PortfoliosLab logoPortfoliosLab logo
VSCIX vs. SWSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSCIX vs. SWSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VSCIX vs. SWSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
-1.21%8.85%12.96%19.52%-17.60%17.74%19.07%27.40%-9.33%16.25%
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, VSCIX achieves a -1.21% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, VSCIX has outperformed SWSSX with an annualized return of 10.16%, while SWSSX has yielded a comparatively lower 9.50% annualized return.


VSCIX

1D
-0.97%
1M
-8.09%
YTD
-1.21%
6M
0.59%
1Y
16.09%
3Y*
11.86%
5Y*
5.03%
10Y*
10.16%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VSCIX vs. SWSSX - Expense Ratio Comparison

Both VSCIX and SWSSX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VSCIX vs. SWSSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSCIX
VSCIX Risk / Return Rank: 3737
Overall Rank
VSCIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VSCIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VSCIX Omega Ratio Rank: 3434
Omega Ratio Rank
VSCIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VSCIX Martin Ratio Rank: 4141
Martin Ratio Rank

SWSSX
SWSSX Risk / Return Rank: 5050
Overall Rank
SWSSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 4141
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSCIX vs. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) 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.


VSCIXSWSSXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.91

-0.16

Sortino ratio

Return per unit of downside risk

1.19

1.40

-0.21

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

0.97

1.33

-0.36

Martin ratio

Return relative to average drawdown

4.21

5.02

-0.82

VSCIX vs. SWSSX - Sharpe Ratio Comparison

The current VSCIX Sharpe Ratio is 0.75, which is comparable to the SWSSX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of VSCIX and SWSSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VSCIXSWSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.91

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.14

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.40

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.33

+0.05

Correlation

The correlation between VSCIX and SWSSX is 0.98, 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

VSCIX vs. SWSSX - Dividend Comparison

VSCIX's dividend yield for the trailing twelve months is around 1.39%, more than SWSSX's 1.32% yield.


TTM20252024202320222021202020192018201720162015
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
1.39%1.34%1.31%1.55%1.55%1.25%1.15%1.40%1.68%1.36%1.50%1.49%
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

VSCIX vs. SWSSX - Drawdown Comparison

The maximum VSCIX drawdown since its inception was -59.66%, roughly equal to the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for VSCIX and SWSSX.


Loading graphics...

Drawdown Indicators


VSCIXSWSSXDifference

Max Drawdown

Largest peak-to-trough decline

-59.66%

-60.34%

+0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-13.90%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

-31.93%

+3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-41.81%

-41.81%

0.00%

Current Drawdown

Current decline from peak

-8.97%

-11.00%

+2.03%

Average Drawdown

Average peak-to-trough decline

-10.18%

-10.78%

+0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.68%

-0.39%

Volatility

VSCIX vs. SWSSX - Volatility Comparison

The current volatility for Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) is 5.90%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that VSCIX 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.


Loading graphics...

Volatility by Period


VSCIXSWSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

6.59%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.22%

14.12%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

21.62%

23.11%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

22.57%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.53%

24.03%

-2.50%