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SWSSX vs. SFSNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWSSX and SFSNX is 0.86, 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: 0.9

Performance

SWSSX vs. SFSNX - 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 Fundamental US Small Company Index Fund (SFSNX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
68.24%
98.26%
SWSSX
SFSNX

Key characteristics

Sharpe Ratio

SWSSX:

-0.02

SFSNX:

-0.09

Sortino Ratio

SWSSX:

0.14

SFSNX:

0.03

Omega Ratio

SWSSX:

1.02

SFSNX:

1.00

Calmar Ratio

SWSSX:

-0.02

SFSNX:

-0.07

Martin Ratio

SWSSX:

-0.07

SFSNX:

-0.23

Ulcer Index

SWSSX:

8.94%

SFSNX:

8.26%

Daily Std Dev

SWSSX:

24.08%

SFSNX:

22.27%

Max Drawdown

SWSSX:

-67.30%

SFSNX:

-62.71%

Current Drawdown

SWSSX:

-20.99%

SFSNX:

-17.88%

Returns By Period

The year-to-date returns for both investments are quite close, with SWSSX having a -11.01% return and SFSNX slightly higher at -10.71%. Over the past 10 years, SWSSX has underperformed SFSNX with an annualized return of 2.76%, while SFSNX has yielded a comparatively higher 3.01% annualized return.


SWSSX

YTD

-11.01%

1M

-1.76%

6M

-9.41%

1Y

1.19%

5Y*

8.98%

10Y*

2.76%

SFSNX

YTD

-10.71%

1M

-3.77%

6M

-9.11%

1Y

-0.15%

5Y*

11.18%

10Y*

3.01%

*Annualized

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SWSSX vs. SFSNX - Expense Ratio Comparison

SWSSX has a 0.04% expense ratio, which is lower than SFSNX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for SFSNX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SFSNX: 0.25%
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%

Risk-Adjusted Performance

SWSSX vs. SFSNX — 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 2121
Overall Rank
The Sharpe Ratio Rank of SWSSX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of SWSSX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SWSSX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SWSSX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SWSSX is 2020
Martin Ratio Rank

SFSNX
The Risk-Adjusted Performance Rank of SFSNX is 1717
Overall Rank
The Sharpe Ratio Rank of SFSNX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SFSNX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SFSNX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of SFSNX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of SFSNX 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. SFSNX - 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 Fundamental US Small Company Index Fund (SFSNX). 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 -0.02, compared to the broader market-1.000.001.002.003.00
SWSSX: -0.02
SFSNX: -0.09
The chart of Sortino ratio for SWSSX, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.00
SWSSX: 0.14
SFSNX: 0.03
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
SFSNX: 1.00
The chart of Calmar ratio for SWSSX, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.00
SWSSX: -0.02
SFSNX: -0.07
The chart of Martin ratio for SWSSX, currently valued at -0.07, compared to the broader market0.0010.0020.0030.0040.00
SWSSX: -0.07
SFSNX: -0.23

The current SWSSX Sharpe Ratio is -0.02, which is higher than the SFSNX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of SWSSX and SFSNX, 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-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.02
-0.09
SWSSX
SFSNX

Dividends

SWSSX vs. SFSNX - Dividend Comparison

SWSSX's dividend yield for the trailing twelve months is around 1.87%, less than SFSNX's 1.92% yield.


TTM20242023202220212020201920182017201620152014
SWSSX
Schwab Small-Cap Index Fund-Select Shares
1.87%1.66%1.49%1.32%8.88%2.55%6.12%10.45%5.22%4.10%6.92%6.98%
SFSNX
Schwab Fundamental US Small Company Index Fund
1.92%1.71%1.37%1.22%1.35%1.42%1.41%1.91%1.42%1.22%1.58%1.22%

Drawdowns

SWSSX vs. SFSNX - Drawdown Comparison

The maximum SWSSX drawdown since its inception was -67.30%, which is greater than SFSNX's maximum drawdown of -62.71%. Use the drawdown chart below to compare losses from any high point for SWSSX and SFSNX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-20.99%
-17.88%
SWSSX
SFSNX

Volatility

SWSSX vs. SFSNX - Volatility Comparison

Schwab Small-Cap Index Fund-Select Shares (SWSSX) and Schwab Fundamental US Small Company Index Fund (SFSNX) have volatilities of 13.97% and 14.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.97%
14.06%
SWSSX
SFSNX