VSIAX vs. SWSSX
Compare and contrast key facts about Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
VSIAX is managed by Vanguard. It was launched on Sep 27, 2011. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIAX or SWSSX.
Performance
VSIAX vs. SWSSX - Performance Comparison
Returns By Period
In the year-to-date period, VSIAX achieves a 16.74% return, which is significantly higher than SWSSX's 15.04% return. Over the past 10 years, VSIAX has outperformed SWSSX with an annualized return of 9.32%, while SWSSX has yielded a comparatively lower 8.54% annualized return.
VSIAX
16.74%
1.09%
10.02%
30.76%
11.39%
9.32%
SWSSX
15.04%
0.84%
10.72%
31.83%
9.14%
8.54%
Key characteristics
| VSIAX | SWSSX | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.42 |
| Sortino Ratio | 2.52 | 2.09 |
| Omega Ratio | 1.31 | 1.25 |
| Calmar Ratio | 3.28 | 1.19 |
| Martin Ratio | 9.97 | 7.91 |
| Ulcer Index | 2.94% | 3.78% |
| Daily Std Dev | 16.68% | 21.06% |
| Max Drawdown | -45.39% | -61.52% |
| Current Drawdown | -3.19% | -5.34% |
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VSIAX vs. SWSSX - Expense Ratio Comparison
VSIAX has a 0.07% expense ratio, which is higher than SWSSX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VSIAX and SWSSX is 0.95, 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
VSIAX vs. SWSSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) 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.
Dividends
VSIAX vs. SWSSX - Dividend Comparison
VSIAX's dividend yield for the trailing twelve months is around 1.92%, more than SWSSX's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.92% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.30% | 1.49% | 1.32% | 1.17% | 1.12% | 1.43% | 1.61% | 1.26% | 1.39% | 1.50% | 1.28% | 1.11% |
Drawdowns
VSIAX vs. SWSSX - Drawdown Comparison
The maximum VSIAX drawdown since its inception was -45.39%, smaller than the maximum SWSSX drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VSIAX and SWSSX. For additional features, visit the drawdowns tool.
Volatility
VSIAX vs. SWSSX - Volatility Comparison
The current volatility for Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) is 5.89%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 7.69%. This indicates that VSIAX 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.