SWSCX vs. SWPPX
Compare and contrast key facts about Schwab Small-Cap Equity Fund™ (SWSCX) and Schwab S&P 500 Index Fund (SWPPX).
SWSCX is managed by Charles Schwab. It was launched on Jul 1, 2003. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWSCX or SWPPX.
Performance
SWSCX vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, SWSCX achieves a 14.97% return, which is significantly lower than SWPPX's 25.53% return. Over the past 10 years, SWSCX has underperformed SWPPX with an annualized return of -0.72%, while SWPPX has yielded a comparatively higher 13.13% annualized return.
SWSCX
14.97%
1.63%
8.68%
28.93%
6.84%
-0.72%
SWPPX
25.53%
1.00%
11.90%
31.91%
15.62%
13.13%
Key characteristics
| SWSCX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 1.45 | 2.67 |
| Sortino Ratio | 2.11 | 3.56 |
| Omega Ratio | 1.25 | 1.50 |
| Calmar Ratio | 0.95 | 3.89 |
| Martin Ratio | 8.39 | 17.45 |
| Ulcer Index | 3.54% | 1.88% |
| Daily Std Dev | 20.51% | 12.32% |
| Max Drawdown | -65.66% | -55.06% |
| Current Drawdown | -9.91% | -1.35% |
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SWSCX vs. SWPPX - Expense Ratio Comparison
SWSCX has a 1.08% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between SWSCX and SWPPX 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.
Risk-Adjusted Performance
SWSCX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Small-Cap Equity Fund™ (SWSCX) and Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
SWSCX's dividend yield for the trailing twelve months is around 0.32%, less than SWPPX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWSCX Schwab Small-Cap Equity Fund™ | 0.32% | 0.36% | 0.14% | 0.14% | 0.19% | 0.11% | 0.07% | 0.00% | 0.41% | 0.25% | 0.09% | 0.28% |
SWPPX Schwab S&P 500 Index Fund | 1.14% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
SWSCX vs. SWPPX - Drawdown Comparison
The maximum SWSCX drawdown since its inception was -65.66%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SWSCX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
SWSCX vs. SWPPX - Volatility Comparison
Schwab Small-Cap Equity Fund™ (SWSCX) has a higher volatility of 7.37% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.06%. This indicates that SWSCX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.