LSSCX vs. SWSSX
Compare and contrast key facts about Loomis Sayles Small Cap Value Fund (LSSCX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
LSSCX is managed by Loomis Sayles Funds. It was launched on May 13, 1991. 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
LSSCX vs. SWSSX - Performance Comparison
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LSSCX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSSCX Loomis Sayles Small Cap Value Fund | 0.75% | 5.31% | 10.89% | 19.39% | -11.52% | 29.03% | 2.29% | 25.06% | -16.81% | 10.01% |
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, LSSCX achieves a 0.75% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, LSSCX has underperformed SWSSX with an annualized return of 8.71%, while SWSSX has yielded a comparatively higher 9.50% annualized return.
LSSCX
- 1D
- -0.79%
- 1M
- -9.73%
- YTD
- 0.75%
- 6M
- 1.12%
- 1Y
- 13.20%
- 3Y*
- 10.80%
- 5Y*
- 6.49%
- 10Y*
- 8.71%
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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LSSCX vs. SWSSX - Expense Ratio Comparison
LSSCX has a 0.90% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
LSSCX vs. SWSSX — Risk / Return Rank
LSSCX
SWSSX
LSSCX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Small Cap Value Fund (LSSCX) 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.
| LSSCX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.91 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.40 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.33 | -1.25 |
Martin ratioReturn relative to average drawdown | 0.25 | 5.02 | -4.77 |
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
| LSSCX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.91 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.14 | +0.19 |
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 | 0.56 | 0.33 | +0.23 |
Correlation
The correlation between LSSCX and SWSSX is 0.95, 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
LSSCX vs. SWSSX - Dividend Comparison
LSSCX's dividend yield for the trailing twelve months is around 17.37%, more than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSSCX Loomis Sayles Small Cap Value Fund | 17.37% | 17.50% | 10.71% | 20.30% | 12.74% | 19.01% | 8.04% | 8.65% | 17.43% | 12.58% | 8.27% | 11.35% |
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
LSSCX vs. SWSSX - Drawdown Comparison
The maximum LSSCX drawdown since its inception was -54.28%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for LSSCX and SWSSX.
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Drawdown Indicators
| LSSCX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.28% | -60.34% | +6.06% |
Max Drawdown (1Y)Largest decline over 1 year | -14.43% | -13.90% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -31.93% | +6.83% |
Max Drawdown (10Y)Largest decline over 10 years | -44.65% | -41.81% | -2.84% |
Current DrawdownCurrent decline from peak | -9.89% | -11.00% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -7.61% | -10.78% | +3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 3.68% | +2.94% |
Volatility
LSSCX vs. SWSSX - Volatility Comparison
The current volatility for Loomis Sayles Small Cap Value Fund (LSSCX) is 4.56%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that LSSCX 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
| LSSCX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 6.59% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 14.12% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.85% | 23.11% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 22.57% | -1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 24.03% | -1.66% |