POPFX vs. SWMCX

Last updated Apr 2, 2026

Compare and contrast key facts about Prospector Opportunity Fund (POPFX) and Schwab U.S. Mid-Cap Index Fund (SWMCX).

POPFX is managed by Prospector Funds. It was launched on Sep 28, 2007. SWMCX is managed by Charles Schwab. It was launched on Dec 20, 2017.

Performance

POPFX vs. SWMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prospector Opportunity Fund (POPFX) and Schwab U.S. Mid-Cap Index Fund (SWMCX). The values are adjusted to include any dividend payments, if applicable.

POPFX vs. SWMCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
POPFX Prospector Opportunity Fund	-0.06%	5.95%	12.97%	11.62%	-6.20%	22.79%	5.44%	30.56%	-4.35%	-0.24%
SWMCX Schwab U.S. Mid-Cap Index Fund	1.25%	10.54%	15.28%	17.20%	-17.31%	22.55%	17.03%	30.46%	-9.16%	0.40%

Returns By Period

POPFX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SWMCX

• 1D: 2.61%
• 1M: -5.57%
• YTD: 1.25%
• 6M: 1.45%
• 1Y: 15.42%
• 3Y*: 13.27%
• 5Y*: 6.91%
• 10Y*: —

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

POPFX vs. SWMCX - Expense Ratio Comparison

POPFX has a 1.35% expense ratio, which is higher than SWMCX's 0.04% expense ratio.

POPFX

Prospector Opportunity Fund

SWMCX

Schwab U.S. Mid-Cap Index Fund

Return for Risk

POPFX vs. SWMCX — Risk / Return Rank

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

SWMCX

SWMCX Risk / Return Rank: 43
SWMCX Sharpe Ratio Rank: 37
SWMCX Sortino Ratio Rank: 39
SWMCX Omega Ratio Rank: 37
SWMCX Calmar Ratio Rank: 47
SWMCX Martin Ratio Rank: 57

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.

POPFX vs. SWMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prospector Opportunity Fund (POPFX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	POPFX	SWMCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.84	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.46	—

Correlation

The correlation between POPFX and SWMCX is 0.87, 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

POPFX vs. SWMCX - Dividend Comparison

POPFX's dividend yield for the trailing twelve months is around 65.42%, more than SWMCX's 2.10% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
POPFX Prospector Opportunity Fund	65.42%	65.38%	4.80%	0.60%	4.06%	8.78%	2.59%	8.05%	7.88%	6.77%	3.75%	21.85%
SWMCX Schwab U.S. Mid-Cap Index Fund	2.10%	2.13%	2.60%	1.49%	1.59%	2.93%	1.45%	2.44%	1.41%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	POPFX	SWMCX	Difference
Max Drawdown Largest peak-to-trough decline	—	-40.34%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.43%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.09%	—
Current Drawdown Current decline from peak	—	-5.76%	—
Average Drawdown Average peak-to-trough decline	—	-6.74%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.89%	—

Volatility

Volatility by Period

	POPFX	SWMCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.61%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	19.09%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	18.27%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	20.77%	—