PortfoliosLab logo
SWSSX vs. SCHA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWSSX and SCHA is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SWSSX vs. SCHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Small-Cap Index Fund-Select Shares (SWSSX) and Schwab U.S. Small-Cap ETF (SCHA). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
154.41%
405.28%
SWSSX
SCHA

Key characteristics

Sharpe Ratio

SWSSX:

-0.04

SCHA:

-0.03

Sortino Ratio

SWSSX:

0.12

SCHA:

0.12

Omega Ratio

SWSSX:

1.02

SCHA:

1.02

Calmar Ratio

SWSSX:

-0.03

SCHA:

-0.03

Martin Ratio

SWSSX:

-0.10

SCHA:

-0.09

Ulcer Index

SWSSX:

8.62%

SCHA:

8.26%

Daily Std Dev

SWSSX:

24.19%

SCHA:

23.65%

Max Drawdown

SWSSX:

-67.30%

SCHA:

-42.41%

Current Drawdown

SWSSX:

-21.74%

SCHA:

-19.03%

Returns By Period

The year-to-date returns for both stocks are quite close, with SWSSX having a -11.85% return and SCHA slightly lower at -11.87%. Over the past 10 years, SWSSX has underperformed SCHA with an annualized return of 2.45%, while SCHA has yielded a comparatively higher 6.73% annualized return.


SWSSX

YTD

-11.85%

1M

-5.49%

6M

-10.71%

1Y

0.20%

5Y*

9.26%

10Y*

2.45%

SCHA

YTD

-11.87%

1M

-5.76%

6M

-10.39%

1Y

0.18%

5Y*

12.36%

10Y*

6.73%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWSSX vs. SCHA - Expense Ratio Comparison

Both SWSSX and SCHA have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SWSSX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWSSX: 0.04%
Expense ratio chart for SCHA: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHA: 0.04%

Risk-Adjusted Performance

SWSSX vs. SCHA — Risk-Adjusted Performance Rank

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

SWSSX
The Risk-Adjusted Performance Rank of SWSSX is 2020
Overall Rank
The Sharpe Ratio Rank of SWSSX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of SWSSX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SWSSX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of SWSSX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of SWSSX is 1919
Martin Ratio Rank

SCHA
The Risk-Adjusted Performance Rank of SCHA is 1818
Overall Rank
The Sharpe Ratio Rank of SCHA is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHA is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SCHA is 1818
Omega Ratio Rank
The Calmar Ratio Rank of SCHA is 1717
Calmar Ratio Rank
The Martin Ratio Rank of SCHA is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWSSX vs. SCHA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Small-Cap Index Fund-Select Shares (SWSSX) and Schwab U.S. Small-Cap ETF (SCHA). 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 chart of Sharpe ratio for SWSSX, currently valued at -0.04, compared to the broader market-1.000.001.002.003.00
SWSSX: -0.04
SCHA: -0.03
The chart of Sortino ratio for SWSSX, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.00
SWSSX: 0.12
SCHA: 0.12
The chart of Omega ratio for SWSSX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.00
SWSSX: 1.02
SCHA: 1.02
The chart of Calmar ratio for SWSSX, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.00
SWSSX: -0.03
SCHA: -0.03
The chart of Martin ratio for SWSSX, currently valued at -0.10, compared to the broader market0.0010.0020.0030.0040.0050.00
SWSSX: -0.10
SCHA: -0.09

The current SWSSX Sharpe Ratio is -0.04, which is comparable to the SCHA Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of SWSSX and SCHA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.04
-0.03
SWSSX
SCHA

Dividends

SWSSX vs. SCHA - Dividend Comparison

SWSSX's dividend yield for the trailing twelve months is around 1.89%, more than SCHA's 1.72% yield.


TTM20242023202220212020201920182017201620152014
SWSSX
Schwab Small-Cap Index Fund-Select Shares
1.89%1.66%1.49%1.32%8.88%2.55%6.12%10.45%5.22%4.10%6.92%6.98%
SCHA
Schwab U.S. Small-Cap ETF
1.72%1.51%1.42%1.37%1.19%1.05%1.39%1.62%1.24%1.50%1.48%1.45%

Drawdowns

SWSSX vs. SCHA - Drawdown Comparison

The maximum SWSSX drawdown since its inception was -67.30%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for SWSSX and SCHA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.74%
-19.03%
SWSSX
SCHA

Volatility

SWSSX vs. SCHA - Volatility Comparison

The current volatility for Schwab Small-Cap Index Fund-Select Shares (SWSSX) is 14.05%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 14.81%. This indicates that SWSSX experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.05%
14.81%
SWSSX
SCHA