NSCRX vs. SWSSX
Compare and contrast key facts about Nuveen Small-Cap Value Opportunities Fund (NSCRX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
NSCRX is managed by Nuveen. It was launched on Dec 8, 2004. 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
NSCRX vs. SWSSX - Performance Comparison
Loading graphics...
NSCRX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSCRX Nuveen Small-Cap Value Opportunities Fund | 3.01% | 7.33% | 20.22% | 16.67% | -5.26% | 26.89% | 0.48% | 25.16% | -19.12% | 12.11% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 0.90% | 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, NSCRX achieves a 3.01% return, which is significantly higher than SWSSX's 0.90% return. Both investments have delivered pretty close results over the past 10 years, with NSCRX having a 9.73% annualized return and SWSSX not far ahead at 9.87%.
NSCRX
- 1D
- 2.87%
- 1M
- -5.07%
- YTD
- 3.01%
- 6M
- 5.21%
- 1Y
- 17.13%
- 3Y*
- 14.97%
- 5Y*
- 8.76%
- 10Y*
- 9.73%
SWSSX
- 1D
- 3.48%
- 1M
- -5.84%
- YTD
- 0.90%
- 6M
- 2.87%
- 1Y
- 25.74%
- 3Y*
- 13.11%
- 5Y*
- 3.50%
- 10Y*
- 9.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NSCRX vs. SWSSX - Expense Ratio Comparison
NSCRX has a 0.94% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
NSCRX vs. SWSSX — Risk / Return Rank
NSCRX
SWSSX
NSCRX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Small-Cap Value Opportunities Fund (NSCRX) 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.
| NSCRX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.11 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.66 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.81 | -0.60 |
Martin ratioReturn relative to average drawdown | 4.61 | 6.78 | -2.17 |
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
| NSCRX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.11 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.16 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.41 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.34 | +0.01 |
Correlation
The correlation between NSCRX 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
NSCRX vs. SWSSX - Dividend Comparison
NSCRX's dividend yield for the trailing twelve months is around 8.82%, more than SWSSX's 1.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSCRX Nuveen Small-Cap Value Opportunities Fund | 8.82% | 9.09% | 25.26% | 0.85% | 6.20% | 11.20% | 0.80% | 6.29% | 13.66% | 3.93% | 2.71% | 0.15% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.28% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
NSCRX vs. SWSSX - Drawdown Comparison
The maximum NSCRX drawdown since its inception was -70.39%, which is greater than SWSSX's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for NSCRX and SWSSX.
Loading graphics...
Drawdown Indicators
| NSCRX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.39% | -60.34% | -10.05% |
Max Drawdown (1Y)Largest decline over 1 year | -13.01% | -13.90% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -34.58% | -31.93% | -2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -47.18% | -41.81% | -5.37% |
Current DrawdownCurrent decline from peak | -13.00% | -7.91% | -5.09% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -10.78% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.71% | -0.29% |
Volatility
NSCRX vs. SWSSX - Volatility Comparison
The current volatility for Nuveen Small-Cap Value Opportunities Fund (NSCRX) is 6.75%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 7.53%. This indicates that NSCRX 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
| NSCRX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 7.53% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 14.53% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.35% | 23.31% | -1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 22.62% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 24.05% | -0.27% |