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SWSSX vs. PSILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWSSX vs. PSILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Small-Cap Index Fund-Select Shares (SWSSX) and T. Rowe Price Spectrum International Equity Fund (PSILX). The values are adjusted to include any dividend payments, if applicable.

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SWSSX vs. PSILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PSILX
T. Rowe Price Spectrum International Equity Fund
-3.32%30.30%4.28%13.83%-18.04%5.00%13.94%25.00%-14.83%26.79%

Returns By Period

In the year-to-date period, SWSSX achieves a -2.49% return, which is significantly higher than PSILX's -3.32% return. Over the past 10 years, SWSSX has outperformed PSILX with an annualized return of 9.50%, while PSILX has yielded a comparatively lower 7.11% annualized return.


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%

PSILX

1D
-0.18%
1M
-12.54%
YTD
-3.32%
6M
1.15%
1Y
18.04%
3Y*
11.65%
5Y*
4.32%
10Y*
7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWSSX vs. PSILX - Expense Ratio Comparison

SWSSX has a 0.04% expense ratio, which is lower than PSILX's 0.89% expense ratio.


Return for Risk

SWSSX vs. PSILX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWSSX
SWSSX Risk / Return Rank: 5050
Overall Rank
SWSSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 4141
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 5252
Martin Ratio Rank

PSILX
PSILX Risk / Return Rank: 5151
Overall Rank
PSILX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PSILX Sortino Ratio Rank: 5656
Sortino Ratio Rank
PSILX Omega Ratio Rank: 5656
Omega Ratio Rank
PSILX Calmar Ratio Rank: 4242
Calmar Ratio Rank
PSILX Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWSSX vs. PSILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Small-Cap Index Fund-Select Shares (SWSSX) and T. Rowe Price Spectrum International Equity Fund (PSILX). 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.


SWSSXPSILXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.07

-0.15

Sortino ratio

Return per unit of downside risk

1.40

1.49

-0.09

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.33

1.08

+0.25

Martin ratio

Return relative to average drawdown

5.02

4.19

+0.83

SWSSX vs. PSILX - Sharpe Ratio Comparison

The current SWSSX Sharpe Ratio is 0.91, which is comparable to the PSILX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SWSSX and PSILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWSSXPSILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.07

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.28

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.44

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.31

+0.02

Correlation

The correlation between SWSSX and PSILX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SWSSX vs. PSILX - Dividend Comparison

SWSSX's dividend yield for the trailing twelve months is around 1.32%, less than PSILX's 5.60% yield.


TTM20252024202320222021202020192018201720162015
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%
PSILX
T. Rowe Price Spectrum International Equity Fund
5.60%5.42%2.04%1.88%6.67%3.49%0.88%3.49%6.69%0.58%0.17%0.08%

Drawdowns

SWSSX vs. PSILX - Drawdown Comparison

The maximum SWSSX drawdown since its inception was -60.34%, roughly equal to the maximum PSILX drawdown of -61.38%. Use the drawdown chart below to compare losses from any high point for SWSSX and PSILX.


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Drawdown Indicators


SWSSXPSILXDifference

Max Drawdown

Largest peak-to-trough decline

-60.34%

-61.38%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-12.72%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-31.93%

-33.13%

+1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-41.81%

-33.33%

-8.48%

Current Drawdown

Current decline from peak

-11.00%

-12.72%

+1.72%

Average Drawdown

Average peak-to-trough decline

-10.78%

-14.14%

+3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

3.35%

+0.33%

Volatility

SWSSX vs. PSILX - Volatility Comparison

The current volatility for Schwab Small-Cap Index Fund-Select Shares (SWSSX) is 6.59%, while T. Rowe Price Spectrum International Equity Fund (PSILX) has a volatility of 7.39%. This indicates that SWSSX experiences smaller price fluctuations and is considered to be less risky than PSILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWSSXPSILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

7.39%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

14.12%

11.34%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

23.11%

16.49%

+6.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.57%

15.47%

+7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.03%

16.09%

+7.94%