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SWSCX vs. SWANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWSCX vs. SWANX - Performance Comparison

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

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SWSCX vs. SWANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWSCX
Schwab Small-Cap Equity Fund™
-2.00%5.66%9.89%19.90%-14.12%29.29%7.63%17.89%-12.47%10.04%
SWANX
Schwab Core Equity Fund™
-9.30%6.61%25.42%22.83%-18.00%27.27%11.95%29.50%-9.53%24.26%

Returns By Period

In the year-to-date period, SWSCX achieves a -2.00% return, which is significantly higher than SWANX's -9.30% return. Over the past 10 years, SWSCX has underperformed SWANX with an annualized return of 8.64%, while SWANX has yielded a comparatively higher 10.70% annualized return.


SWSCX

1D
-1.37%
1M
-7.92%
YTD
-2.00%
6M
-6.07%
1Y
14.06%
3Y*
9.87%
5Y*
5.45%
10Y*
8.64%

SWANX

1D
-0.09%
1M
-7.74%
YTD
-9.30%
6M
-12.09%
1Y
2.59%
3Y*
11.86%
5Y*
7.97%
10Y*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWSCX vs. SWANX - Expense Ratio Comparison

SWSCX has a 1.08% expense ratio, which is higher than SWANX's 0.73% expense ratio.


Return for Risk

SWSCX vs. SWANX — Risk / Return Rank

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

SWSCX
SWSCX Risk / Return Rank: 2424
Overall Rank
SWSCX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SWSCX Sortino Ratio Rank: 2424
Sortino Ratio Rank
SWSCX Omega Ratio Rank: 2424
Omega Ratio Rank
SWSCX Calmar Ratio Rank: 2727
Calmar Ratio Rank
SWSCX Martin Ratio Rank: 2121
Martin Ratio Rank

SWANX
SWANX Risk / Return Rank: 88
Overall Rank
SWANX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SWANX Sortino Ratio Rank: 99
Sortino Ratio Rank
SWANX Omega Ratio Rank: 1010
Omega Ratio Rank
SWANX Calmar Ratio Rank: 66
Calmar Ratio Rank
SWANX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWSCX vs. SWANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Small-Cap Equity Fund™ (SWSCX) and Schwab Core Equity Fund™ (SWANX). 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.


SWSCXSWANXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.16

+0.42

Sortino ratio

Return per unit of downside risk

0.91

0.35

+0.56

Omega ratio

Gain probability vs. loss probability

1.13

1.06

+0.07

Calmar ratio

Return relative to maximum drawdown

0.78

0.03

+0.75

Martin ratio

Return relative to average drawdown

2.20

0.10

+2.10

SWSCX vs. SWANX - Sharpe Ratio Comparison

The current SWSCX Sharpe Ratio is 0.58, which is higher than the SWANX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of SWSCX and SWANX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWSCXSWANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.16

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.47

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.59

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.45

-0.06

Correlation

The correlation between SWSCX and SWANX 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.


Dividends

SWSCX vs. SWANX - Dividend Comparison

Neither SWSCX nor SWANX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SWSCX
Schwab Small-Cap Equity Fund™
0.00%0.00%14.10%0.36%10.14%12.07%0.19%0.11%26.16%14.46%0.41%14.47%
SWANX
Schwab Core Equity Fund™
0.00%0.00%8.37%2.89%16.55%28.81%4.67%2.88%15.23%11.59%1.66%17.05%

Drawdowns

SWSCX vs. SWANX - Drawdown Comparison

The maximum SWSCX drawdown since its inception was -63.30%, which is greater than SWANX's maximum drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for SWSCX and SWANX.


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Drawdown Indicators


SWSCXSWANXDifference

Max Drawdown

Largest peak-to-trough decline

-63.30%

-51.33%

-11.97%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-15.58%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-27.35%

-23.72%

-3.63%

Max Drawdown (10Y)

Largest decline over 10 years

-49.32%

-34.66%

-14.66%

Current Drawdown

Current decline from peak

-12.75%

-15.58%

+2.83%

Average Drawdown

Average peak-to-trough decline

-10.66%

-11.32%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

5.00%

-0.04%

Volatility

SWSCX vs. SWANX - Volatility Comparison

Schwab Small-Cap Equity Fund™ (SWSCX) has a higher volatility of 6.53% compared to Schwab Core Equity Fund™ (SWANX) at 4.05%. This indicates that SWSCX's price experiences larger fluctuations and is considered to be riskier than SWANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWSCXSWANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

4.05%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

16.80%

11.53%

+5.27%

Volatility (1Y)

Calculated over the trailing 1-year period

24.61%

19.14%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.42%

16.93%

+5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

18.09%

+5.44%