SBMAX vs. SWMCX
Compare and contrast key facts about ClearBridge Mid Cap Fund (SBMAX) and Schwab U.S. Mid-Cap Index Fund (SWMCX).
SBMAX is managed by Franklin Templeton. It was launched on Sep 1, 1998. SWMCX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Performance
SBMAX vs. SWMCX - Performance Comparison
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SBMAX vs. SWMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBMAX ClearBridge Mid Cap Fund | -5.21% | 4.21% | 9.79% | 13.51% | -25.19% | 28.37% | 16.25% | 32.77% | -12.92% | 0.62% |
SWMCX Schwab U.S. Mid-Cap Index Fund | -1.32% | 10.54% | 15.28% | 17.20% | -17.31% | 22.55% | 17.03% | 30.46% | -9.16% | 0.40% |
Returns By Period
In the year-to-date period, SBMAX achieves a -5.21% return, which is significantly lower than SWMCX's -1.32% return.
SBMAX
- 1D
- -1.03%
- 1M
- -9.90%
- YTD
- -5.21%
- 6M
- -8.88%
- 1Y
- 5.82%
- 3Y*
- 6.56%
- 5Y*
- 1.27%
- 10Y*
- 7.09%
SWMCX
- 1D
- -0.70%
- 1M
- -7.73%
- YTD
- -1.32%
- 6M
- -1.19%
- 1Y
- 12.94%
- 3Y*
- 12.30%
- 5Y*
- 6.67%
- 10Y*
- —
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SBMAX vs. SWMCX - Expense Ratio Comparison
SBMAX has a 1.13% expense ratio, which is higher than SWMCX's 0.04% expense ratio.
Return for Risk
SBMAX vs. SWMCX — Risk / Return Rank
SBMAX
SWMCX
SBMAX vs. SWMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Mid Cap Fund (SBMAX) 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.
| SBMAX | SWMCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.72 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.12 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.16 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | 0.86 | -0.58 |
Martin ratioReturn relative to average drawdown | 1.08 | 4.04 | -2.96 |
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
| SBMAX | SWMCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.72 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.37 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.45 | -0.01 |
Correlation
The correlation between SBMAX and SWMCX is 0.97, 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
SBMAX vs. SWMCX - Dividend Comparison
SBMAX's dividend yield for the trailing twelve months is around 9.41%, more than SWMCX's 2.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBMAX ClearBridge Mid Cap Fund | 9.41% | 8.92% | 8.73% | 1.83% | 4.96% | 12.79% | 7.27% | 7.78% | 4.52% | 6.52% | 1.70% | 5.00% |
SWMCX Schwab U.S. Mid-Cap Index Fund | 2.15% | 2.13% | 2.60% | 1.49% | 1.59% | 2.93% | 1.45% | 2.44% | 1.41% | 0.00% | 0.00% | 0.00% |
Drawdowns
SBMAX vs. SWMCX - Drawdown Comparison
The maximum SBMAX drawdown since its inception was -52.41%, which is greater than SWMCX's maximum drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for SBMAX and SWMCX.
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Drawdown Indicators
| SBMAX | SWMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.41% | -40.34% | -12.07% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -13.43% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -31.55% | -26.09% | -5.46% |
Max Drawdown (10Y)Largest decline over 10 years | -39.88% | — | — |
Current DrawdownCurrent decline from peak | -10.32% | -8.15% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -9.71% | -6.75% | -2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 2.87% | +0.91% |
Volatility
SBMAX vs. SWMCX - Volatility Comparison
ClearBridge Mid Cap Fund (SBMAX) has a higher volatility of 5.79% compared to Schwab U.S. Mid-Cap Index Fund (SWMCX) at 4.80%. This indicates that SBMAX's price experiences larger fluctuations and is considered to be riskier than SWMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBMAX | SWMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 4.80% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 10.19% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.12% | 18.96% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.80% | 18.23% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 20.76% | -0.55% |