SWDSX vs. SWSSX
Compare and contrast key facts about Schwab Dividend Equity Fund™ (SWDSX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003. 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
SWDSX vs. SWSSX - Performance Comparison
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SWDSX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 0.45% | 12.31% | 17.06% | 6.92% | -5.84% | 28.24% | -4.33% | 24.32% | -12.18% | 15.40% |
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, SWDSX achieves a 0.45% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, SWDSX has underperformed SWSSX with an annualized return of 8.74%, while SWSSX has yielded a comparatively higher 9.50% annualized return.
SWDSX
- 1D
- 0.00%
- 1M
- -5.46%
- YTD
- 0.45%
- 6M
- 0.22%
- 1Y
- 9.25%
- 3Y*
- 12.77%
- 5Y*
- 8.89%
- 10Y*
- 8.74%
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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SWDSX vs. SWSSX - Expense Ratio Comparison
SWDSX has a 0.89% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
SWDSX vs. SWSSX — Risk / Return Rank
SWDSX
SWSSX
SWDSX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Dividend Equity Fund™ (SWDSX) 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.
| SWDSX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.91 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.40 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.33 | -0.36 |
Martin ratioReturn relative to average drawdown | 4.38 | 5.02 | -0.64 |
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
| SWDSX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.91 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.14 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.40 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.33 | +0.14 |
Correlation
The correlation between SWDSX and SWSSX 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.
Dividends
SWDSX vs. SWSSX - Dividend Comparison
SWDSX's dividend yield for the trailing twelve months is around 0.79%, less than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 0.79% | 1.22% | 2.59% | 2.25% | 6.83% | 16.25% | 2.09% | 6.86% | 11.63% | 10.24% | 1.68% | 14.46% |
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
SWDSX vs. SWSSX - Drawdown Comparison
The maximum SWDSX drawdown since its inception was -50.01%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SWDSX and SWSSX.
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Drawdown Indicators
| SWDSX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.01% | -60.34% | +10.33% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -13.90% | +4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -31.93% | +13.99% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -41.81% | +1.61% |
Current DrawdownCurrent decline from peak | -6.00% | -11.00% | +5.00% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -10.78% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 3.68% | -1.51% |
Volatility
SWDSX vs. SWSSX - Volatility Comparison
The current volatility for Schwab Dividend Equity Fund™ (SWDSX) is 2.68%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that SWDSX 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
| SWDSX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 6.59% | -3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 14.12% | -6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 23.11% | -9.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 22.57% | -9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 24.03% | -7.11% |