SWSSX vs. BOSOX
Compare and contrast key facts about Schwab Small-Cap Index Fund-Select Shares (SWSSX) and Boston Trust Small Cap Fund (BOSOX).
SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997. BOSOX is managed by Boston Trust Walden.
Performance
SWSSX vs. BOSOX - Performance Comparison
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SWSSX vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
BOSOX Boston Trust Small Cap Fund | -4.10% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
Returns By Period
In the year-to-date period, SWSSX achieves a -2.49% return, which is significantly higher than BOSOX's -4.10% return. Both investments have delivered pretty close results over the past 10 years, with SWSSX having a 9.50% annualized return and BOSOX not far behind at 9.28%.
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
BOSOX
- 1D
- -0.25%
- 1M
- -8.25%
- YTD
- -4.10%
- 6M
- -4.75%
- 1Y
- -4.04%
- 3Y*
- 3.34%
- 5Y*
- 3.57%
- 10Y*
- 9.28%
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SWSSX vs. BOSOX - Expense Ratio Comparison
SWSSX has a 0.04% expense ratio, which is lower than BOSOX's 1.00% expense ratio.
Return for Risk
SWSSX vs. BOSOX — Risk / Return Rank
SWSSX
BOSOX
SWSSX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Small-Cap Index Fund-Select Shares (SWSSX) and Boston Trust Small Cap Fund (BOSOX). 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.
| SWSSX | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | -0.13 | +1.04 |
Sortino ratioReturn per unit of downside risk | 1.40 | -0.05 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.99 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | -0.33 | +1.66 |
Martin ratioReturn relative to average drawdown | 5.02 | -1.03 | +6.05 |
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
| SWSSX | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | -0.13 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.20 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.48 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.41 | -0.07 |
Correlation
The correlation between SWSSX and BOSOX 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
SWSSX vs. BOSOX - Dividend Comparison
SWSSX's dividend yield for the trailing twelve months is around 1.32%, less than BOSOX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
BOSOX Boston Trust Small Cap Fund | 4.60% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
Drawdowns
SWSSX vs. BOSOX - Drawdown Comparison
The maximum SWSSX drawdown since its inception was -60.34%, which is greater than BOSOX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for SWSSX and BOSOX.
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Drawdown Indicators
| SWSSX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.34% | -51.32% | -9.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.90% | -11.89% | -2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -31.93% | -22.36% | -9.57% |
Max Drawdown (10Y)Largest decline over 10 years | -41.81% | -36.79% | -5.02% |
Current DrawdownCurrent decline from peak | -11.00% | -16.07% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -7.26% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.82% | -0.14% |
Volatility
SWSSX vs. BOSOX - Volatility Comparison
Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a higher volatility of 6.59% compared to Boston Trust Small Cap Fund (BOSOX) at 4.10%. This indicates that SWSSX's price experiences larger fluctuations and is considered to be riskier than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWSSX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 4.10% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 14.12% | 10.48% | +3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.11% | 18.96% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.57% | 17.82% | +4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.03% | 19.56% | +4.47% |