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SWMCX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWMCX and SCHD is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SWMCX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Mid-Cap Index Fund (SWMCX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%120.00%December2025FebruaryMarchAprilMay
74.38%
92.47%
SWMCX
SCHD

Key characteristics

Sharpe Ratio

SWMCX:

0.22

SCHD:

0.18

Sortino Ratio

SWMCX:

0.45

SCHD:

0.35

Omega Ratio

SWMCX:

1.06

SCHD:

1.05

Calmar Ratio

SWMCX:

0.20

SCHD:

0.17

Martin Ratio

SWMCX:

0.68

SCHD:

0.60

Ulcer Index

SWMCX:

6.37%

SCHD:

4.65%

Daily Std Dev

SWMCX:

19.45%

SCHD:

15.93%

Max Drawdown

SWMCX:

-40.34%

SCHD:

-33.37%

Current Drawdown

SWMCX:

-12.18%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, SWMCX achieves a -4.36% return, which is significantly higher than SCHD's -5.04% return.


SWMCX

YTD

-4.36%

1M

-1.38%

6M

-4.35%

1Y

6.22%

5Y*

13.02%

10Y*

N/A

SCHD

YTD

-5.04%

1M

-7.75%

6M

-7.25%

1Y

4.17%

5Y*

13.28%

10Y*

10.33%

*Annualized

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SWMCX vs. SCHD - Expense Ratio Comparison

SWMCX has a 0.04% expense ratio, which is lower than SCHD's 0.06% 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%.


Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%
Expense ratio chart for SWMCX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWMCX: 0.04%

Risk-Adjusted Performance

SWMCX vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWMCX
The Risk-Adjusted Performance Rank of SWMCX is 3535
Overall Rank
The Sharpe Ratio Rank of SWMCX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of SWMCX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SWMCX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SWMCX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SWMCX is 3434
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWMCX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Mid-Cap Index Fund (SWMCX) and Schwab US Dividend Equity ETF (SCHD). 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 chart of Sharpe ratio for SWMCX, currently valued at 0.22, compared to the broader market-1.000.001.002.003.00
SWMCX: 0.22
SCHD: 0.18
The chart of Sortino ratio for SWMCX, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.00
SWMCX: 0.45
SCHD: 0.35
The chart of Omega ratio for SWMCX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
SWMCX: 1.06
SCHD: 1.05
The chart of Calmar ratio for SWMCX, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.00
SWMCX: 0.20
SCHD: 0.17
The chart of Martin ratio for SWMCX, currently valued at 0.68, compared to the broader market0.0010.0020.0030.0040.00
SWMCX: 0.68
SCHD: 0.60

The current SWMCX Sharpe Ratio is 0.22, which is comparable to the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SWMCX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.22
0.18
SWMCX
SCHD

Dividends

SWMCX vs. SCHD - Dividend Comparison

SWMCX's dividend yield for the trailing twelve months is around 1.49%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
SWMCX
Schwab U.S. Mid-Cap Index Fund
1.49%1.42%1.49%1.50%1.00%1.45%1.40%1.17%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

SWMCX vs. SCHD - Drawdown Comparison

The maximum SWMCX drawdown since its inception was -40.34%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SWMCX and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.18%
-11.33%
SWMCX
SCHD

Volatility

SWMCX vs. SCHD - Volatility Comparison

Schwab U.S. Mid-Cap Index Fund (SWMCX) has a higher volatility of 13.81% compared to Schwab US Dividend Equity ETF (SCHD) at 11.11%. This indicates that SWMCX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.81%
11.11%
SWMCX
SCHD