SWMCX vs. SCHB

In the year-to-date period, SWMCX achieves a 1.02% return, which is significantly higher than SCHB's 0.38% return.

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SWMCX has a 0.04% expense ratio, which is higher than SCHB's 0.03% expense ratio. However, 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 Schwab U.S. Broad Market ETF (SCHB). 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 0.50, which is comparable to the SCHB Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SWMCX and SCHB, 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 2.57%, more than SCHB's 1.25% yield.

The maximum SWMCX drawdown since its inception was -40.34%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for SWMCX and SCHB.

Schwab U.S. Mid-Cap Index Fund (SWMCX) has a higher volatility of 5.36% compared to Schwab U.S. Broad Market ETF (SCHB) at 4.85%. This indicates that SWMCX's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.