SWSCX vs. VOO
Compare and contrast key facts about Schwab Small-Cap Equity Fund™ (SWSCX) and Vanguard S&P 500 ETF (VOO).
SWSCX is managed by Charles Schwab. It was launched on Jul 1, 2003. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWSCX or VOO.
Performance
SWSCX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, SWSCX achieves a 20.41% return, which is significantly lower than VOO's 26.99% return. Over the past 10 years, SWSCX has underperformed VOO with an annualized return of -0.25%, while VOO has yielded a comparatively higher 13.26% annualized return.
SWSCX
20.41%
10.33%
15.23%
35.18%
7.18%
-0.25%
VOO
26.99%
3.19%
13.59%
33.13%
15.51%
13.26%
Key characteristics
| SWSCX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.71 | 2.72 |
| Sortino Ratio | 2.44 | 3.62 |
| Omega Ratio | 1.29 | 1.51 |
| Calmar Ratio | 1.14 | 3.92 |
| Martin Ratio | 9.90 | 17.77 |
| Ulcer Index | 3.55% | 1.86% |
| Daily Std Dev | 20.59% | 12.19% |
| Max Drawdown | -65.66% | -33.99% |
| Current Drawdown | -5.65% | -0.21% |
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SWSCX vs. VOO - Expense Ratio Comparison
SWSCX has a 1.08% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between SWSCX and VOO is 0.83, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Small-Cap Equity Fund™ (SWSCX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SWSCX's dividend yield for the trailing twelve months is around 0.30%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWSCX Schwab Small-Cap Equity Fund™ | 0.30% | 0.36% | 0.14% | 0.14% | 0.19% | 0.11% | 0.07% | 0.00% | 0.41% | 0.25% | 0.09% | 0.28% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SWSCX vs. VOO - Drawdown Comparison
The maximum SWSCX drawdown since its inception was -65.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SWSCX and VOO. For additional features, visit the drawdowns tool.
Volatility
SWSCX vs. VOO - Volatility Comparison
Schwab Small-Cap Equity Fund™ (SWSCX) has a higher volatility of 7.48% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that SWSCX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.