%.
LMSIX
- 1D
- -1.48%
- 1M
- -6.89%
- YTD
- -2.37%
- 6M
- -0.22%
- 1Y
- 28.19%
- 3Y*
- 15.18%
- 5Y*
- 6.69%
- 10Y*
- 9.58%
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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LMSIX vs. SWSSX - Expense Ratio Comparison
LMSIX has a 1.03% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
LMSIX vs. SWSSX — Risk / Return Rank
LMSIX
SWSSX
LMSIX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Small Cap Equity Fund (LMSIX) 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.
| LMSIX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.91 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.40 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.33 | +0.65 |
Martin ratioReturn relative to average drawdown | 7.96 | 5.02 | +2.94 |
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
| LMSIX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.91 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.14 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.40 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.33 | -0.02 |
Correlation
The correlation between LMSIX and SWSSX is 0.97, 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
LMSIX vs. SWSSX - Dividend Comparison
LMSIX's dividend yield for the trailing twelve months is around 6.50%, more than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMSIX Franklin U.S. Small Cap Equity Fund | 6.50% | 6.35% | 4.05% | 3.70% | 5.18% | 21.64% | 3.60% | 1.48% | 11.17% | 8.85% | 4.79% | 7.52% |
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
LMSIX vs. SWSSX - Drawdown Comparison
The maximum LMSIX drawdown since its inception was -61.16%, roughly equal to the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for LMSIX and SWSSX.
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Drawdown Indicators
| LMSIX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.16% | -60.34% | -0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.01% | -13.90% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -27.66% | -31.93% | +4.27% |
Max Drawdown (10Y)Largest decline over 10 years | -50.26% | -41.81% | -8.45% |
Current DrawdownCurrent decline from peak | -9.22% | -11.00% | +1.78% |
Average DrawdownAverage peak-to-trough decline | -10.95% | -10.78% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.68% | -0.44% |
Volatility
LMSIX vs. SWSSX - Volatility Comparison
Franklin U.S. Small Cap Equity Fund (LMSIX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX) have volatilities of 6.30% and 6.59%, 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
| LMSIX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 6.59% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 14.12% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.28% | 23.11% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.99% | 22.57% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.46% | 24.03% | -0.57% |