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

Key characteristics


SWSSXSWSCX
YTD Return19.41%18.66%
1Y Return42.37%40.10%
3Y Return (Ann)1.23%-1.34%
5Y Return (Ann)10.09%7.41%
10Y Return (Ann)8.91%-0.44%
Sharpe Ratio1.961.90
Sortino Ratio2.822.72
Omega Ratio1.341.33
Calmar Ratio1.511.19
Martin Ratio11.3111.49
Ulcer Index3.75%3.48%
Daily Std Dev21.60%21.06%
Max Drawdown-61.52%-65.66%
Current Drawdown-1.75%-7.02%

Correlation

-0.50.00.51.01.0

The correlation between SWSSX and SWSCX is 0.98, 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.

Performance

SWSSX vs. SWSCX - Performance Comparison

The year-to-date returns for both stocks are quite close, with SWSSX having a 19.41% return and SWSCX slightly lower at 18.66%. Over the past 10 years, SWSSX has outperformed SWSCX with an annualized return of 8.91%, while SWSCX has yielded a comparatively lower -0.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.50%
13.29%
SWSSX
SWSCX

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SWSSX vs. SWSCX - Expense Ratio Comparison

SWSSX has a 0.04% expense ratio, which is lower than SWSCX's 1.08% expense ratio.


SWSCX
Schwab Small-Cap Equity Fund™
Expense ratio chart for SWSCX: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
Expense ratio chart for SWSSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SWSSX vs. SWSCX - 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 Small-Cap Equity Fund™ (SWSCX). 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
Sharpe ratio
The chart of Sharpe ratio for SWSSX, currently valued at 1.96, compared to the broader market0.002.004.001.96
Sortino ratio
The chart of Sortino ratio for SWSSX, currently valued at 2.82, compared to the broader market0.005.0010.002.82
Omega ratio
The chart of Omega ratio for SWSSX, currently valued at 1.34, compared to the broader market1.002.003.004.001.34
Calmar ratio
The chart of Calmar ratio for SWSSX, currently valued at 1.51, compared to the broader market0.005.0010.0015.0020.001.51
Martin ratio
The chart of Martin ratio for SWSSX, currently valued at 11.31, compared to the broader market0.0020.0040.0060.0080.00100.0011.31
SWSCX
Sharpe ratio
The chart of Sharpe ratio for SWSCX, currently valued at 1.90, compared to the broader market0.002.004.001.90
Sortino ratio
The chart of Sortino ratio for SWSCX, currently valued at 2.72, compared to the broader market0.005.0010.002.72
Omega ratio
The chart of Omega ratio for SWSCX, currently valued at 1.33, compared to the broader market1.002.003.004.001.33
Calmar ratio
The chart of Calmar ratio for SWSCX, currently valued at 1.19, compared to the broader market0.005.0010.0015.0020.001.19
Martin ratio
The chart of Martin ratio for SWSCX, currently valued at 11.49, compared to the broader market0.0020.0040.0060.0080.00100.0011.49

SWSSX vs. SWSCX - Sharpe Ratio Comparison

The current SWSSX Sharpe Ratio is 1.96, which is comparable to the SWSCX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of SWSSX and SWSCX, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.96
1.90
SWSSX
SWSCX

Dividends

SWSSX vs. SWSCX - Dividend Comparison

SWSSX's dividend yield for the trailing twelve months is around 1.25%, more than SWSCX's 0.31% yield.


TTM20232022202120202019201820172016201520142013
SWSSX
Schwab Small-Cap Index Fund-Select Shares
1.25%1.49%1.32%1.17%1.12%1.43%1.61%1.26%1.39%1.50%1.28%1.11%
SWSCX
Schwab Small-Cap Equity Fund™
0.31%0.36%0.14%0.14%0.19%0.11%0.07%0.00%0.41%0.25%0.09%0.28%

Drawdowns

SWSSX vs. SWSCX - Drawdown Comparison

The maximum SWSSX drawdown since its inception was -61.52%, smaller than the maximum SWSCX drawdown of -65.66%. Use the drawdown chart below to compare losses from any high point for SWSSX and SWSCX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.75%
-7.02%
SWSSX
SWSCX

Volatility

SWSSX vs. SWSCX - Volatility Comparison

Schwab Small-Cap Index Fund-Select Shares (SWSSX) and Schwab Small-Cap Equity Fund™ (SWSCX) have volatilities of 7.42% and 7.21%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.42%
7.21%
SWSSX
SWSCX