OTCM vs. SWPPX

Last updated Apr 1, 2026

Compare and contrast key facts about Otc Markets Group (OTCM) and Schwab S&P 500 Index Fund (SWPPX).

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

OTCM vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Otc Markets Group (OTCM) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

OTCM vs. SWPPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OTCM Otc Markets Group	4.94%	5.08%	-4.43%	2.06%	-0.01%	85.79%	0.99%	25.17%	4.17%	32.32%
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%	21.81%

Returns By Period

In the year-to-date period, OTCM achieves a 4.94% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, OTCM has outperformed SWPPX with an annualized return of 17.03%, while SWPPX has yielded a comparatively lower 13.71% annualized return.

OTCM

• 1D: 2.61%
• 1M: 2.84%
• YTD: 4.94%
• 6M: 5.40%
• 1Y: 18.56%
• 3Y*: 2.59%
• 5Y*: 10.88%
• 10Y*: 17.03%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

OTCM vs. SWPPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OTCM

OTCM Risk / Return Rank: 61
OTCM Sharpe Ratio Rank: 63
OTCM Sortino Ratio Rank: 58
OTCM Omega Ratio Rank: 57
OTCM Calmar Ratio Rank: 65
OTCM Martin Ratio Rank: 61

SWPPX

SWPPX Risk / Return Rank: 46
SWPPX Sharpe Ratio Rank: 41
SWPPX Sortino Ratio Rank: 45
SWPPX Omega Ratio Rank: 50
SWPPX Calmar Ratio Rank: 42
SWPPX Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OTCM vs. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Otc Markets Group (OTCM) 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.

	OTCM	SWPPX	Difference
Sharpe ratio Return per unit of total volatility	0.60	0.84	-0.24
Sortino ratio Return per unit of downside risk	1.09	1.30	-0.21
Omega ratio Gain probability vs. loss probability	1.14	1.20	-0.06
Calmar ratio Return relative to maximum drawdown	1.12	1.06	+0.06
Martin ratio Return relative to average drawdown	2.07	5.14	-3.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OTCM vs. SWPPX - Sharpe Ratio Comparison

The current OTCM Sharpe Ratio is 0.60, which is comparable to the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of OTCM and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OTCM	SWPPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	0.84	-0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.68	-0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.76	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.48	+0.18

Correlation

The correlation between OTCM and SWPPX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

OTCM vs. SWPPX - Dividend Comparison

OTCM's dividend yield for the trailing twelve months is around 4.84%, more than SWPPX's 1.19% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OTCM Otc Markets Group	4.84%	4.81%	4.33%	3.97%	3.90%	6.19%	3.68%	3.57%	4.24%	3.99%	2.43%	6.63%
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

OTCM vs. SWPPX - Drawdown Comparison

The maximum OTCM drawdown since its inception was -39.87%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for OTCM and SWPPX.

Drawdown Indicators

	OTCM	SWPPX	Difference
Max Drawdown Largest peak-to-trough decline	-39.87%	-55.06%	+15.19%
Max Drawdown (1Y) Largest decline over 1 year	-17.26%	-12.10%	-5.16%
Max Drawdown (5Y) Largest decline over 5 years	-25.80%	-24.51%	-1.29%
Max Drawdown (10Y) Largest decline over 10 years	-39.87%	-33.80%	-6.07%
Current Drawdown Current decline from peak	-7.35%	-8.89%	+1.54%
Average Drawdown Average peak-to-trough decline	-8.58%	-10.00%	+1.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.36%	2.49%	+6.87%

Volatility

OTCM vs. SWPPX - Volatility Comparison

Otc Markets Group (OTCM) has a higher volatility of 9.31% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that OTCM's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OTCM	SWPPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.31%	4.29%	+5.02%
Volatility (6M) Calculated over the trailing 6-month period	23.94%	9.11%	+14.83%
Volatility (1Y) Calculated over the trailing 1-year period	31.16%	18.14%	+13.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.76%	16.89%	+13.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.93%	18.19%	+14.74%