SWRSX vs. SWSSX
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
SWRSX vs. SWSSX - Performance Comparison
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SWRSX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.39% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, SWRSX achieves a 0.39% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, SWRSX has underperformed SWSSX with an annualized return of 2.57%, while SWSSX has yielded a comparatively higher 9.50% annualized return.
SWRSX
- 1D
- 0.58%
- 1M
- -1.33%
- YTD
- 0.39%
- 6M
- 0.33%
- 1Y
- 2.91%
- 3Y*
- 3.14%
- 5Y*
- 1.42%
- 10Y*
- 2.57%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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SWRSX vs. SWSSX - Expense Ratio Comparison
SWRSX has a 0.05% expense ratio, which is higher than SWSSX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SWRSX vs. SWSSX — Risk / Return Rank
SWRSX
SWSSX
SWRSX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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.
| SWRSX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.91 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.40 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.33 | +0.11 |
Martin ratioReturn relative to average drawdown | 4.27 | 5.02 | -0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWRSX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.91 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.14 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.40 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.33 | +0.24 |
Correlation
The correlation between SWRSX and SWSSX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SWRSX vs. SWSSX - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.36%, more than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.36% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
SWRSX vs. SWSSX - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -14.29%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SWRSX and SWSSX.
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Drawdown Indicators
| SWRSX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -60.34% | +46.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -13.90% | +11.22% |
Max Drawdown (5Y)Largest decline over 5 years | -14.29% | -31.93% | +17.64% |
Max Drawdown (10Y)Largest decline over 10 years | -14.29% | -41.81% | +27.52% |
Current DrawdownCurrent decline from peak | -1.33% | -11.00% | +9.67% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -10.78% | +7.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 3.68% | -2.78% |
Volatility
SWRSX vs. SWSSX - Volatility Comparison
The current volatility for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) is 1.30%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that SWRSX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRSX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 6.59% | -5.29% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 14.12% | -11.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 23.11% | -19.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 22.57% | -16.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 24.03% | -18.64% |