MSVVX vs. SWSSX
Compare and contrast key facts about Mesirow Small Company Sustainability Fund (MSVVX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
MSVVX is managed by Mesirow. It was launched on Dec 19, 2018. 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
MSVVX vs. SWSSX - Performance Comparison
Loading graphics...
MSVVX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MSVVX Mesirow Small Company Sustainability Fund | -6.97% | -59.78% | 13.89% | 12.04% | -5.18% | 26.12% | 7.06% | 22.95% | -2.26% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -0.26% |
Returns By Period
In the year-to-date period, MSVVX achieves a -6.97% return, which is significantly lower than SWSSX's -2.49% return.
MSVVX
- 1D
- -1.06%
- 1M
- -10.54%
- YTD
- -6.97%
- 6M
- -64.97%
- 1Y
- -60.36%
- 3Y*
- -22.92%
- 5Y*
- -13.36%
- 10Y*
- —
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MSVVX vs. SWSSX - Expense Ratio Comparison
MSVVX has a 3.06% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
MSVVX vs. SWSSX — Risk / Return Rank
MSVVX
SWSSX
MSVVX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mesirow Small Company Sustainability Fund (MSVVX) 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.
| MSVVX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.91 | 0.91 | -1.82 |
Sortino ratioReturn per unit of downside risk | -0.84 | 1.40 | -2.24 |
Omega ratioGain probability vs. loss probability | 0.69 | 1.18 | -0.49 |
Calmar ratioReturn relative to maximum drawdown | -0.92 | 1.33 | -2.25 |
Martin ratioReturn relative to average drawdown | -1.85 | 5.02 | -6.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MSVVX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.91 | 0.91 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | 0.14 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | 0.33 | -0.46 |
Correlation
The correlation between MSVVX and SWSSX is 0.94, 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
MSVVX vs. SWSSX - Dividend Comparison
MSVVX has not paid dividends to shareholders, while SWSSX's dividend yield for the trailing twelve months is around 1.32%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSVVX Mesirow Small Company Sustainability Fund | 0.00% | 0.00% | 7.98% | 4.49% | 2.89% | 23.76% | 0.44% | 7.93% | 0.45% | 0.00% | 0.00% | 0.00% |
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
MSVVX vs. SWSSX - Drawdown Comparison
The maximum MSVVX drawdown since its inception was -66.28%, which is greater than SWSSX's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for MSVVX and SWSSX.
Loading graphics...
Drawdown Indicators
| MSVVX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.28% | -60.34% | -5.94% |
Max Drawdown (1Y)Largest decline over 1 year | -66.28% | -13.90% | -52.38% |
Max Drawdown (5Y)Largest decline over 5 years | -66.28% | -31.93% | -34.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.81% | — |
Current DrawdownCurrent decline from peak | -66.28% | -11.00% | -55.28% |
Average DrawdownAverage peak-to-trough decline | -8.69% | -10.78% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.09% | 3.68% | +29.41% |
Volatility
MSVVX vs. SWSSX - Volatility Comparison
The current volatility for Mesirow Small Company Sustainability Fund (MSVVX) is 5.39%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that MSVVX 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.
Loading graphics...
Volatility by Period
| MSVVX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 6.59% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 100.01% | 14.12% | +85.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.73% | 23.11% | +43.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.69% | 22.57% | +12.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.66% | 24.03% | +9.63% |