SAUMX vs. SWSSX
Compare and contrast key facts about SA U.S. Small Company Fund (SAUMX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
SAUMX is managed by SA Funds. It was launched on Aug 5, 1999. 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
SAUMX vs. SWSSX - Performance Comparison
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SAUMX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAUMX SA U.S. Small Company Fund | 3.30% | 8.87% | 11.14% | 17.30% | -14.25% | 26.93% | 11.61% | 22.17% | -12.82% | 11.39% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 0.90% | 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, SAUMX achieves a 3.30% return, which is significantly higher than SWSSX's 0.90% return. Both investments have delivered pretty close results over the past 10 years, with SAUMX having a 9.77% annualized return and SWSSX not far ahead at 9.87%.
SAUMX
- 1D
- 2.78%
- 1M
- -5.63%
- YTD
- 3.30%
- 6M
- 5.00%
- 1Y
- 20.03%
- 3Y*
- 12.17%
- 5Y*
- 6.38%
- 10Y*
- 9.77%
SWSSX
- 1D
- 3.48%
- 1M
- -5.84%
- YTD
- 0.90%
- 6M
- 2.87%
- 1Y
- 25.74%
- 3Y*
- 13.11%
- 5Y*
- 3.50%
- 10Y*
- 9.87%
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SAUMX vs. SWSSX - Expense Ratio Comparison
SAUMX has a 0.87% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
SAUMX vs. SWSSX — Risk / Return Rank
SAUMX
SWSSX
SAUMX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA U.S. Small Company Fund (SAUMX) 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.
| SAUMX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.11 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.66 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.81 | -1.35 |
Martin ratioReturn relative to average drawdown | 1.60 | 6.78 | -5.18 |
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
| SAUMX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.11 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.16 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.41 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.34 | +0.19 |
Correlation
The correlation between SAUMX and SWSSX is 0.95, 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
SAUMX vs. SWSSX - Dividend Comparison
SAUMX's dividend yield for the trailing twelve months is around 0.51%, less than SWSSX's 1.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAUMX SA U.S. Small Company Fund | 0.51% | 0.53% | 0.29% | 3.64% | 3.19% | 25.26% | 1.99% | 4.48% | 3.22% | 7.96% | 5.16% | 8.49% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.28% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
SAUMX vs. SWSSX - Drawdown Comparison
The maximum SAUMX drawdown since its inception was -43.14%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SAUMX and SWSSX.
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Drawdown Indicators
| SAUMX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.14% | -60.34% | +17.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -13.90% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -24.80% | -31.93% | +7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -43.14% | -41.81% | -1.33% |
Current DrawdownCurrent decline from peak | -6.41% | -7.91% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -6.47% | -10.78% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 3.71% | +1.96% |
Volatility
SAUMX vs. SWSSX - Volatility Comparison
The current volatility for SA U.S. Small Company Fund (SAUMX) is 6.40%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 7.53%. This indicates that SAUMX 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
| SAUMX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 7.53% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.96% | 14.53% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.29% | 23.31% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 22.62% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 24.05% | -2.08% |