SWSSX vs. WMICX

In the year-to-date period, SWSSX achieves a -11.85% return, which is significantly higher than WMICX's -16.93% return. Over the past 10 years, SWSSX has outperformed WMICX with an annualized return of 2.45%, while WMICX has yielded a comparatively lower -1.85% annualized return.

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SWSSX has a 0.04% expense ratio, which is lower than WMICX's 1.63% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Schwab Small-Cap Index Fund-Select Shares (SWSSX) and Wasatch Micro Cap Fund (WMICX). 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 current SWSSX Sharpe Ratio is -0.04, which is higher than the WMICX Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of SWSSX and WMICX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWSSX's dividend yield for the trailing twelve months is around 1.89%, while WMICX has not paid dividends to shareholders.

The maximum SWSSX drawdown since its inception was -67.30%, smaller than the maximum WMICX drawdown of -72.45%. Use the drawdown chart below to compare losses from any high point for SWSSX and WMICX. For additional features, visit the drawdowns tool.

Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a higher volatility of 14.05% compared to Wasatch Micro Cap Fund (WMICX) at 12.72%. This indicates that SWSSX's price experiences larger fluctuations and is considered to be riskier than WMICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.