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SFREX vs. SWSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFREX vs. SWSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental Global Real Estate Index Fund (SFREX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). The values are adjusted to include any dividend payments, if applicable.

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SFREX vs. SWSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFREX
Schwab Fundamental Global Real Estate Index Fund
-2.53%11.26%3.05%4.10%-21.06%18.56%-11.16%22.61%-8.26%20.07%
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

The year-to-date returns for both investments are quite close, with SFREX having a -2.53% return and SWSSX slightly higher at -2.49%. Over the past 10 years, SFREX has underperformed SWSSX with an annualized return of 2.93%, while SWSSX has yielded a comparatively higher 9.50% annualized return.


SFREX

1D
0.21%
1M
-11.77%
YTD
-2.53%
6M
-5.00%
1Y
6.19%
3Y*
5.99%
5Y*
-0.08%
10Y*
2.93%

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

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SFREX vs. SWSSX - Expense Ratio Comparison

SFREX has a 0.39% expense ratio, which is higher than SWSSX's 0.04% expense ratio.


Return for Risk

SFREX vs. SWSSX — Risk / Return Rank

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

SFREX
SFREX Risk / Return Rank: 1717
Overall Rank
SFREX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SFREX Sortino Ratio Rank: 1717
Sortino Ratio Rank
SFREX Omega Ratio Rank: 1515
Omega Ratio Rank
SFREX Calmar Ratio Rank: 1616
Calmar Ratio Rank
SFREX Martin Ratio Rank: 1818
Martin Ratio Rank

SWSSX
SWSSX Risk / Return Rank: 5050
Overall Rank
SWSSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 4141
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 5252
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.

SFREX vs. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Global Real Estate Index Fund (SFREX) 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.


SFREXSWSSXDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.91

-0.47

Sortino ratio

Return per unit of downside risk

0.72

1.40

-0.69

Omega ratio

Gain probability vs. loss probability

1.09

1.18

-0.08

Calmar ratio

Return relative to maximum drawdown

0.47

1.33

-0.86

Martin ratio

Return relative to average drawdown

1.76

5.02

-3.26

SFREX vs. SWSSX - Sharpe Ratio Comparison

The current SFREX Sharpe Ratio is 0.44, which is lower than the SWSSX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SFREX 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


SFREXSWSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.91

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.14

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.40

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.33

-0.18

Correlation

The correlation between SFREX and SWSSX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SFREX vs. SWSSX - Dividend Comparison

SFREX's dividend yield for the trailing twelve months is around 3.60%, more than SWSSX's 1.32% yield.


TTM20252024202320222021202020192018201720162015
SFREX
Schwab Fundamental Global Real Estate Index Fund
3.60%3.51%3.75%3.53%2.89%2.92%3.46%4.10%5.45%2.78%5.00%1.29%
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

SFREX vs. SWSSX - Drawdown Comparison

The maximum SFREX drawdown since its inception was -41.98%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SFREX and SWSSX.


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Drawdown Indicators


SFREXSWSSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.98%

-60.34%

+18.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-13.90%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-34.18%

-31.93%

-2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-41.98%

-41.81%

-0.17%

Current Drawdown

Current decline from peak

-11.77%

-11.00%

-0.77%

Average Drawdown

Average peak-to-trough decline

-10.54%

-10.78%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.68%

-0.49%

Volatility

SFREX vs. SWSSX - Volatility Comparison

The current volatility for Schwab Fundamental Global Real Estate Index Fund (SFREX) is 4.18%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that SFREX 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


SFREXSWSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

6.59%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

14.12%

-5.77%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

23.11%

-9.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

22.57%

-6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

24.03%

-6.12%