OTCFX vs. SWSSX

In the year-to-date period, OTCFX achieves a -4.61% return, which is significantly higher than SWSSX's -8.71% return. Over the past 10 years, OTCFX has underperformed SWSSX with an annualized return of 1.86%, while SWSSX has yielded a comparatively higher 3.03% annualized return.

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OTCFX has a 0.85% expense ratio, which is higher than SWSSX's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Stock Fund (OTCFX) 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.

The current OTCFX Sharpe Ratio is -0.37, which is lower than the SWSSX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of OTCFX and SWSSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OTCFX's dividend yield for the trailing twelve months is around 0.52%, less than SWSSX's 1.82% yield.

The maximum OTCFX drawdown since its inception was -62.09%, smaller than the maximum SWSSX drawdown of -67.30%. Use the drawdown chart below to compare losses from any high point for OTCFX and SWSSX. For additional features, visit the drawdowns tool.

T. Rowe Price Small-Cap Stock Fund (OTCFX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX) have volatilities of 7.08% and 7.22%, 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.