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SCHM vs. SWMCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHM and SWMCX is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SCHM vs. SWMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US Mid-Cap ETF (SCHM) and Schwab U.S. Mid-Cap Index Fund (SWMCX). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%December2025FebruaryMarchAprilMay
78.18%
74.38%
SCHM
SWMCX

Key characteristics

Sharpe Ratio

SCHM:

0.07

SWMCX:

0.22

Sortino Ratio

SCHM:

0.25

SWMCX:

0.45

Omega Ratio

SCHM:

1.03

SWMCX:

1.06

Calmar Ratio

SCHM:

0.06

SWMCX:

0.20

Martin Ratio

SCHM:

0.22

SWMCX:

0.68

Ulcer Index

SCHM:

6.87%

SWMCX:

6.37%

Daily Std Dev

SCHM:

21.15%

SWMCX:

19.45%

Max Drawdown

SCHM:

-42.43%

SWMCX:

-40.34%

Current Drawdown

SCHM:

-14.27%

SWMCX:

-12.18%

Returns By Period

In the year-to-date period, SCHM achieves a -7.31% return, which is significantly lower than SWMCX's -4.36% return.


SCHM

YTD

-7.31%

1M

-2.66%

6M

-6.36%

1Y

3.39%

5Y*

13.66%

10Y*

9.02%

SWMCX

YTD

-4.36%

1M

-1.38%

6M

-4.35%

1Y

6.22%

5Y*

13.02%

10Y*

N/A

*Annualized

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SCHM vs. SWMCX - Expense Ratio Comparison

Both SCHM and SWMCX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SCHM: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHM: 0.04%
Expense ratio chart for SWMCX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWMCX: 0.04%

Risk-Adjusted Performance

SCHM vs. SWMCX — Risk-Adjusted Performance Rank

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

SCHM
The Risk-Adjusted Performance Rank of SCHM is 2424
Overall Rank
The Sharpe Ratio Rank of SCHM is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHM is 2424
Sortino Ratio Rank
The Omega Ratio Rank of SCHM is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SCHM is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SCHM is 2323
Martin Ratio Rank

SWMCX
The Risk-Adjusted Performance Rank of SWMCX is 3535
Overall Rank
The Sharpe Ratio Rank of SWMCX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of SWMCX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SWMCX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SWMCX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SWMCX is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHM vs. SWMCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US Mid-Cap ETF (SCHM) 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.


The chart of Sharpe ratio for SCHM, currently valued at 0.07, compared to the broader market-1.000.001.002.003.004.00
SCHM: 0.07
SWMCX: 0.22
The chart of Sortino ratio for SCHM, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.00
SCHM: 0.25
SWMCX: 0.45
The chart of Omega ratio for SCHM, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
SCHM: 1.03
SWMCX: 1.06
The chart of Calmar ratio for SCHM, currently valued at 0.06, compared to the broader market0.002.004.006.008.0010.00
SCHM: 0.06
SWMCX: 0.20
The chart of Martin ratio for SCHM, currently valued at 0.22, compared to the broader market0.0020.0040.0060.00
SCHM: 0.22
SWMCX: 0.68

The current SCHM Sharpe Ratio is 0.07, which is lower than the SWMCX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SCHM and SWMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.07
0.22
SCHM
SWMCX

Dividends

SCHM vs. SWMCX - Dividend Comparison

SCHM's dividend yield for the trailing twelve months is around 1.52%, more than SWMCX's 1.49% yield.


TTM20242023202220212020201920182017201620152014
SCHM
Schwab US Mid-Cap ETF
1.52%1.43%1.50%1.67%1.14%1.31%1.48%1.56%1.27%1.51%1.54%1.48%
SWMCX
Schwab U.S. Mid-Cap Index Fund
1.49%1.42%1.49%1.50%1.00%1.45%1.40%1.17%0.00%0.00%0.00%0.00%

Drawdowns

SCHM vs. SWMCX - Drawdown Comparison

The maximum SCHM drawdown since its inception was -42.43%, which is greater than SWMCX's maximum drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for SCHM and SWMCX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.27%
-12.18%
SCHM
SWMCX

Volatility

SCHM vs. SWMCX - Volatility Comparison

Schwab US Mid-Cap ETF (SCHM) has a higher volatility of 14.76% compared to Schwab U.S. Mid-Cap Index Fund (SWMCX) at 13.81%. This indicates that SCHM'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
14.76%
13.81%
SCHM
SWMCX