SWSCX vs. SWSSX

The year-to-date returns for both stocks are quite close, with SWSCX having a -6.54% return and SWSSX slightly lower at -6.80%. Over the past 10 years, SWSCX has outperformed SWSSX with an annualized return of 6.57%, while SWSSX has yielded a comparatively lower 3.06% annualized return.

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SWSCX has a 1.08% expense ratio, which is higher than SWSSX's 0.04% expense ratio.

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

The current SWSCX Sharpe Ratio is -0.04, which is lower than the SWSSX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of SWSCX and SWSSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWSCX's dividend yield for the trailing twelve months is around 15.08%, more than SWSSX's 1.78% yield.

The maximum SWSCX drawdown since its inception was -63.30%, smaller than the maximum SWSSX drawdown of -67.30%. Use the drawdown chart below to compare losses from any high point for SWSCX and SWSSX.

Schwab Small-Cap Equity Fund™ (SWSCX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX) have volatilities of 6.21% and 6.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.