SWMCX vs. VSMAX
Compare and contrast key facts about Schwab U.S. Mid-Cap Index Fund (SWMCX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
SWMCX is managed by Charles Schwab. It was launched on Dec 20, 2017. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWMCX or VSMAX.
Performance
SWMCX vs. VSMAX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SWMCX having a 22.89% return and VSMAX slightly lower at 22.00%.
SWMCX
22.89%
6.88%
15.52%
34.22%
12.08%
N/A
VSMAX
22.00%
8.85%
16.56%
36.01%
11.64%
9.87%
Key characteristics
| SWMCX | VSMAX | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.10 |
| Sortino Ratio | 3.51 | 2.90 |
| Omega Ratio | 1.44 | 1.36 |
| Calmar Ratio | 2.58 | 2.11 |
| Martin Ratio | 14.70 | 11.56 |
| Ulcer Index | 2.33% | 3.11% |
| Daily Std Dev | 13.34% | 17.17% |
| Max Drawdown | -40.34% | -59.68% |
| Current Drawdown | 0.00% | 0.00% |
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SWMCX vs. VSMAX - Expense Ratio Comparison
SWMCX has a 0.04% expense ratio, which is lower than VSMAX'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%.
Correlation
The correlation between SWMCX and VSMAX is 0.97, 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. VSMAX - 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 Index Fund Admiral Shares (VSMAX). 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. VSMAX - Dividend Comparison
SWMCX's dividend yield for the trailing twelve months is around 1.21%, less than VSMAX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWMCX Schwab U.S. Mid-Cap Index Fund | 1.21% | 1.49% | 1.50% | 1.00% | 1.45% | 1.40% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.28% | 1.55% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
Drawdowns
SWMCX vs. VSMAX - Drawdown Comparison
The maximum SWMCX drawdown since its inception was -40.34%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for SWMCX and VSMAX. For additional features, visit the drawdowns tool.
Volatility
SWMCX vs. VSMAX - Volatility Comparison
The current volatility for Schwab U.S. Mid-Cap Index Fund (SWMCX) is 4.27%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 5.75%. This indicates that SWMCX experiences smaller price fluctuations and is considered to be less risky than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.