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SCHA vs. SWSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHA vs. SWSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Small-Cap ETF (SCHA) and Schwab Small-Cap Equity Fund™ (SWSCX). The values are adjusted to include any dividend payments, if applicable.

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SCHA vs. SWSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHA
Schwab U.S. Small-Cap ETF
3.19%11.60%11.16%18.46%-19.81%16.45%19.34%26.50%-11.79%14.94%
SWSCX
Schwab Small-Cap Equity Fund™
1.36%5.66%9.89%19.90%-14.12%29.29%7.63%17.89%-12.47%10.04%

Returns By Period

In the year-to-date period, SCHA achieves a 3.19% return, which is significantly higher than SWSCX's 1.36% return. Over the past 10 years, SCHA has outperformed SWSCX with an annualized return of 9.94%, while SWSCX has yielded a comparatively lower 9.01% annualized return.


SCHA

1D
0.93%
1M
-4.33%
YTD
3.19%
6M
5.66%
1Y
26.55%
3Y*
13.45%
5Y*
4.49%
10Y*
9.94%

SWSCX

1D
3.43%
1M
-5.45%
YTD
1.36%
6M
-2.89%
1Y
17.90%
3Y*
11.12%
5Y*
5.80%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHA vs. SWSCX - Expense Ratio Comparison

SCHA has a 0.04% expense ratio, which is lower than SWSCX's 1.08% expense ratio.


Return for Risk

SCHA vs. SWSCX — Risk / Return Rank

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

SCHA
SCHA Risk / Return Rank: 6767
Overall Rank
SCHA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 6767
Sortino Ratio Rank
SCHA Omega Ratio Rank: 6060
Omega Ratio Rank
SCHA Calmar Ratio Rank: 7171
Calmar Ratio Rank
SCHA Martin Ratio Rank: 7272
Martin Ratio Rank

SWSCX
SWSCX Risk / Return Rank: 3131
Overall Rank
SWSCX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SWSCX Sortino Ratio Rank: 2828
Sortino Ratio Rank
SWSCX Omega Ratio Rank: 2929
Omega Ratio Rank
SWSCX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWSCX Martin Ratio Rank: 2828
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.

SCHA vs. SWSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Small-Cap ETF (SCHA) and Schwab Small-Cap Equity Fund™ (SWSCX). 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.


SCHASWSCXDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.73

+0.43

Sortino ratio

Return per unit of downside risk

1.74

1.10

+0.63

Omega ratio

Gain probability vs. loss probability

1.23

1.16

+0.07

Calmar ratio

Return relative to maximum drawdown

1.87

1.13

+0.74

Martin ratio

Return relative to average drawdown

7.77

3.14

+4.63

SCHA vs. SWSCX - Sharpe Ratio Comparison

The current SCHA Sharpe Ratio is 1.16, which is higher than the SWSCX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SCHA and SWSCX, 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


SCHASWSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.73

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.26

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.38

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.40

+0.13

Correlation

The correlation between SCHA and SWSCX is 0.98, 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

SCHA vs. SWSCX - Dividend Comparison

SCHA's dividend yield for the trailing twelve months is around 1.16%, while SWSCX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SCHA
Schwab U.S. Small-Cap ETF
1.16%1.26%1.51%1.42%1.37%1.19%1.05%1.39%1.58%1.24%1.50%1.48%
SWSCX
Schwab Small-Cap Equity Fund™
0.00%0.00%14.10%0.36%10.14%12.07%0.19%0.11%26.16%14.46%0.41%14.47%

Drawdowns

SCHA vs. SWSCX - Drawdown Comparison

The maximum SCHA drawdown since its inception was -42.41%, smaller than the maximum SWSCX drawdown of -63.30%. Use the drawdown chart below to compare losses from any high point for SCHA and SWSCX.


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Drawdown Indicators


SCHASWSCXDifference

Max Drawdown

Largest peak-to-trough decline

-42.41%

-63.30%

+20.89%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-13.76%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-30.79%

-27.35%

-3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-42.41%

-49.32%

+6.91%

Current Drawdown

Current decline from peak

-5.41%

-9.76%

+4.35%

Average Drawdown

Average peak-to-trough decline

-7.65%

-10.66%

+3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

4.96%

-1.51%

Volatility

SCHA vs. SWSCX - Volatility Comparison

Schwab U.S. Small-Cap ETF (SCHA) and Schwab Small-Cap Equity Fund™ (SWSCX) have volatilities of 7.31% and 7.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHASWSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

7.48%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

17.12%

-3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

22.90%

24.79%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.95%

22.47%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.67%

23.56%

-0.89%