Correlation
The correlation between VYSVX and SWTSX is 0.78, 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.
VYSVX vs. SWTSX
Compare and contrast key facts about Vericimetry U.S. Small Cap Value Fund (VYSVX) and Schwab Total Stock Market Index Fund (SWTSX).
VYSVX is managed by Vericimetry Funds. It was launched on Dec 27, 2011. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VYSVX or SWTSX.
Performance
VYSVX vs. SWTSX - Performance Comparison
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Key characteristics
VYSVX:
-0.03
SWTSX:
0.69
VYSVX:
0.13
SWTSX:
0.99
VYSVX:
1.02
SWTSX:
1.14
VYSVX:
-0.03
SWTSX:
0.64
VYSVX:
-0.08
SWTSX:
2.39
VYSVX:
10.04%
SWTSX:
5.20%
VYSVX:
24.52%
SWTSX:
20.18%
VYSVX:
-49.61%
SWTSX:
-54.70%
VYSVX:
-14.64%
SWTSX:
-3.94%
Returns By Period
In the year-to-date period, VYSVX achieves a -5.70% return, which is significantly lower than SWTSX's 0.52% return. Over the past 10 years, VYSVX has underperformed SWTSX with an annualized return of 6.99%, while SWTSX has yielded a comparatively higher 11.80% annualized return.
VYSVX
-5.70%
5.97%
-13.79%
-0.72%
4.62%
16.61%
6.99%
SWTSX
0.52%
6.41%
-2.52%
13.82%
13.70%
15.15%
11.80%
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VYSVX vs. SWTSX - Expense Ratio Comparison
VYSVX has a 0.63% expense ratio, which is higher than SWTSX's 0.03% expense ratio.
Risk-Adjusted Performance
VYSVX vs. SWTSX — Risk-Adjusted Performance Rank
VYSVX
SWTSX
VYSVX vs. SWTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vericimetry U.S. Small Cap Value Fund (VYSVX) and Schwab Total Stock Market Index Fund (SWTSX). 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.
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Dividends
VYSVX vs. SWTSX - Dividend Comparison
VYSVX's dividend yield for the trailing twelve months is around 10.66%, more than SWTSX's 1.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VYSVX Vericimetry U.S. Small Cap Value Fund | 10.66% | 9.89% | 2.93% | 7.78% | 18.89% | 1.06% | 2.34% | 12.10% | 0.98% | 0.67% | 0.97% | 0.88% |
SWTSX Schwab Total Stock Market Index Fund | 1.23% | 1.24% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% | 2.23% |
Drawdowns
VYSVX vs. SWTSX - Drawdown Comparison
The maximum VYSVX drawdown since its inception was -49.61%, smaller than the maximum SWTSX drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for VYSVX and SWTSX.
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Volatility
VYSVX vs. SWTSX - Volatility Comparison
Vericimetry U.S. Small Cap Value Fund (VYSVX) has a higher volatility of 6.47% compared to Schwab Total Stock Market Index Fund (SWTSX) at 4.98%. This indicates that VYSVX's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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