SWMCX vs. IVOO

In the year-to-date period, SWMCX achieves a 0.83% return, which is significantly higher than IVOO's -2.95% return.

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SWMCX has a 0.04% expense ratio, which is lower than IVOO's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Mid-Cap Index Fund (SWMCX) and Vanguard S&P Mid-Cap 400 ETF (IVOO). 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.

The current SWMCX Sharpe Ratio is 0.52, which is higher than the IVOO Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SWMCX and IVOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWMCX's dividend yield for the trailing twelve months is around 2.58%, more than IVOO's 1.64% yield.

The maximum SWMCX drawdown since its inception was -40.34%, roughly equal to the maximum IVOO drawdown of -42.33%. Use the drawdown chart below to compare losses from any high point for SWMCX and IVOO.

The current volatility for Schwab U.S. Mid-Cap Index Fund (SWMCX) is 5.37%, while Vanguard S&P Mid-Cap 400 ETF (IVOO) has a volatility of 6.04%. This indicates that SWMCX experiences smaller price fluctuations and is considered to be less risky than IVOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.