MRESX vs. SWPPX
Compare and contrast key facts about Cromwell CenterSquare Real Estate Fund (MRESX) and Schwab S&P 500 Index Fund (SWPPX).
MRESX is managed by AMG. It was launched on Dec 31, 1997. 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
MRESX vs. SWPPX - Performance Comparison
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MRESX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRESX Cromwell CenterSquare Real Estate Fund | 2.52% | 0.87% | 7.09% | 11.77% | -24.59% | 57.10% | -2.46% | 28.85% | -5.41% | 2.66% |
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% | 14.83% |
Returns By Period
In the year-to-date period, MRESX achieves a 2.52% return, which is significantly higher than SWPPX's -7.07% return.
MRESX
- 1D
- 0.35%
- 1M
- -7.23%
- YTD
- 2.52%
- 6M
- 0.69%
- 1Y
- 1.59%
- 3Y*
- 6.75%
- 5Y*
- 6.45%
- 10Y*
- —
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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MRESX vs. SWPPX - Expense Ratio Comparison
MRESX has a 1.02% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
MRESX vs. SWPPX — Risk / Return Rank
MRESX
SWPPX
MRESX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cromwell CenterSquare Real Estate Fund (MRESX) 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.
| MRESX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 0.84 | -0.71 |
Sortino ratioReturn per unit of downside risk | 0.31 | 1.30 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.20 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.00 | 1.06 | -1.06 |
Martin ratioReturn relative to average drawdown | -0.00 | 5.14 | -5.14 |
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
| MRESX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 0.84 | -0.71 |
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 | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.48 | -0.18 |
Correlation
The correlation between MRESX and SWPPX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MRESX vs. SWPPX - Dividend Comparison
MRESX's dividend yield for the trailing twelve months is around 1.57%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRESX Cromwell CenterSquare Real Estate Fund | 1.57% | 1.49% | 2.40% | 2.01% | 6.49% | 14.54% | 2.19% | 10.71% | 3.24% | 10.34% | 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
MRESX vs. SWPPX - Drawdown Comparison
The maximum MRESX drawdown since its inception was -40.84%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for MRESX and SWPPX.
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Drawdown Indicators
| MRESX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.84% | -55.06% | +14.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -12.10% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -32.98% | -24.51% | -8.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.80% | — |
Current DrawdownCurrent decline from peak | -7.60% | -8.89% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -10.00% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.60% | 2.49% | +2.11% |
Volatility
MRESX vs. SWPPX - Volatility Comparison
Cromwell CenterSquare Real Estate Fund (MRESX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 4.21% and 4.29%, 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
| MRESX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 4.29% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 9.11% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 18.14% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.59% | 16.89% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.16% | 18.19% | +3.97% |