SCRZX vs. SWSSX
Compare and contrast key facts about AB Small Cap Core Portfolio (SCRZX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
SCRZX is managed by AllianceBernstein. It was launched on Dec 29, 2015. 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
SCRZX vs. SWSSX - Performance Comparison
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SCRZX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCRZX AB Small Cap Core Portfolio | -2.23% | 7.75% | 7.72% | 20.91% | -18.89% | 23.27% | 12.41% | 24.28% | -13.25% | 7.40% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 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, SCRZX achieves a -2.23% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, SCRZX has underperformed SWSSX with an annualized return of 8.10%, while SWSSX has yielded a comparatively higher 9.50% annualized return.
SCRZX
- 1D
- -1.30%
- 1M
- -7.69%
- YTD
- -2.23%
- 6M
- -1.32%
- 1Y
- 16.11%
- 3Y*
- 9.89%
- 5Y*
- 3.88%
- 10Y*
- 8.10%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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SCRZX vs. SWSSX - Expense Ratio Comparison
SCRZX has a 0.87% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
SCRZX vs. SWSSX — Risk / Return Rank
SCRZX
SWSSX
SCRZX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Core Portfolio (SCRZX) 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.
| SCRZX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.91 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.40 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.33 | -0.34 |
Martin ratioReturn relative to average drawdown | 4.00 | 5.02 | -1.03 |
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
| SCRZX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.91 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.14 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.40 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.33 | +0.02 |
Correlation
The correlation between SCRZX and SWSSX 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
SCRZX vs. SWSSX - Dividend Comparison
SCRZX's dividend yield for the trailing twelve months is around 10.98%, more than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCRZX AB Small Cap Core Portfolio | 10.98% | 10.74% | 15.00% | 8.51% | 8.47% | 5.95% | 0.51% | 0.47% | 8.63% | 6.37% | 0.28% | 0.00% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
SCRZX vs. SWSSX - Drawdown Comparison
The maximum SCRZX drawdown since its inception was -44.82%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SCRZX and SWSSX.
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Drawdown Indicators
| SCRZX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.82% | -60.34% | +15.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -13.90% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -29.24% | -31.93% | +2.69% |
Max Drawdown (10Y)Largest decline over 10 years | -44.82% | -41.81% | -3.01% |
Current DrawdownCurrent decline from peak | -9.37% | -11.00% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -10.78% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.68% | -0.23% |
Volatility
SCRZX vs. SWSSX - Volatility Comparison
The current volatility for AB Small Cap Core Portfolio (SCRZX) is 6.23%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that SCRZX 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
| SCRZX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 6.59% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 14.12% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.74% | 23.11% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.04% | 22.57% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.17% | 24.03% | -0.86% |