WMICX vs. SWSSX
Compare and contrast key facts about Wasatch Micro Cap Fund (WMICX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
WMICX is managed by Wasatch. It was launched on Jun 19, 1995. 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: WMICX or SWSSX.
Performance
WMICX vs. SWSSX - Performance Comparison
Returns By Period
In the year-to-date period, WMICX achieves a 27.34% return, which is significantly higher than SWSSX's 20.21% return. Over the past 10 years, WMICX has underperformed SWSSX with an annualized return of 1.12%, while SWSSX has yielded a comparatively higher 8.86% annualized return.
WMICX
27.34%
7.66%
15.82%
43.02%
2.18%
1.12%
SWSSX
20.21%
8.83%
17.11%
36.05%
10.21%
8.86%
Key characteristics
| WMICX | SWSSX | |
|---|---|---|
| Sharpe Ratio | 1.98 | 1.71 |
| Sortino Ratio | 2.76 | 2.46 |
| Omega Ratio | 1.34 | 1.30 |
| Calmar Ratio | 0.74 | 1.48 |
| Martin Ratio | 12.50 | 9.45 |
| Ulcer Index | 3.44% | 3.81% |
| Daily Std Dev | 21.67% | 21.04% |
| Max Drawdown | -72.45% | -61.52% |
| Current Drawdown | -40.06% | -1.09% |
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WMICX vs. SWSSX - Expense Ratio Comparison
WMICX has a 1.63% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Correlation
The correlation between WMICX and SWSSX is 0.89, 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
WMICX vs. SWSSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Fund (WMICX) 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
WMICX vs. SWSSX - Dividend Comparison
WMICX has not paid dividends to shareholders, while SWSSX's dividend yield for the trailing twelve months is around 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMICX Wasatch Micro Cap Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.08% | 0.00% | 0.03% | 0.00% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.24% | 1.49% | 1.32% | 1.17% | 1.12% | 1.43% | 1.61% | 1.26% | 1.39% | 1.50% | 1.28% | 1.11% |
Drawdowns
WMICX vs. SWSSX - Drawdown Comparison
The maximum WMICX drawdown since its inception was -72.45%, which is greater than SWSSX's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for WMICX and SWSSX. For additional features, visit the drawdowns tool.
Volatility
WMICX vs. SWSSX - Volatility Comparison
Wasatch Micro Cap Fund (WMICX) has a higher volatility of 8.59% compared to Schwab Small-Cap Index Fund-Select Shares (SWSSX) at 7.69%. This indicates that WMICX's price experiences larger fluctuations and is considered to be riskier than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.