SWMCX vs. VBR
Compare and contrast key facts about Schwab U.S. Mid-Cap Index Fund (SWMCX) and Vanguard Small-Cap Value ETF (VBR).
SWMCX is managed by Charles Schwab. It was launched on Dec 20, 2017. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWMCX or VBR.
Performance
SWMCX vs. VBR - Performance Comparison
Returns By Period
In the year-to-date period, SWMCX achieves a 19.01% return, which is significantly higher than VBR's 17.04% return.
SWMCX
19.01%
1.62%
10.64%
30.87%
11.33%
N/A
VBR
17.04%
1.19%
10.39%
29.74%
11.65%
9.32%
Key characteristics
| SWMCX | VBR | |
|---|---|---|
| Sharpe Ratio | 2.40 | 1.87 |
| Sortino Ratio | 3.30 | 2.66 |
| Omega Ratio | 1.41 | 1.33 |
| Calmar Ratio | 2.28 | 3.57 |
| Martin Ratio | 13.69 | 10.48 |
| Ulcer Index | 2.32% | 2.97% |
| Daily Std Dev | 13.29% | 16.63% |
| Max Drawdown | -40.34% | -62.01% |
| Current Drawdown | -2.06% | -2.98% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWMCX vs. VBR - Expense Ratio Comparison
SWMCX has a 0.04% expense ratio, which is lower than VBR's 0.07% 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%.
Correlation
The correlation between SWMCX and VBR is 0.93, 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.
Risk-Adjusted Performance
SWMCX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Mid-Cap Index Fund (SWMCX) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
SWMCX vs. VBR - Dividend Comparison
SWMCX's dividend yield for the trailing twelve months is around 1.25%, less than VBR's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWMCX Schwab U.S. Mid-Cap Index Fund | 1.25% | 1.49% | 1.50% | 1.00% | 1.45% | 1.40% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.92% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
SWMCX vs. VBR - Drawdown Comparison
The maximum SWMCX drawdown since its inception was -40.34%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for SWMCX and VBR. For additional features, visit the drawdowns tool.
Volatility
SWMCX vs. VBR - Volatility Comparison
The current volatility for Schwab U.S. Mid-Cap Index Fund (SWMCX) is 4.26%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 5.86%. This indicates that SWMCX experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.