PEXMX vs. SWMCX

In the year-to-date period, PEXMX achieves a -1.71% return, which is significantly lower than SWMCX's 2.51% return.

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PEXMX has a 0.23% expense ratio, which is higher than SWMCX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Extended Equity Market Index Fund (PEXMX) and Schwab U.S. Mid-Cap Index Fund (SWMCX). 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 PEXMX Sharpe Ratio is 0.08, which is lower than the SWMCX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of PEXMX and SWMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PEXMX's dividend yield for the trailing twelve months is around 7.78%, more than SWMCX's 2.54% yield.

The maximum PEXMX drawdown since its inception was -59.79%, which is greater than SWMCX's maximum drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for PEXMX and SWMCX. For additional features, visit the drawdowns tool.

T. Rowe Price Extended Equity Market Index Fund (PEXMX) has a higher volatility of 6.59% compared to Schwab U.S. Mid-Cap Index Fund (SWMCX) at 4.91%. This indicates that PEXMX's price experiences larger fluctuations and is considered to be riskier than SWMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.