PortfoliosLab logoPortfoliosLab logo
SWSCX vs. SWISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWSCX vs. SWISX - Performance Comparison

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

Loading graphics...

SWSCX vs. SWISX - 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%
SWISX
Schwab International Index Fund
-1.95%31.59%3.54%18.13%-14.30%11.25%8.14%21.87%-13.38%25.32%

Returns By Period

The year-to-date returns for both investments are quite close, with SWSCX having a -2.00% return and SWISX slightly higher at -1.95%. Both investments have delivered pretty close results over the past 10 years, with SWSCX having a 8.64% annualized return and SWISX not far behind at 8.51%.


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%

SWISX

1D
0.32%
1M
-10.91%
YTD
-1.95%
6M
2.32%
1Y
19.51%
3Y*
13.26%
5Y*
7.79%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWSCX vs. SWISX - Expense Ratio Comparison

SWSCX has a 1.08% expense ratio, which is higher than SWISX's 0.06% expense ratio.


Return for Risk

SWSCX vs. SWISX — 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

SWISX
SWISX Risk / Return Rank: 6262
Overall Rank
SWISX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SWISX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SWISX Omega Ratio Rank: 5757
Omega Ratio Rank
SWISX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SWISX Martin Ratio Rank: 6262
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. SWISX - Risk-Adjusted Trends Comparison

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


SWSCXSWISXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.08

-0.51

Sortino ratio

Return per unit of downside risk

0.91

1.52

-0.61

Omega ratio

Gain probability vs. loss probability

1.13

1.22

-0.09

Calmar ratio

Return relative to maximum drawdown

0.78

1.51

-0.74

Martin ratio

Return relative to average drawdown

2.20

5.81

-3.61

SWSCX vs. SWISX - Sharpe Ratio Comparison

The current SWSCX Sharpe Ratio is 0.58, which is lower than the SWISX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SWSCX and SWISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SWSCXSWISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.08

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.49

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.51

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.29

+0.11

Correlation

The correlation between SWSCX and SWISX is 0.71, 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. SWISX - Dividend Comparison

SWSCX has not paid dividends to shareholders, while SWISX's dividend yield for the trailing twelve months is around 3.62%.


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%
SWISX
Schwab International Index Fund
3.62%3.55%3.29%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%

Drawdowns

SWSCX vs. SWISX - Drawdown Comparison

The maximum SWSCX drawdown since its inception was -63.30%, roughly equal to the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for SWSCX and SWISX.


Loading graphics...

Drawdown Indicators


SWSCXSWISXDifference

Max Drawdown

Largest peak-to-trough decline

-63.30%

-60.65%

-2.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-11.39%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-27.35%

-29.42%

+2.07%

Max Drawdown (10Y)

Largest decline over 10 years

-49.32%

-33.83%

-15.49%

Current Drawdown

Current decline from peak

-12.75%

-10.91%

-1.84%

Average Drawdown

Average peak-to-trough decline

-10.66%

-14.88%

+4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

2.97%

+1.99%

Volatility

SWSCX vs. SWISX - Volatility Comparison

The current volatility for Schwab Small-Cap Equity Fund™ (SWSCX) is 6.53%, while Schwab International Index Fund (SWISX) has a volatility of 7.16%. This indicates that SWSCX experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SWSCXSWISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

7.16%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

16.80%

10.88%

+5.92%

Volatility (1Y)

Calculated over the trailing 1-year period

24.61%

17.01%

+7.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.42%

16.06%

+6.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

16.79%

+6.74%