VSCAX vs. SNXFX
Compare and contrast key facts about Invesco Small Cap Value Fund (VSCAX) and Schwab 1000 Index Fund (SNXFX).
VSCAX is managed by Invesco. It was launched on Jun 21, 1999. SNXFX is a passively managed fund by Charles Schwab that tracks the performance of the Schwab 1000 Index. It was launched on Apr 2, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCAX or SNXFX.
Performance
VSCAX vs. SNXFX - Performance Comparison
Returns By Period
In the year-to-date period, VSCAX achieves a 32.05% return, which is significantly higher than SNXFX's 26.79% return. Over the past 10 years, VSCAX has underperformed SNXFX with an annualized return of 1.85%, while SNXFX has yielded a comparatively higher 12.87% annualized return.
VSCAX
32.05%
9.56%
13.79%
40.30%
14.27%
1.85%
SNXFX
26.79%
3.86%
13.84%
33.68%
15.41%
12.87%
Key characteristics
| VSCAX | SNXFX | |
|---|---|---|
| Sharpe Ratio | 1.95 | 2.69 |
| Sortino Ratio | 2.53 | 3.58 |
| Omega Ratio | 1.35 | 1.50 |
| Calmar Ratio | 2.11 | 3.94 |
| Martin Ratio | 10.37 | 17.35 |
| Ulcer Index | 3.89% | 1.94% |
| Daily Std Dev | 20.67% | 12.52% |
| Max Drawdown | -72.32% | -55.08% |
| Current Drawdown | 0.00% | -0.24% |
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VSCAX vs. SNXFX - Expense Ratio Comparison
VSCAX has a 1.12% expense ratio, which is higher than SNXFX's 0.05% expense ratio.
Correlation
The correlation between VSCAX and SNXFX is 0.84, 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.
Risk-Adjusted Performance
VSCAX vs. SNXFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Value Fund (VSCAX) and Schwab 1000 Index Fund (SNXFX). 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
VSCAX vs. SNXFX - Dividend Comparison
VSCAX's dividend yield for the trailing twelve months is around 0.42%, less than SNXFX's 1.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCAX Invesco Small Cap Value Fund | 0.42% | 0.56% | 0.35% | 0.04% | 0.30% | 0.00% | 0.00% | 0.00% | 0.18% | 0.06% | 0.00% | 0.00% |
SNXFX Schwab 1000 Index Fund | 1.11% | 1.41% | 1.61% | 1.19% | 1.71% | 1.81% | 2.29% | 1.75% | 1.81% | 1.93% | 1.64% | 1.54% |
Drawdowns
VSCAX vs. SNXFX - Drawdown Comparison
The maximum VSCAX drawdown since its inception was -72.32%, which is greater than SNXFX's maximum drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for VSCAX and SNXFX. For additional features, visit the drawdowns tool.
Volatility
VSCAX vs. SNXFX - Volatility Comparison
Invesco Small Cap Value Fund (VSCAX) has a higher volatility of 7.20% compared to Schwab 1000 Index Fund (SNXFX) at 4.09%. This indicates that VSCAX's price experiences larger fluctuations and is considered to be riskier than SNXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.