PSOPX vs. SWPPX
Compare and contrast key facts about JPMorgan Small Cap Value Fund (PSOPX) and Schwab S&P 500 Index Fund (SWPPX).
PSOPX is managed by JPMorgan. It was launched on Jan 27, 1995. 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
PSOPX vs. SWPPX - Performance Comparison
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PSOPX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSOPX JPMorgan Small Cap Value Fund | 1.06% | 12.32% | 15.20% | 13.08% | -13.37% | 32.44% | 6.14% | 19.14% | -13.97% | 3.17% |
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, PSOPX achieves a 1.06% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, PSOPX has underperformed SWPPX with an annualized return of 9.16%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
PSOPX
- 1D
- -1.04%
- 1M
- -7.58%
- YTD
- 1.06%
- 6M
- 6.15%
- 1Y
- 22.53%
- 3Y*
- 14.21%
- 5Y*
- 6.76%
- 10Y*
- 9.16%
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%
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PSOPX vs. SWPPX - Expense Ratio Comparison
PSOPX has a 0.94% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
PSOPX vs. SWPPX — Risk / Return Rank
PSOPX
SWPPX
PSOPX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Value Fund (PSOPX) 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.
| PSOPX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.84 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.30 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.06 | +0.37 |
Martin ratioReturn relative to average drawdown | 5.60 | 5.14 | +0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSOPX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.84 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.68 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.76 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.48 | -0.05 |
Correlation
The correlation between PSOPX and SWPPX is 0.81, 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
PSOPX vs. SWPPX - Dividend Comparison
PSOPX's dividend yield for the trailing twelve months is around 9.18%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSOPX JPMorgan Small Cap Value Fund | 9.18% | 9.31% | 12.79% | 1.59% | 9.50% | 16.48% | 0.74% | 6.38% | 16.22% | 6.38% | 0.73% | 5.58% |
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
PSOPX vs. SWPPX - Drawdown Comparison
The maximum PSOPX drawdown since its inception was -60.75%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PSOPX and SWPPX.
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Drawdown Indicators
| PSOPX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -55.06% | -5.69% |
Max Drawdown (1Y)Largest decline over 1 year | -14.00% | -12.10% | -1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.08% | -24.51% | +0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -46.52% | -33.80% | -12.72% |
Current DrawdownCurrent decline from peak | -9.11% | -8.89% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -10.32% | -10.00% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.49% | +1.07% |
Volatility
PSOPX vs. SWPPX - Volatility Comparison
JPMorgan Small Cap Value Fund (PSOPX) has a higher volatility of 6.04% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that PSOPX'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.
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Volatility by Period
| PSOPX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.29% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 9.11% | +3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.84% | 18.14% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 16.89% | +4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.52% | 18.19% | +5.33% |