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SWMIX vs. SWDSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWMIX vs. SWDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Opportunities Fund (SWMIX) and Schwab Dividend Equity Fund™ (SWDSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWMIX achieves a 10.35% return, which is significantly lower than SWDSX's 11.28% return. Over the past 10 years, SWMIX has underperformed SWDSX with an annualized return of 7.31%, while SWDSX has yielded a comparatively higher 9.35% annualized return.


SWMIX

1D
3.07%
1M
-0.60%
6M
4.00%
YTD
10.35%
1Y
14.59%
3Y*
10.07%
5Y*
2.04%
10Y*
7.31%
ALL TIME*
7.15%

SWDSX

1D
-0.20%
1M
1.59%
6M
6.81%
YTD
11.28%
1Y
17.46%
3Y*
14.51%
5Y*
9.63%
10Y*
9.35%
ALL TIME*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SWMIX vs. SWDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWMIX
Schwab International Opportunities Fund
10.35%21.83%0.91%12.52%-25.35%5.78%23.94%26.07%-19.12%33.64%
SWDSX
Schwab Dividend Equity Fund™
11.28%12.31%17.06%6.92%-5.84%28.24%-4.33%24.32%-12.18%15.40%

Correlation

The correlation between SWMIX and SWDSX is 0.47, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.47

Correlation (3Y)
Balances recent behavior with more history.

0.58

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.66

Correlation (10Y)
Provides a long-term view across more market conditions.

0.69

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2004

0.75

Over the past year, the correlation between SWMIX and SWDSX has dropped to 0.47 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

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Return for Risk

SWMIX vs. SWDSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SWMIX
SWMIX Risk / Return Rank: 2121
Overall Rank
SWMIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SWMIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
SWMIX Omega Ratio Rank: 2121
Omega Ratio Rank
SWMIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SWMIX Martin Ratio Rank: 2525
Martin Ratio Rank

SWDSX
SWDSX Risk / Return Rank: 7575
Overall Rank
SWDSX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SWDSX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SWDSX Omega Ratio Rank: 7373
Omega Ratio Rank
SWDSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SWDSX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SWMIX vs. SWDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Opportunities Fund (SWMIX) and Schwab Dividend Equity Fund™ (SWDSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SWMIXSWDSXDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.14

1.31

-0.17

Calmar ratioReturn relative to maximum drawdown

1.03

2.59

-1.56

Martin ratioReturn relative to average drawdown

3.53

8.82

-5.29

SWMIX vs. SWDSX - Sharpe Ratio Comparison

The current SWMIX Sharpe Ratio is 0.67, which is lower than the SWDSX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SWMIX and SWDSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SWMIX vs. SWDSX - Drawdown Comparison

The maximum SWMIX drawdown since its inception was -61.81%, which is greater than SWDSX's maximum drawdown of -50.01%. Use the drawdown chart below to compare losses from any high point for SWMIX and SWDSX.


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Drawdown Indicators


SWMIXSWDSXDifference

Max Drawdown

Largest peak-to-trough decline

-61.81%

-50.01%

-11.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-6.16%

-6.74%

Max Drawdown (3Y)

Largest decline over 3 years

-14.29%

-11.67%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-40.51%

-17.94%

-22.57%

Max Drawdown (10Y)

Largest decline over 10 years

-40.51%

-40.20%

-0.31%

Current Drawdown

Current decline from peak

-3.17%

-1.05%

-2.12%

Average Drawdown

Average peak-to-trough decline

-12.59%

-6.74%

-5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

1.81%

+1.93%

Volatility

SWMIX vs. SWDSX - Volatility Comparison

Schwab International Opportunities Fund (SWMIX) has a higher volatility of 6.06% compared to Schwab Dividend Equity Fund™ (SWDSX) at 3.04%. This indicates that SWMIX's price experiences larger fluctuations and is considered to be riskier than SWDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWMIXSWDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

3.04%

+3.02%

Volatility (6M)

Calculated over the trailing 6-month period

15.97%

6.63%

+9.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.75%

9.52%

+10.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

13.08%

+5.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

16.80%

+1.41%

SWMIX vs. SWDSX - Expense Ratio Comparison

SWMIX has a 0.99% expense ratio, which is higher than SWDSX's 0.89% expense ratio.


Dividends

SWMIX vs. SWDSX - Dividend Comparison

SWMIX has not paid dividends to shareholders, while SWDSX's dividend yield for the trailing twelve months is around 1.10%.


PositionTTM20252024202320222021202020192018201720162015
SWDSX
Schwab Dividend Equity Fund™
1.10%1.22%2.59%2.25%6.83%16.25%2.09%6.86%11.63%10.24%1.68%14.46%
SWMIX
Schwab International Opportunities Fund
0.00%0.00%2.04%1.73%3.59%17.50%6.16%1.94%10.57%4.60%0.87%7.20%

Frequently Asked Questions


SWMIX and SWDSX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWMIX has higher volatility (6.06%) compared to SWDSX (3.04%). In terms of maximum drawdown, SWMIX dropped -61.81% vs SWDSX's -50.01%.

SWDSX currently has the higher Sharpe Ratio (1.68 vs 0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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