SWMCX vs. SPMD

In the year-to-date period, SWMCX achieves a 1.02% return, which is significantly higher than SPMD's -3.32% return.

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SWMCX has a 0.04% expense ratio, which is lower than SPMD's 0.05% 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 SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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 higher than the SPMD Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of SWMCX and SPMD, 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 SPMD's 1.51% yield.

The maximum SWMCX drawdown since its inception was -40.34%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for SWMCX and SPMD.

The current volatility for Schwab U.S. Mid-Cap Index Fund (SWMCX) is 5.36%, while SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a volatility of 6.04%. This indicates that SWMCX experiences smaller price fluctuations and is considered to be less risky than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.