SSCVX vs. SWTSX

Last updated Jun 19, 2026

SSCVX (Columbia Select Small Cap Value Fund) and SWTSX (Schwab Total Stock Market Index Fund) are both mutual funds - SSCVX is a Small Cap Value Equities fund managed by Columbia, while SWTSX is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Total Stock Market Index. Over the past 10 years, SSCVX returned 9.87%/yr vs 15.02%/yr for SWTSX. Their correlation of 0.86 suggests significant overlap in exposure. SSCVX charges 1.28%/yr vs 0.03%/yr for SWTSX.

Performance

SSCVX vs. SWTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Small Cap Value Fund (SSCVX) and Schwab Total Stock Market Index Fund (SWTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SSCVX achieves a 21.52% return, which is significantly higher than SWTSX's 10.74% return. Over the past 10 years, SSCVX has underperformed SWTSX with an annualized return of 9.87%, while SWTSX has yielded a comparatively higher 15.02% annualized return.

SSCVX

• 1D: -1.31%
• 1M: 3.95%
• YTD: 21.52%
• 6M: 20.01%
• 1Y: 36.75%
• 3Y*: 15.11%
• 5Y*: 8.14%
• 10Y*: 9.87%

SWTSX

• 1D: 1.11%
• 1M: 1.57%
• YTD: 10.74%
• 6M: 10.74%
• 1Y: 27.23%
• 3Y*: 20.67%
• 5Y*: 12.87%
• 10Y*: 15.02%

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

SSCVX vs. SWTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSCVX Columbia Select Small Cap Value Fund	21.52%	5.46%	12.33%	12.47%	-15.35%	31.25%	9.61%	18.76%	-13.70%	12.65%
SWTSX Schwab Total Stock Market Index Fund	10.74%	17.04%	23.84%	26.05%	-19.54%	25.65%	20.71%	30.90%	-5.35%	21.08%

Correlation

The correlation between SSCVX and SWTSX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 3, 2000	0.86

The correlation between SSCVX and SWTSX shifts across timeframes, from 0.66 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SSCVX vs. SWTSX — Risk / Return Rank

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

SSCVX

SSCVX Risk / Return Rank: 73
SSCVX Sharpe Ratio Rank: 64
SSCVX Sortino Ratio Rank: 68
SSCVX Omega Ratio Rank: 54
SSCVX Calmar Ratio Rank: 93
SSCVX Martin Ratio Rank: 85

SWTSX

SWTSX Risk / Return Rank: 69
SWTSX Sharpe Ratio Rank: 67
SWTSX Sortino Ratio Rank: 61
SWTSX Omega Ratio Rank: 62
SWTSX Calmar Ratio Rank: 74
SWTSX Martin Ratio Rank: 82

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.

SSCVX vs. SWTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Small Cap Value Fund (SSCVX) and Schwab Total Stock Market Index Fund (SWTSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SSCVX	SWTSX	Difference
Sharpe ratio: Return per unit of total volatility	2.11	2.13	-0.01
Sortino ratio: Return per unit of downside risk	3.05	2.88	+0.18
Omega ratio: Gain probability vs. loss probability	1.36	1.38	-0.02
Calmar ratio: Return relative to maximum drawdown	4.73	3.08	+1.65
Martin ratio: Return relative to average drawdown	14.51	13.71	+0.80

SSCVX vs. SWTSX - Sharpe Ratio Comparison

The current SSCVX Sharpe Ratio is 2.11, which is comparable to the SWTSX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SSCVX and SWTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SSCVX vs. SWTSX - Drawdown Comparison

The maximum SSCVX drawdown since its inception was -65.34%, which is greater than SWTSX's maximum drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SSCVX and SWTSX.

Drawdown Indicators

	SSCVX	SWTSX	Difference
Max Drawdown Largest peak-to-trough decline	-65.34%	-54.60%	-10.74%
Max Drawdown (1Y) Largest decline over 1 year	-7.88%	-8.88%	+1.00%
Max Drawdown (3Y) Largest decline over 3 years	-29.22%	-19.43%	-9.79%
Max Drawdown (5Y) Largest decline over 5 years	-29.22%	-25.40%	-3.82%
Max Drawdown (10Y) Largest decline over 10 years	-48.87%	-35.01%	-13.86%
Current Drawdown Current decline from peak	-2.27%	-1.14%	-1.13%
Average Drawdown Average peak-to-trough decline	-11.83%	-10.55%	-1.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	1.99%	+0.57%

Volatility

SSCVX vs. SWTSX - Volatility Comparison

Columbia Select Small Cap Value Fund (SSCVX) has a higher volatility of 5.42% compared to Schwab Total Stock Market Index Fund (SWTSX) at 4.87%. This indicates that SSCVX's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSCVX	SWTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.42%	4.87%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	12.32%	10.12%	+2.20%
Volatility (1Y) Calculated over the trailing 1-year period	17.65%	12.86%	+4.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.23%	17.53%	+3.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.48%	18.65%	+4.83%

SSCVX vs. SWTSX - Expense Ratio Comparison

SSCVX has a 1.28% expense ratio, which is higher than SWTSX's 0.03% expense ratio.

Dividends

SSCVX vs. SWTSX - Dividend Comparison

SSCVX's dividend yield for the trailing twelve months is around 9.02%, more than SWTSX's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SSCVX Columbia Select Small Cap Value Fund	9.02%	10.96%	20.45%	6.56%	4.62%	6.64%	6.45%	0.12%	7.59%	13.50%	6.18%	12.44%
SWTSX Schwab Total Stock Market Index Fund	0.99%	1.10%	1.24%	1.41%	1.62%	1.46%	1.63%	1.92%	2.58%	1.83%	2.32%	2.79%

Frequently Asked Questions

Can I hold both SSCVX and SWTSX in my portfolio?

SSCVX and SWTSX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSCVX or SWTSX?

SSCVX has higher volatility (5.42%) compared to SWTSX (4.87%). In terms of maximum drawdown, SSCVX dropped -65.34% vs SWTSX's -54.60%.

Which has better risk-adjusted returns?

SWTSX currently has the higher Sharpe Ratio (2.13 vs 2.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.