SWSCX vs. SCHG
Compare and contrast key facts about Schwab Small-Cap Equity Fund™ (SWSCX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SWSCX is managed by Charles Schwab. It was launched on Jul 1, 2003. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWSCX or SCHG.
Key characteristics
| SWSCX | SCHG | |
|---|---|---|
| YTD Return | 18.81% | 34.22% |
| 1Y Return | 42.28% | 47.39% |
| 3Y Return (Ann) | -1.18% | 11.12% |
| 5Y Return (Ann) | 7.31% | 21.10% |
| 10Y Return (Ann) | -0.43% | 16.82% |
| Sharpe Ratio | 1.90 | 2.71 |
| Sortino Ratio | 2.72 | 3.48 |
| Omega Ratio | 1.33 | 1.49 |
| Calmar Ratio | 1.16 | 3.74 |
| Martin Ratio | 11.53 | 14.90 |
| Ulcer Index | 3.48% | 3.10% |
| Daily Std Dev | 21.06% | 17.06% |
| Max Drawdown | -65.66% | -34.59% |
| Current Drawdown | -6.90% | 0.00% |
Correlation
The correlation between SWSCX and SCHG is 0.78, 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.
Performance
SWSCX vs. SCHG - Performance Comparison
In the year-to-date period, SWSCX achieves a 18.81% return, which is significantly lower than SCHG's 34.22% return. Over the past 10 years, SWSCX has underperformed SCHG with an annualized return of -0.43%, while SCHG has yielded a comparatively higher 16.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWSCX vs. SCHG - Expense Ratio Comparison
SWSCX has a 1.08% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
SWSCX vs. SCHG - 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. Large-Cap Growth ETF (SCHG). 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. SCHG - Dividend Comparison
SWSCX's dividend yield for the trailing twelve months is around 0.31%, less than SCHG's 0.40% 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
SWSCX vs. SCHG - Drawdown Comparison
The maximum SWSCX drawdown since its inception was -65.66%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SWSCX and SCHG. For additional features, visit the drawdowns tool.
Volatility
SWSCX vs. SCHG - Volatility Comparison
Schwab Small-Cap Equity Fund™ (SWSCX) has a higher volatility of 7.09% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.35%. This indicates that SWSCX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.