TSFIX vs. SWSSX
Compare and contrast key facts about Touchstone Small Cap Fund (TSFIX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
TSFIX is managed by Touchstone. It was launched on Sep 30, 2009. 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.
Performance
TSFIX vs. SWSSX - Performance Comparison
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TSFIX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSFIX Touchstone Small Cap Fund | -3.86% | 5.89% | 11.13% | 20.89% | -9.70% | 20.04% | 10.34% | 39.71% | -9.59% | 6.27% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, TSFIX achieves a -3.86% return, which is significantly lower than SWSSX's -2.49% return. Over the past 10 years, TSFIX has underperformed SWSSX with an annualized return of 8.94%, while SWSSX has yielded a comparatively higher 9.50% annualized return.
TSFIX
- 1D
- -0.07%
- 1M
- -6.42%
- YTD
- -3.86%
- 6M
- -1.46%
- 1Y
- 9.59%
- 3Y*
- 8.38%
- 5Y*
- 6.09%
- 10Y*
- 8.94%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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TSFIX vs. SWSSX - Expense Ratio Comparison
TSFIX has a 0.94% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
TSFIX vs. SWSSX — Risk / Return Rank
TSFIX
SWSSX
TSFIX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Small Cap Fund (TSFIX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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.
| TSFIX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.91 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.40 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.18 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.33 | -0.71 |
Martin ratioReturn relative to average drawdown | 2.24 | 5.02 | -2.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSFIX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.91 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.14 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.40 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.33 | +0.17 |
Correlation
The correlation between TSFIX and SWSSX is 0.91, 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.
Dividends
TSFIX vs. SWSSX - Dividend Comparison
TSFIX's dividend yield for the trailing twelve months is around 6.10%, more than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSFIX Touchstone Small Cap Fund | 6.10% | 5.87% | 1.43% | 3.37% | 1.89% | 13.31% | 2.52% | 18.54% | 32.83% | 22.85% | 0.37% | 13.55% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
TSFIX vs. SWSSX - Drawdown Comparison
The maximum TSFIX drawdown since its inception was -39.00%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for TSFIX and SWSSX.
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Drawdown Indicators
| TSFIX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.00% | -60.34% | +21.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -13.90% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -28.30% | -31.93% | +3.63% |
Max Drawdown (10Y)Largest decline over 10 years | -39.00% | -41.81% | +2.81% |
Current DrawdownCurrent decline from peak | -8.92% | -11.00% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -10.78% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 3.68% | -0.04% |
Volatility
TSFIX vs. SWSSX - Volatility Comparison
The current volatility for Touchstone Small Cap Fund (TSFIX) is 4.28%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that TSFIX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSFIX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 6.59% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 14.12% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.82% | 23.11% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.78% | 22.57% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 24.03% | -2.29% |