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WHGMX vs. SWMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WHGMX vs. SWMCX

Last updated Apr 2, 2026

Compare and contrast key facts about Westwood Quality SMidCap Fund (WHGMX) and Schwab U.S. Mid-Cap Index Fund (SWMCX).

WHGMX is managed by Westwood. It was launched on Dec 19, 2005. SWMCX is managed by Charles Schwab. It was launched on Dec 20, 2017.

Performance

WHGMX vs. SWMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westwood Quality SMidCap Fund (WHGMX) and Schwab U.S. Mid-Cap Index Fund (SWMCX). The values are adjusted to include any dividend payments, if applicable.

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WHGMX vs. SWMCX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WHGMX
Westwood Quality SMidCap Fund		5.51%8.40%10.41%17.78%-10.35%21.39%5.41%29.42%-11.70%0.20%
SWMCX
Schwab U.S. Mid-Cap Index Fund		1.25%10.54%15.28%17.20%-17.31%22.55%17.03%30.46%-9.16%0.40%

Returns By Period

In the year-to-date period, WHGMX achieves a 5.51% return, which is significantly higher than SWMCX's 1.25% return.

WHGMX

1D
2.56%
1M
-6.51%
YTD
5.51%
6M
6.06%
1Y
20.05%
3Y*
12.88%
5Y*
7.54%
10Y*
9.34%

SWMCX

1D
2.61%
1M
-5.57%
YTD
1.25%
6M
1.45%
1Y
15.42%
3Y*
13.27%
5Y*
6.91%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Westwood Quality SMidCap Fund

Schwab U.S. Mid-Cap Index Fund

Often compared with WHGMX:
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Often compared with SWMCX:
SWMCX vs. SCHMSWMCX vs. VIMAXSWMCX vs. SWPPXSWMCX vs. IVOOSWMCX vs. SCHBSWMCX vs. SPMDSWMCX vs. SCHD

WHGMX vs. SWMCX - Expense Ratio Comparison

WHGMX has a 0.88% expense ratio, which is higher than SWMCX's 0.04% expense ratio.

WHGMX
Westwood Quality SMidCap Fund
SWMCX
Schwab U.S. Mid-Cap Index Fund

Return for Risk

WHGMX vs. SWMCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WHGMX
WHGMX Risk / Return Rank: 5050
Overall Rank
WHGMX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WHGMX Sortino Ratio Rank: 5151
Sortino Ratio Rank
WHGMX Omega Ratio Rank: 4444
Omega Ratio Rank
WHGMX Calmar Ratio Rank: 5050
Calmar Ratio Rank
WHGMX Martin Ratio Rank: 4949
Martin Ratio Rank
SWMCX
SWMCX Risk / Return Rank: 4343
Overall Rank
SWMCX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SWMCX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SWMCX Omega Ratio Rank: 3737
Omega Ratio Rank
SWMCX Calmar Ratio Rank: 4747
Calmar Ratio Rank
SWMCX Martin Ratio Rank: 5757
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.

WHGMX vs. SWMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Quality SMidCap Fund (WHGMX) and Schwab U.S. Mid-Cap Index Fund (SWMCX). 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.

WHGMXSWMCXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.84

+0.27

Sortino ratio

Return per unit of downside risk

1.59

1.29

+0.30

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.46

1.22

+0.24

Martin ratio

Return relative to average drawdown

5.67

5.68

-0.01

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WHGMX vs. SWMCX - Sharpe Ratio Comparison

The current WHGMX Sharpe Ratio is 1.11, which is higher than the SWMCX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of WHGMX and SWMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

WHGMXSWMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.84

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.38

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.46

-0.03

Correlation

The correlation between WHGMX and SWMCX is 0.92, 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

WHGMX vs. SWMCX - Dividend Comparison

WHGMX's dividend yield for the trailing twelve months is around 4.92%, more than SWMCX's 2.10% yield.

TTM20252024202320222021202020192018201720162015
WHGMX
Westwood Quality SMidCap Fund		4.92%5.19%1.21%2.92%1.52%16.39%2.83%11.93%19.09%12.12%1.40%7.40%
SWMCX
Schwab U.S. Mid-Cap Index Fund		2.10%2.13%2.60%1.49%1.59%2.93%1.45%2.44%1.41%0.00%0.00%0.00%

Drawdowns

WHGMX vs. SWMCX - Drawdown Comparison

The maximum WHGMX drawdown since its inception was -47.99%, which is greater than SWMCX's maximum drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for WHGMX and SWMCX.

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Drawdown Indicators

WHGMXSWMCXDifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-40.34%

-7.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

-13.43%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-23.78%

-26.09%

+2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-42.26%

—

—

Current Drawdown

Current decline from peak

-6.76%

-5.76%

-1.00%

Average Drawdown

Average peak-to-trough decline

-7.24%

-6.74%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.89%

+0.71%

Volatility

WHGMX vs. SWMCX - Volatility Comparison

Westwood Quality SMidCap Fund (WHGMX) has a higher volatility of 6.09% compared to Schwab U.S. Mid-Cap Index Fund (SWMCX) at 5.61%. This indicates that WHGMX's price experiences larger fluctuations and is considered to be riskier than SWMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WHGMXSWMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

5.61%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

10.50%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

19.09%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

18.27%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

20.77%

-0.52%