SWMCX vs. SCHM

In the year-to-date period, SWMCX achieves a 0.83% return, which is significantly higher than SCHM's -1.85% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Both SWMCX and SCHM have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically 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 US Mid-Cap ETF (SCHM). 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 SCHM Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of SWMCX and SCHM, 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 SCHM's 1.43% yield.

The maximum SWMCX drawdown since its inception was -40.34%, roughly equal to the maximum SCHM drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for SWMCX and SCHM.

The current volatility for Schwab U.S. Mid-Cap Index Fund (SWMCX) is 5.37%, while Schwab US Mid-Cap ETF (SCHM) has a volatility of 5.93%. This indicates that SWMCX experiences smaller price fluctuations and is considered to be less risky than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.