Correlation
The correlation between SWSCX and SPY is 0.85, 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.
SWSCX vs. SPY
Compare and contrast key facts about Schwab Small-Cap Equity Fund™ (SWSCX) and SPDR S&P 500 ETF (SPY).
SWSCX is managed by Charles Schwab. It was launched on Jul 1, 2003. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWSCX or SPY.
Performance
SWSCX vs. SPY - Performance Comparison
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Key characteristics
SWSCX:
-0.00
SPY:
0.67
SWSCX:
0.09
SPY:
1.03
SWSCX:
1.01
SPY:
1.15
SWSCX:
-0.05
SPY:
0.69
SWSCX:
-0.15
SPY:
2.61
SWSCX:
9.89%
SPY:
4.92%
SWSCX:
24.59%
SPY:
20.44%
SWSCX:
-63.30%
SPY:
-55.19%
SWSCX:
-14.54%
SPY:
-3.44%
Returns By Period
In the year-to-date period, SWSCX achieves a -6.28% return, which is significantly lower than SPY's 0.98% return. Over the past 10 years, SWSCX has underperformed SPY with an annualized return of 6.61%, while SPY has yielded a comparatively higher 12.73% annualized return.
SWSCX
-6.28%
5.26%
-13.86%
-0.10%
5.72%
13.40%
6.61%
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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SWSCX vs. SPY - Expense Ratio Comparison
SWSCX has a 1.08% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
SWSCX vs. SPY — Risk-Adjusted Performance Rank
SWSCX
SPY
SWSCX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Small-Cap Equity Fund™ (SWSCX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
SWSCX vs. SPY - Dividend Comparison
SWSCX's dividend yield for the trailing twelve months is around 15.04%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWSCX Schwab Small-Cap Equity Fund™ | 15.04% | 14.10% | 0.36% | 10.14% | 12.07% | 0.19% | 0.11% | 26.16% | 14.46% | 0.41% | 14.47% | 21.79% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SWSCX vs. SPY - Drawdown Comparison
The maximum SWSCX drawdown since its inception was -63.30%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SWSCX and SPY.
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Volatility
SWSCX vs. SPY - Volatility Comparison
Schwab Small-Cap Equity Fund™ (SWSCX) has a higher volatility of 6.21% compared to SPDR S&P 500 ETF (SPY) at 4.85%. This indicates that SWSCX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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