PXSCX vs. SWSSX
Compare and contrast key facts about Pax Small Cap Fund (PXSCX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
PXSCX is managed by Pax World. It was launched on Mar 27, 2008. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
PXSCX vs. SWSSX - Performance Comparison
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PXSCX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PXSCX Pax Small Cap Fund | -4.72% | 11.53% | 14.55% | 13.51% | -22.99% | 30.34% | 11.81% | 23.29% | -15.96% | 8.78% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, PXSCX achieves a -4.72% return, which is significantly lower than SWSSX's -2.49% return. Over the past 10 years, PXSCX has underperformed SWSSX with an annualized return of 7.11%, while SWSSX has yielded a comparatively higher 9.50% annualized return.
PXSCX
- 1D
- -0.63%
- 1M
- -8.63%
- YTD
- -4.72%
- 6M
- -1.60%
- 1Y
- 16.75%
- 3Y*
- 9.54%
- 5Y*
- 4.06%
- 10Y*
- 7.11%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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PXSCX vs. SWSSX - Expense Ratio Comparison
PXSCX has a 1.15% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
PXSCX vs. SWSSX — Risk / Return Rank
PXSCX
SWSSX
PXSCX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax Small Cap Fund (PXSCX) 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.
| PXSCX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.91 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.40 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.33 | -0.34 |
Martin ratioReturn relative to average drawdown | 4.02 | 5.02 | -1.00 |
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
| PXSCX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.91 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.14 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.40 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.33 | +0.04 |
Correlation
The correlation between PXSCX and SWSSX is 0.94, 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
PXSCX vs. SWSSX - Dividend Comparison
PXSCX's dividend yield for the trailing twelve months is around 6.79%, more than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXSCX Pax Small Cap Fund | 6.79% | 6.47% | 5.19% | 0.00% | 2.47% | 9.60% | 3.87% | 0.89% | 14.72% | 1.56% | 2.24% | 0.64% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
PXSCX vs. SWSSX - Drawdown Comparison
The maximum PXSCX drawdown since its inception was -51.55%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for PXSCX and SWSSX.
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Drawdown Indicators
| PXSCX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.55% | -60.34% | +8.79% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -13.90% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -32.25% | -31.93% | -0.32% |
Max Drawdown (10Y)Largest decline over 10 years | -41.38% | -41.81% | +0.43% |
Current DrawdownCurrent decline from peak | -11.06% | -11.00% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -10.78% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.68% | -0.30% |
Volatility
PXSCX vs. SWSSX - Volatility Comparison
The current volatility for Pax Small Cap Fund (PXSCX) is 5.68%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that PXSCX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PXSCX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 6.59% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.27% | 14.12% | -1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.46% | 23.11% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.63% | 22.57% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.78% | 24.03% | -3.25% |