SWSCX vs. VBR
Compare and contrast key facts about Schwab Small-Cap Equity Fund™ (SWSCX) and Vanguard Small-Cap Value ETF (VBR).
SWSCX is managed by Charles Schwab. It was launched on Jul 1, 2003. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
SWSCX vs. VBR - Performance Comparison
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SWSCX vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBR Vanguard Small-Cap Value ETF | 3.17% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Returns By Period
In the year-to-date period, SWSCX achieves a -2.00% return, which is significantly lower than VBR's 3.17% return. Over the past 10 years, SWSCX has underperformed VBR with an annualized return of 8.64%, while VBR has yielded a comparatively higher 10.10% 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%
VBR
- 1D
- 2.34%
- 1M
- -4.96%
- YTD
- 3.17%
- 6M
- 5.21%
- 1Y
- 18.95%
- 3Y*
- 13.42%
- 5Y*
- 7.55%
- 10Y*
- 10.10%
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SWSCX vs. VBR - Expense Ratio Comparison
SWSCX has a 1.08% expense ratio, which is higher than VBR's 0.07% expense ratio.
Return for Risk
SWSCX vs. VBR — Risk / Return Rank
SWSCX
VBR
SWSCX vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Small-Cap Equity Fund™ (SWSCX) and Vanguard Small-Cap Value ETF (VBR). 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.
| SWSCX | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.92 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.42 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.37 | -0.59 |
Martin ratioReturn relative to average drawdown | 2.20 | 5.64 | -3.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWSCX | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.92 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.38 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.47 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.40 | -0.01 |
Correlation
The correlation between SWSCX and VBR is 0.95, 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. VBR - Dividend Comparison
SWSCX has not paid dividends to shareholders, while VBR's dividend yield for the trailing twelve months is around 1.90%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
SWSCX vs. VBR - Drawdown Comparison
The maximum SWSCX drawdown since its inception was -63.30%, roughly equal to the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for SWSCX and VBR.
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Drawdown Indicators
| SWSCX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.30% | -61.98% | -1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.76% | -14.18% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | -24.19% | -3.16% |
Max Drawdown (10Y)Largest decline over 10 years | -49.32% | -45.28% | -4.04% |
Current DrawdownCurrent decline from peak | -12.75% | -6.13% | -6.62% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -8.32% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 3.44% | +1.52% |
Volatility
SWSCX vs. VBR - Volatility Comparison
Schwab Small-Cap Equity Fund™ (SWSCX) has a higher volatility of 6.53% compared to Vanguard Small-Cap Value ETF (VBR) at 5.50%. This indicates that SWSCX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWSCX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 5.50% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.80% | 11.28% | +5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.61% | 20.64% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.42% | 19.85% | +2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.53% | 21.73% | +1.80% |