SWSSX vs. VSIAX
Compare and contrast key facts about Schwab Small-Cap Index Fund-Select Shares (SWSSX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX).
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. VSIAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWSSX or VSIAX.
Key characteristics
| SWSSX | VSIAX | |
|---|---|---|
| YTD Return | 19.78% | 19.34% |
| 1Y Return | 44.37% | 39.85% |
| 3Y Return (Ann) | 1.12% | 6.88% |
| 5Y Return (Ann) | 10.01% | 11.86% |
| 10Y Return (Ann) | 8.89% | 9.55% |
| Sharpe Ratio | 1.95 | 2.23 |
| Sortino Ratio | 2.81 | 3.17 |
| Omega Ratio | 1.34 | 1.39 |
| Calmar Ratio | 1.46 | 2.95 |
| Martin Ratio | 11.24 | 13.09 |
| Ulcer Index | 3.75% | 2.92% |
| Daily Std Dev | 21.57% | 17.16% |
| Max Drawdown | -61.52% | -45.39% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SWSSX and VSIAX is 0.95, 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. VSIAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SWSSX having a 19.78% return and VSIAX slightly lower at 19.34%. Over the past 10 years, SWSSX has underperformed VSIAX with an annualized return of 8.89%, while VSIAX has yielded a comparatively higher 9.55% 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. VSIAX - Expense Ratio Comparison
SWSSX has a 0.04% expense ratio, which is lower than VSIAX'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. VSIAX - 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 Index Fund Admiral Shares (VSIAX). 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. VSIAX - Dividend Comparison
SWSSX's dividend yield for the trailing twelve months is around 1.25%, less than VSIAX's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.88% | 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. VSIAX - Drawdown Comparison
The maximum SWSSX drawdown since its inception was -61.52%, which is greater than VSIAX's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for SWSSX and VSIAX. For additional features, visit the drawdowns tool.
Volatility
SWSSX vs. VSIAX - Volatility Comparison
Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a higher volatility of 7.23% compared to Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) at 5.71%. This indicates that SWSSX's price experiences larger fluctuations and is considered to be riskier than VSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.