SWCGX vs. SWSSX
Compare and contrast key facts about Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
SWCGX is managed by Charles Schwab. It was launched on Nov 19, 1995. 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
SWCGX vs. SWSSX - Performance Comparison
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SWCGX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | -1.40% | 11.95% | 6.32% | 11.61% | -13.76% | 7.66% | 9.41% | 14.91% | -3.70% | 9.06% |
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
In the year-to-date period, SWCGX achieves a -1.40% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, SWCGX has underperformed SWSSX with an annualized return of 5.29%, while SWSSX has yielded a comparatively higher 9.50% annualized return.
SWCGX
- 1D
- 0.19%
- 1M
- -4.33%
- YTD
- -1.40%
- 6M
- 0.25%
- 1Y
- 9.08%
- 3Y*
- 7.91%
- 5Y*
- 3.73%
- 10Y*
- 5.29%
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%
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SWCGX vs. SWSSX - Expense Ratio Comparison
SWCGX has a 0.42% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
SWCGX vs. SWSSX — Risk / Return Rank
SWCGX
SWSSX
SWCGX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Conservative Portfolio™ (SWCGX) 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.
| SWCGX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.91 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.40 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.18 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.33 | +0.32 |
Martin ratioReturn relative to average drawdown | 7.24 | 5.02 | +2.22 |
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
| SWCGX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.91 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.14 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.40 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.33 | +0.39 |
Correlation
The correlation between SWCGX and SWSSX is 0.84, 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
SWCGX vs. SWSSX - Dividend Comparison
SWCGX's dividend yield for the trailing twelve months is around 6.25%, more than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | 6.25% | 6.66% | 10.09% | 6.62% | 4.07% | 4.86% | 3.28% | 3.32% | 4.85% | 3.14% | 2.49% | 7.97% |
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
SWCGX vs. SWSSX - Drawdown Comparison
The maximum SWCGX drawdown since its inception was -30.18%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SWCGX and SWSSX.
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Drawdown Indicators
| SWCGX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.18% | -60.34% | +30.16% |
Max Drawdown (1Y)Largest decline over 1 year | -5.42% | -13.90% | +8.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -31.93% | +10.10% |
Max Drawdown (10Y)Largest decline over 10 years | -21.83% | -41.81% | +19.98% |
Current DrawdownCurrent decline from peak | -4.39% | -11.00% | +6.61% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -10.78% | +7.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 3.68% | -2.45% |
Volatility
SWCGX vs. SWSSX - Volatility Comparison
The current volatility for Schwab MarketTrack Conservative Portfolio™ (SWCGX) is 2.55%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that SWCGX 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
| SWCGX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 6.59% | -4.04% |
Volatility (6M)Calculated over the trailing 6-month period | 4.15% | 14.12% | -9.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.26% | 23.11% | -15.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 22.57% | -13.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.09% | 24.03% | -15.94% |