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WMCVX vs. SWSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMCVX vs. SWSSX - Performance Comparison

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

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WMCVX vs. SWSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMCVX
Wasatch Small Cap Value Fund
-1.67%-3.66%11.65%31.78%-21.61%25.23%12.52%23.63%-9.55%19.54%
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, WMCVX achieves a -1.67% return, which is significantly higher than SWSSX's -2.49% return. Both investments have delivered pretty close results over the past 10 years, with WMCVX having a 9.73% annualized return and SWSSX not far behind at 9.50%.


WMCVX

1D
-1.01%
1M
-10.47%
YTD
-1.67%
6M
-5.46%
1Y
4.82%
3Y*
9.70%
5Y*
3.46%
10Y*
9.73%

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)

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WMCVX vs. SWSSX - Expense Ratio Comparison

WMCVX has a 1.16% expense ratio, which is higher than SWSSX's 0.04% expense ratio.


Return for Risk

WMCVX vs. SWSSX — Risk / Return Rank

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

WMCVX
WMCVX Risk / Return Rank: 1010
Overall Rank
WMCVX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
WMCVX Sortino Ratio Rank: 1111
Sortino Ratio Rank
WMCVX Omega Ratio Rank: 1010
Omega Ratio Rank
WMCVX Calmar Ratio Rank: 1010
Calmar Ratio Rank
WMCVX Martin Ratio Rank: 99
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.

WMCVX vs. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Value Fund (WMCVX) 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.


WMCVXSWSSXDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.91

-0.70

Sortino ratio

Return per unit of downside risk

0.48

1.40

-0.92

Omega ratio

Gain probability vs. loss probability

1.06

1.18

-0.12

Calmar ratio

Return relative to maximum drawdown

0.20

1.33

-1.13

Martin ratio

Return relative to average drawdown

0.60

5.02

-4.43

WMCVX vs. SWSSX - Sharpe Ratio Comparison

The current WMCVX Sharpe Ratio is 0.21, which is lower than the SWSSX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of WMCVX 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.


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Sharpe Ratios by Period


WMCVXSWSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.91

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.14

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.40

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.33

+0.16

Correlation

The correlation between WMCVX and SWSSX is 0.91, 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

WMCVX vs. SWSSX - Dividend Comparison

WMCVX's dividend yield for the trailing twelve months is around 6.29%, more than SWSSX's 1.32% yield.


TTM20252024202320222021202020192018201720162015
WMCVX
Wasatch Small Cap Value Fund
6.29%6.19%17.18%3.67%2.39%7.72%0.00%1.10%8.98%6.63%0.07%0.52%
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

WMCVX vs. SWSSX - Drawdown Comparison

The maximum WMCVX drawdown since its inception was -65.79%, which is greater than SWSSX's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for WMCVX and SWSSX.


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Drawdown Indicators


WMCVXSWSSXDifference

Max Drawdown

Largest peak-to-trough decline

-65.79%

-60.34%

-5.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-13.90%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-32.26%

-31.93%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-46.29%

-41.81%

-4.48%

Current Drawdown

Current decline from peak

-14.92%

-11.00%

-3.92%

Average Drawdown

Average peak-to-trough decline

-10.98%

-10.78%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

3.68%

+0.93%

Volatility

WMCVX vs. SWSSX - Volatility Comparison

Wasatch Small Cap Value Fund (WMCVX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX) have volatilities of 6.29% and 6.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMCVXSWSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

6.59%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

14.12%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

23.40%

23.11%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.53%

22.57%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.39%

24.03%

-0.64%