SKSEX vs. SWSSX
Compare and contrast key facts about AMG GW&K Small Cap Value Fund (SKSEX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
SKSEX is managed by AMG. It was launched on Apr 23, 1987. 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
SKSEX vs. SWSSX - Performance Comparison
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SKSEX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SKSEX AMG GW&K Small Cap Value Fund | 4.20% | -4.50% | 10.60% | 17.49% | -15.36% | 33.22% | 3.30% | 38.26% | -18.98% | 8.39% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 0.90% | 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, SKSEX achieves a 4.20% return, which is significantly higher than SWSSX's 0.90% return. Over the past 10 years, SKSEX has underperformed SWSSX with an annualized return of 7.98%, while SWSSX has yielded a comparatively higher 9.87% annualized return.
SKSEX
- 1D
- 2.89%
- 1M
- -4.51%
- YTD
- 4.20%
- 6M
- -2.51%
- 1Y
- 8.69%
- 3Y*
- 7.51%
- 5Y*
- 3.81%
- 10Y*
- 7.98%
SWSSX
- 1D
- 3.48%
- 1M
- -5.84%
- YTD
- 0.90%
- 6M
- 2.87%
- 1Y
- 25.74%
- 3Y*
- 13.11%
- 5Y*
- 3.50%
- 10Y*
- 9.87%
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SKSEX vs. SWSSX - Expense Ratio Comparison
SKSEX has a 1.15% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
SKSEX vs. SWSSX — Risk / Return Rank
SKSEX
SWSSX
SKSEX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Small Cap Value Fund (SKSEX) 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.
| SKSEX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 1.11 | -0.73 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.66 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.81 | -1.32 |
Martin ratioReturn relative to average drawdown | 1.47 | 6.78 | -5.31 |
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
| SKSEX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 1.11 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.16 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.41 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.34 | +0.24 |
Correlation
The correlation between SKSEX and SWSSX is 0.93, 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
SKSEX vs. SWSSX - Dividend Comparison
SKSEX has not paid dividends to shareholders, while SWSSX's dividend yield for the trailing twelve months is around 1.28%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SKSEX AMG GW&K Small Cap Value Fund | 0.00% | 0.00% | 8.62% | 1.51% | 1.69% | 13.94% | 43.15% | 13.91% | 14.98% | 6.75% | 0.02% | 4.98% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.28% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
SKSEX vs. SWSSX - Drawdown Comparison
The maximum SKSEX drawdown since its inception was -65.26%, which is greater than SWSSX's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SKSEX and SWSSX.
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Drawdown Indicators
| SKSEX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.26% | -60.34% | -4.92% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -13.90% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -31.93% | +5.54% |
Max Drawdown (10Y)Largest decline over 10 years | -49.36% | -41.81% | -7.55% |
Current DrawdownCurrent decline from peak | -8.23% | -7.91% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -9.26% | -10.78% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 3.71% | +0.96% |
Volatility
SKSEX vs. SWSSX - Volatility Comparison
The current volatility for AMG GW&K Small Cap Value Fund (SKSEX) is 6.71%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 7.53%. This indicates that SKSEX 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
| SKSEX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 7.53% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 15.63% | 14.53% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.11% | 23.31% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 22.62% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.48% | 24.05% | +0.43% |