SWANX vs. SWSCX
Compare and contrast key facts about Schwab Core Equity Fund™ (SWANX) and Schwab Small-Cap Equity Fund™ (SWSCX).
SWANX is managed by Charles Schwab. It was launched on Jul 1, 1996. SWSCX is managed by Charles Schwab. It was launched on Jul 1, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWANX or SWSCX.
Performance
SWANX vs. SWSCX - Performance Comparison
Returns By Period
In the year-to-date period, SWANX achieves a 25.44% return, which is significantly higher than SWSCX's 18.71% return. Over the past 10 years, SWANX has outperformed SWSCX with an annualized return of 10.75%, while SWSCX has yielded a comparatively lower -0.52% annualized return.
SWANX
25.44%
1.49%
11.95%
27.75%
12.92%
10.75%
SWSCX
18.71%
8.43%
13.61%
34.03%
7.44%
-0.52%
Key characteristics
| SWANX | SWSCX | |
|---|---|---|
| Sharpe Ratio | 2.21 | 1.66 |
| Sortino Ratio | 2.96 | 2.37 |
| Omega Ratio | 1.40 | 1.29 |
| Calmar Ratio | 3.43 | 1.10 |
| Martin Ratio | 15.98 | 9.58 |
| Ulcer Index | 1.74% | 3.55% |
| Daily Std Dev | 12.59% | 20.56% |
| Max Drawdown | -53.94% | -65.66% |
| Current Drawdown | -1.49% | -6.98% |
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SWANX vs. SWSCX - Expense Ratio Comparison
SWANX has a 0.73% expense ratio, which is lower than SWSCX's 1.08% expense ratio.
Correlation
The correlation between SWANX and SWSCX is 0.85, 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.
Risk-Adjusted Performance
SWANX vs. SWSCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Core Equity Fund™ (SWANX) and Schwab Small-Cap Equity Fund™ (SWSCX). 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.
Dividends
SWANX vs. SWSCX - Dividend Comparison
SWANX's dividend yield for the trailing twelve months is around 0.82%, more than SWSCX's 0.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWANX Schwab Core Equity Fund™ | 0.82% | 1.03% | 1.59% | 1.10% | 0.82% | 0.89% | 1.51% | 1.51% | 1.66% | 1.88% | 1.48% | 0.98% |
SWSCX Schwab Small-Cap Equity Fund™ | 0.31% | 0.36% | 0.14% | 0.14% | 0.19% | 0.11% | 0.07% | 0.00% | 0.41% | 0.25% | 0.09% | 0.28% |
Drawdowns
SWANX vs. SWSCX - Drawdown Comparison
The maximum SWANX drawdown since its inception was -53.94%, smaller than the maximum SWSCX drawdown of -65.66%. Use the drawdown chart below to compare losses from any high point for SWANX and SWSCX. For additional features, visit the drawdowns tool.
Volatility
SWANX vs. SWSCX - Volatility Comparison
The current volatility for Schwab Core Equity Fund™ (SWANX) is 3.75%, while Schwab Small-Cap Equity Fund™ (SWSCX) has a volatility of 7.45%. This indicates that SWANX experiences smaller price fluctuations and is considered to be less risky than SWSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.