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SCINX vs. SICNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCINX vs. SICNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS CROCI International Fund (SCINX) and Schwab International Core Equity Fund (SICNX). The values are adjusted to include any dividend payments, if applicable.

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SCINX vs. SICNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCINX
DWS CROCI International Fund
1.17%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%
SICNX
Schwab International Core Equity Fund
-1.18%31.57%9.04%20.00%-15.31%11.01%4.64%19.16%-18.30%25.48%

Returns By Period

In the year-to-date period, SCINX achieves a 1.17% return, which is significantly higher than SICNX's -1.18% return. Over the past 10 years, SCINX has outperformed SICNX with an annualized return of 8.95%, while SICNX has yielded a comparatively lower 8.05% annualized return.


SCINX

1D
0.03%
1M
-10.46%
YTD
1.17%
6M
11.04%
1Y
29.12%
3Y*
17.69%
5Y*
10.06%
10Y*
8.95%

SICNX

1D
0.00%
1M
-11.74%
YTD
-1.18%
6M
-0.46%
1Y
18.91%
3Y*
16.22%
5Y*
9.39%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCINX vs. SICNX - Expense Ratio Comparison

SCINX has a 0.91% expense ratio, which is higher than SICNX's 0.86% expense ratio.


Return for Risk

SCINX vs. SICNX — Risk / Return Rank

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

SCINX
SCINX Risk / Return Rank: 8585
Overall Rank
SCINX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 8787
Sortino Ratio Rank
SCINX Omega Ratio Rank: 8686
Omega Ratio Rank
SCINX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SCINX Martin Ratio Rank: 8181
Martin Ratio Rank

SICNX
SICNX Risk / Return Rank: 5454
Overall Rank
SICNX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SICNX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SICNX Omega Ratio Rank: 5353
Omega Ratio Rank
SICNX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SICNX Martin Ratio Rank: 5454
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.

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.


SCINXSICNXDifference

Sharpe ratio

Return per unit of total volatility

1.81

0.99

+0.81

Sortino ratio

Return per unit of downside risk

2.35

1.34

+1.01

Omega ratio

Gain probability vs. loss probability

1.35

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

2.07

1.40

+0.67

Martin ratio

Return relative to average drawdown

7.99

5.20

+2.79

SCINX vs. SICNX - Sharpe Ratio Comparison

The current SCINX Sharpe Ratio is 1.81, which is higher than the SICNX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SCINX and SICNX, 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


SCINXSICNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

0.99

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.60

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.49

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.24

+0.08

Correlation

The correlation between SCINX and SICNX 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

SCINX vs. SICNX - Dividend Comparison

SCINX's dividend yield for the trailing twelve months is around 2.72%, while SICNX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SCINX
DWS CROCI International Fund
2.72%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%

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


SCINXSICNXDifference

Max Drawdown

Largest 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 (5Y)

Largest decline over 5 years

-30.06%

-29.11%

-0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

-40.62%

+5.03%

Current Drawdown

Current decline from peak

-10.91%

-11.74%

+0.83%

Average Drawdown

Average peak-to-trough decline

-16.95%

-12.28%

-4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.30%

+0.03%

Volatility

SCINX vs. SICNX - Volatility Comparison

The current volatility for DWS CROCI International Fund (SCINX) is 5.61%, while Schwab International Core Equity Fund (SICNX) has a volatility of 7.41%. 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


SCINXSICNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

7.41%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

12.85%

-2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

18.08%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

15.87%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

16.38%

-0.34%