SWSSX vs. VBR
Compare and contrast key facts about Schwab Small-Cap Index Fund-Select Shares (SWSSX) and Vanguard Small-Cap Value ETF (VBR).
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. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both SWSSX and VBR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWSSX or VBR.
Key characteristics
| SWSSX | VBR | |
|---|---|---|
| YTD Return | 9.97% | 11.33% |
| 1Y Return | 22.69% | 23.76% |
| 3Y Return (Ann) | 1.04% | 7.56% |
| 5Y Return (Ann) | 8.73% | 11.13% |
| 10Y Return (Ann) | 8.29% | 8.97% |
| Sharpe Ratio | 1.00 | 1.35 |
| Daily Std Dev | 21.38% | 17.43% |
| Max Drawdown | -61.52% | -62.01% |
| Current Drawdown | -5.67% | -0.10% |
Correlation
The correlation between SWSSX and VBR is 0.96, 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. VBR - Performance Comparison
In the year-to-date period, SWSSX achieves a 9.97% return, which is significantly lower than VBR's 11.33% return. Over the past 10 years, SWSSX has underperformed VBR with an annualized return of 8.29%, while VBR has yielded a comparatively higher 8.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWSSX vs. VBR - Expense Ratio Comparison
SWSSX has a 0.04% expense ratio, which is lower than VBR's 0.07% 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%.
Risk-Adjusted Performance
SWSSX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Small-Cap Index Fund-Select Shares (SWSSX) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
SWSSX vs. VBR - Dividend Comparison
SWSSX's dividend yield for the trailing twelve months is around 1.36%, less than VBR's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.36% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% | 6.98% | 5.79% |
VBR Vanguard Small-Cap Value ETF | 2.01% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
SWSSX vs. VBR - Drawdown Comparison
The maximum SWSSX drawdown since its inception was -61.52%, roughly equal to the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for SWSSX and VBR. For additional features, visit the drawdowns tool.
Volatility
SWSSX vs. VBR - Volatility Comparison
Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a higher volatility of 6.26% compared to Vanguard Small-Cap Value ETF (VBR) at 4.89%. This indicates that SWSSX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.