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SWSCX vs. SCHA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWSCX and SCHA is 0.98, 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.


-0.50.00.51.01.0

Performance

SWSCX vs. SCHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Small-Cap Equity Fund™ (SWSCX) and Schwab U.S. Small-Cap ETF (SCHA). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%SeptemberOctoberNovemberDecember2025February
72.55%
469.81%
SWSCX
SCHA

Key characteristics

Sharpe Ratio

SWSCX:

-0.19

SCHA:

0.63

Sortino Ratio

SWSCX:

-0.09

SCHA:

1.01

Omega Ratio

SWSCX:

0.99

SCHA:

1.12

Calmar Ratio

SWSCX:

-0.17

SCHA:

0.87

Martin Ratio

SWSCX:

-0.55

SCHA:

2.85

Ulcer Index

SWSCX:

8.08%

SCHA:

4.09%

Daily Std Dev

SWSCX:

23.34%

SCHA:

18.49%

Max Drawdown

SWSCX:

-65.66%

SCHA:

-42.41%

Current Drawdown

SWSCX:

-25.74%

SCHA:

-9.01%

Returns By Period

In the year-to-date period, SWSCX achieves a -2.47% return, which is significantly lower than SCHA's -0.97% return. Over the past 10 years, SWSCX has underperformed SCHA with an annualized return of -1.27%, while SCHA has yielded a comparatively higher 8.29% annualized return.


SWSCX

YTD

-2.47%

1M

-7.33%

6M

-15.47%

1Y

-5.22%

5Y*

2.69%

10Y*

-1.27%

SCHA

YTD

-0.97%

1M

-4.87%

6M

1.10%

1Y

10.90%

5Y*

9.54%

10Y*

8.29%

*Annualized

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SWSCX vs. SCHA - Expense Ratio Comparison

SWSCX has a 1.08% expense ratio, which is higher than SCHA's 0.04% expense ratio.


Expense ratio chart for SWSCX: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
Expense ratio chart for SCHA: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SWSCX vs. SCHA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWSCX
The Risk-Adjusted Performance Rank of SWSCX is 44
Overall Rank
The Sharpe Ratio Rank of SWSCX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of SWSCX is 55
Sortino Ratio Rank
The Omega Ratio Rank of SWSCX is 55
Omega Ratio Rank
The Calmar Ratio Rank of SWSCX is 33
Calmar Ratio Rank
The Martin Ratio Rank of SWSCX is 44
Martin Ratio Rank

SCHA
The Risk-Adjusted Performance Rank of SCHA is 2929
Overall Rank
The Sharpe Ratio Rank of SCHA is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SCHA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SCHA is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SCHA is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWSCX vs. SCHA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Small-Cap Equity Fund™ (SWSCX) and Schwab U.S. Small-Cap ETF (SCHA). 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 chart of Sharpe ratio for SWSCX, currently valued at -0.19, compared to the broader market-1.000.001.002.003.004.00-0.190.63
The chart of Sortino ratio for SWSCX, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.0012.00-0.091.01
The chart of Omega ratio for SWSCX, currently valued at 0.99, compared to the broader market1.002.003.004.000.991.12
The chart of Calmar ratio for SWSCX, currently valued at -0.17, compared to the broader market0.005.0010.0015.0020.00-0.170.87
The chart of Martin ratio for SWSCX, currently valued at -0.55, compared to the broader market0.0020.0040.0060.0080.00-0.552.85
SWSCX
SCHA

The current SWSCX Sharpe Ratio is -0.19, which is lower than the SCHA Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SWSCX and SCHA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.19
0.63
SWSCX
SCHA

Dividends

SWSCX vs. SCHA - Dividend Comparison

SWSCX's dividend yield for the trailing twelve months is around 0.28%, less than SCHA's 2.08% yield.


TTM20242023202220212020201920182017201620152014
SWSCX
Schwab Small-Cap Equity Fund™
0.28%0.27%0.36%0.14%0.14%0.19%0.11%0.07%0.00%0.41%0.25%0.09%
SCHA
Schwab U.S. Small-Cap ETF
2.08%2.06%2.04%2.23%2.10%1.65%2.20%2.58%2.01%2.77%2.28%1.85%

Drawdowns

SWSCX vs. SCHA - Drawdown Comparison

The maximum SWSCX drawdown since its inception was -65.66%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for SWSCX and SCHA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-25.74%
-9.01%
SWSCX
SCHA

Volatility

SWSCX vs. SCHA - Volatility Comparison

Schwab Small-Cap Equity Fund™ (SWSCX) has a higher volatility of 4.93% compared to Schwab U.S. Small-Cap ETF (SCHA) at 4.48%. This indicates that SWSCX's price experiences larger fluctuations and is considered to be riskier than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
4.93%
4.48%
SWSCX
SCHA