SCINX vs. SICNX
SCINX (DWS CROCI International Fund) and SICNX (Schwab International Core Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, SCINX returned 10.37%/yr vs 8.95%/yr for SICNX. Their correlation of 0.91 means they have usually moved in the same direction. SCINX charges 0.91%/yr vs 0.86%/yr for SICNX.
Performance
SCINX vs. SICNX - Performance Comparison
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Returns By Period
In the year-to-date period, SCINX achieves a 15.72% return, which is significantly higher than SICNX's 12.10% return. Over the past 10 years, SCINX has outperformed SICNX with an annualized return of 10.37%, while SICNX has yielded a comparatively lower 8.95% annualized return.
SCINX
- 1D
- 1.47%
- 1M
- 4.96%
- 6M
- 8.41%
- YTD
- 15.72%
- 1Y
- 37.00%
- 3Y*
- 21.33%
- 5Y*
- 12.20%
- 10Y*
- 10.37%
- ALL TIME*
- 6.16%
SICNX
- 1D
- 2.90%
- 1M
- 1.73%
- 6M
- 6.23%
- YTD
- 12.10%
- 1Y
- 22.57%
- 3Y*
- 18.60%
- 5Y*
- 10.72%
- 10Y*
- 8.95%
- ALL TIME*
- 5.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SCINX vs. SICNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCINX DWS CROCI International Fund | 15.72% | 44.99% | 2.37% | 18.85% | -13.29% | 9.30% | 3.00% | 21.45% | -14.47% | 22.01% |
SICNX Schwab International Core Equity Fund | 12.10% | 31.57% | 9.04% | 20.00% | -15.31% | 11.01% | 4.64% | 19.16% | -18.30% | 25.48% |
Correlation
The correlation between SCINX and SICNX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 30, 2008 | 0.91 |
The correlation between SCINX and SICNX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
SCINX vs. SICNX — Risk / Return Rank
SCINX
SICNX
SCINX vs. SICNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS CROCI International Fund (SCINX) and Schwab International Core Equity Fund (SICNX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCINX | SICNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.24 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 1.78 | +1.17 |
| Martin ratioReturn relative to average drawdown | 9.42 | 6.14 | +3.27 |
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Drawdowns
SCINX vs. SICNX - Drawdown Comparison
The maximum SCINX drawdown since its inception was -63.90%, which is greater than SICNX's maximum drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for SCINX and SICNX.
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Drawdown Indicators
| SCINX | SICNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.90% | -55.78% | -8.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.21% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -14.23% | -13.53% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -29.91% | -29.11% | -0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -35.59% | -40.62% | +5.03% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -16.84% | -12.11% | -4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 3.52% | +0.31% |
Volatility
SCINX vs. SICNX - Volatility Comparison
The current volatility for DWS CROCI International Fund (SCINX) is 3.87%, while Schwab International Core Equity Fund (SICNX) has a volatility of 5.28%. This indicates that SCINX experiences smaller price fluctuations and is considered to be less risky than SICNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCINX | SICNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 5.28% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 14.34% | -3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.81% | 17.65% | -3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 16.35% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 16.31% | -0.53% |
SCINX vs. SICNX - Expense Ratio Comparison
SCINX has a 0.91% expense ratio, which is higher than SICNX's 0.86% expense ratio.
Dividends
SCINX vs. SICNX - Dividend Comparison
SCINX's dividend yield for the trailing twelve months is around 2.38%, while SICNX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCINX DWS CROCI International Fund | 2.38% | 2.75% | 3.20% | 3.55% | 3.48% | 3.89% | 1.80% | 3.39% | 3.73% | 2.49% | 3.76% | 3.52% |
SICNX Schwab International Core Equity Fund | 0.00% | 0.00% | 2.61% | 2.67% | 3.42% | 2.86% | 1.03% | 3.56% | 2.86% | 2.61% | 2.50% | 2.04% |
Frequently Asked Questions
SCINX and SICNX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SICNX has higher volatility (5.28%) compared to SCINX (3.87%). In terms of maximum drawdown, SCINX dropped -63.90% vs SICNX's -55.78%.
SCINX currently has the higher Sharpe Ratio (2.63 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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