VSEAX vs. SWSSX
Compare and contrast key facts about JPMorgan Small Cap Equity Fund (VSEAX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
VSEAX is managed by JPMorgan. It was launched on Dec 20, 1994. 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
VSEAX vs. SWSSX - Performance Comparison
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VSEAX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSEAX JPMorgan Small Cap Equity Fund | -4.91% | -2.63% | 11.46% | 11.71% | -16.27% | 15.47% | 18.14% | 28.15% | -9.20% | 15.29% |
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, VSEAX achieves a -4.91% return, which is significantly lower than SWSSX's -2.49% return. Over the past 10 years, VSEAX has underperformed SWSSX with an annualized return of 7.55%, while SWSSX has yielded a comparatively higher 9.50% annualized return.
VSEAX
- 1D
- -0.45%
- 1M
- -9.21%
- YTD
- -4.91%
- 6M
- -4.59%
- 1Y
- -0.42%
- 3Y*
- 4.01%
- 5Y*
- 0.82%
- 10Y*
- 7.55%
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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VSEAX vs. SWSSX - Expense Ratio Comparison
VSEAX has a 1.27% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
VSEAX vs. SWSSX — Risk / Return Rank
VSEAX
SWSSX
VSEAX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Equity Fund (VSEAX) 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.
| VSEAX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.00 | 0.91 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.16 | 1.40 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.18 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.33 | -1.47 |
Martin ratioReturn relative to average drawdown | -0.41 | 5.02 | -5.43 |
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
| VSEAX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.00 | 0.91 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.14 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.40 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.33 | +0.21 |
Correlation
The correlation between VSEAX and SWSSX is 0.96, 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
VSEAX vs. SWSSX - Dividend Comparison
VSEAX's dividend yield for the trailing twelve months is around 26.76%, more than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSEAX JPMorgan Small Cap Equity Fund | 26.76% | 25.45% | 14.31% | 4.81% | 15.49% | 22.80% | 2.89% | 4.96% | 8.25% | 5.99% | 2.98% | 8.31% |
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
VSEAX vs. SWSSX - Drawdown Comparison
The maximum VSEAX drawdown since its inception was -48.86%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for VSEAX and SWSSX.
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Drawdown Indicators
| VSEAX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.86% | -60.34% | +11.48% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -13.90% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -26.53% | -31.93% | +5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -41.81% | +0.12% |
Current DrawdownCurrent decline from peak | -13.88% | -11.00% | -2.88% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -10.78% | +2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 3.68% | +1.15% |
Volatility
VSEAX vs. SWSSX - Volatility Comparison
The current volatility for JPMorgan Small Cap Equity Fund (VSEAX) is 5.86%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that VSEAX 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
| VSEAX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 6.59% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 14.12% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.92% | 23.11% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.55% | 22.57% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 24.03% | -3.41% |