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SAUMX vs. SWSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAUMX vs. SWSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SA U.S. Small Company Fund (SAUMX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). The values are adjusted to include any dividend payments, if applicable.

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SAUMX vs. SWSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SAUMX
SAUMX Risk / Return Rank: 3232
Overall Rank
SAUMX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SAUMX Sortino Ratio Rank: 4949
Sortino Ratio Rank
SAUMX Omega Ratio Rank: 4242
Omega Ratio Rank
SAUMX Calmar Ratio Rank: 1111
Calmar Ratio Rank
SAUMX Martin Ratio Rank: 1212
Martin Ratio Rank

SWSSX
SWSSX Risk / Return Rank: 6464
Overall Rank
SWSSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 5050
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 7575
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 7070
Martin Ratio Rank
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.

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.


SAUMXSWSSXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.11

-0.11

Sortino ratio

Return per unit of downside risk

1.54

1.66

-0.12

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

0.46

1.81

-1.35

Martin ratio

Return relative to average drawdown

1.60

6.78

-5.18

SAUMX vs. SWSSX - Sharpe Ratio Comparison

The current SAUMX Sharpe Ratio is 1.00, which is comparable to the SWSSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SAUMX and SWSSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SAUMXSWSSXDifference

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.


TTM20252024202320222021202020192018201720162015
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


SAUMXSWSSXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.41%

-7.91%

+1.50%

Average Drawdown

Average peak-to-trough decline

-6.47%

-10.78%

+4.31%

Ulcer Index

Depth 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


SAUMXSWSSXDifference

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%