SWSCX vs. SCHA
Compare and contrast key facts about Schwab Small-Cap Equity Fund™ (SWSCX) and Schwab U.S. Small-Cap ETF (SCHA).
SWSCX is managed by Charles Schwab. It was launched on Jul 1, 2003. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWSCX or SCHA.
Performance
SWSCX vs. SCHA - Performance Comparison
Returns By Period
In the year-to-date period, SWSCX achieves a 16.72% return, which is significantly lower than SCHA's 19.43% return. Over the past 10 years, SWSCX has underperformed SCHA with an annualized return of -0.69%, while SCHA has yielded a comparatively higher 9.64% annualized return.
SWSCX
16.72%
5.46%
12.83%
31.77%
7.09%
-0.69%
SCHA
19.43%
8.87%
17.03%
34.96%
11.02%
9.64%
Key characteristics
| SWSCX | SCHA | |
|---|---|---|
| Sharpe Ratio | 1.59 | 1.80 |
| Sortino Ratio | 2.30 | 2.54 |
| Omega Ratio | 1.28 | 1.31 |
| Calmar Ratio | 1.06 | 1.67 |
| Martin Ratio | 9.20 | 10.21 |
| Ulcer Index | 3.55% | 3.42% |
| Daily Std Dev | 20.50% | 19.45% |
| Max Drawdown | -65.66% | -42.41% |
| Current Drawdown | -8.54% | -0.64% |
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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.
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.
Risk-Adjusted Performance
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.
Dividends
SWSCX vs. SCHA - Dividend Comparison
SWSCX's dividend yield for the trailing twelve months is around 0.31%, less than SCHA's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWSCX Schwab Small-Cap Equity Fund™ | 0.31% | 0.36% | 0.14% | 0.14% | 0.19% | 0.11% | 0.07% | 0.00% | 0.41% | 0.25% | 0.09% | 0.28% |
SCHA Schwab U.S. Small-Cap ETF | 1.21% | 1.74% | 1.74% | 2.17% | 1.65% | 1.39% | 2.91% | 2.01% | 2.62% | 1.93% | 1.83% | 2.28% |
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.
Volatility
SWSCX vs. SCHA - Volatility Comparison
Schwab Small-Cap Equity Fund™ (SWSCX) has a higher volatility of 7.33% compared to Schwab U.S. Small-Cap ETF (SCHA) at 6.92%. 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.