SWANX vs. SSEYX
Compare and contrast key facts about Schwab Core Equity Fund™ (SWANX) and State Street Equity 500 Index II Portfolio (SSEYX).
SWANX is managed by Charles Schwab. It was launched on Jul 1, 1996. SSEYX is managed by State Street. It was launched on Aug 11, 2014.
Performance
SWANX vs. SSEYX - Performance Comparison
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SWANX vs. SSEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWANX Schwab Core Equity Fund™ | -6.68% | 6.61% | 25.42% | 22.83% | -18.00% | 27.27% | 11.95% | 29.50% | -9.53% | 24.26% |
SSEYX State Street Equity 500 Index II Portfolio | -4.34% | 17.52% | 25.01% | 26.29% | -18.18% | 28.58% | 18.28% | 31.42% | -4.54% | 21.72% |
Returns By Period
In the year-to-date period, SWANX achieves a -6.68% return, which is significantly lower than SSEYX's -4.34% return. Over the past 10 years, SWANX has underperformed SSEYX with an annualized return of 11.02%, while SSEYX has yielded a comparatively higher 13.99% annualized return.
SWANX
- 1D
- 2.88%
- 1M
- -5.19%
- YTD
- -6.68%
- 6M
- -10.05%
- 1Y
- 5.22%
- 3Y*
- 12.93%
- 5Y*
- 8.31%
- 10Y*
- 11.02%
SSEYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.39%
- 1Y
- 17.01%
- 3Y*
- 18.20%
- 5Y*
- 11.70%
- 10Y*
- 13.99%
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SWANX vs. SSEYX - Expense Ratio Comparison
SWANX has a 0.73% expense ratio, which is higher than SSEYX's 0.02% expense ratio.
Return for Risk
SWANX vs. SSEYX — Risk / Return Rank
SWANX
SSEYX
SWANX vs. SSEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Core Equity Fund™ (SWANX) and State Street Equity 500 Index II Portfolio (SSEYX). 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.
| SWANX | SSEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.96 | -0.67 |
Sortino ratioReturn per unit of downside risk | 0.53 | 1.47 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.22 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.50 | -1.25 |
Martin ratioReturn relative to average drawdown | 0.78 | 7.19 | -6.41 |
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
| SWANX | SSEYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.96 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.70 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.78 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.72 | -0.26 |
Correlation
The correlation between SWANX and SSEYX is 0.97, 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
SWANX vs. SSEYX - Dividend Comparison
SWANX has not paid dividends to shareholders, while SSEYX's dividend yield for the trailing twelve months is around 1.45%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWANX Schwab Core Equity Fund™ | 0.00% | 0.00% | 8.37% | 2.89% | 16.55% | 28.81% | 4.67% | 2.88% | 15.23% | 11.59% | 1.66% | 17.05% |
SSEYX State Street Equity 500 Index II Portfolio | 1.45% | 1.38% | 1.93% | 1.46% | 1.57% | 2.48% | 3.63% | 2.36% | 5.91% | 5.37% | 2.29% | 3.47% |
Drawdowns
SWANX vs. SSEYX - Drawdown Comparison
The maximum SWANX drawdown since its inception was -51.33%, which is greater than SSEYX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for SWANX and SSEYX.
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Drawdown Indicators
| SWANX | SSEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.33% | -33.75% | -17.58% |
Max Drawdown (1Y)Largest decline over 1 year | -15.58% | -12.10% | -3.48% |
Max Drawdown (5Y)Largest decline over 5 years | -23.72% | -24.52% | +0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | -33.75% | -0.91% |
Current DrawdownCurrent decline from peak | -13.15% | -6.22% | -6.93% |
Average DrawdownAverage peak-to-trough decline | -11.32% | -4.14% | -7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 2.52% | +2.49% |
Volatility
SWANX vs. SSEYX - Volatility Comparison
Schwab Core Equity Fund™ (SWANX) and State Street Equity 500 Index II Portfolio (SSEYX) have volatilities of 5.17% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWANX | SSEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 5.34% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.88% | 9.51% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.32% | 18.29% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 16.92% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 18.05% | +0.06% |