SICNX vs. IXUS
SICNX (Schwab International Core Equity Fund) and IXUS (iShares Core MSCI Total International Stock ETF) are both Foreign Large Cap Equities funds. Over the past 10 years, SICNX returned 8.87%/yr vs 9.78%/yr for IXUS. Their correlation of 0.94 suggests significant overlap in exposure. SICNX charges 0.86%/yr vs 0.07%/yr for IXUS.
Performance
SICNX vs. IXUS - Performance Comparison
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Returns By Period
In the year-to-date period, SICNX achieves a 10.59% return, which is significantly lower than IXUS's 14.51% return. Over the past 10 years, SICNX has underperformed IXUS with an annualized return of 8.87%, while IXUS has yielded a comparatively higher 9.78% annualized return.
SICNX
- 1D
- 0.54%
- 1M
- 5.19%
- YTD
- 10.59%
- 6M
- 7.48%
- 1Y
- 22.77%
- 3Y*
- 19.95%
- 5Y*
- 10.21%
- 10Y*
- 8.87%
IXUS
- 1D
- -1.01%
- 1M
- 4.91%
- YTD
- 14.51%
- 6M
- 17.16%
- 1Y
- 32.15%
- 3Y*
- 19.44%
- 5Y*
- 8.38%
- 10Y*
- 9.78%
SICNX vs. IXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SICNX Schwab International Core Equity Fund | 10.59% | 31.57% | 9.04% | 20.00% | -15.31% | 11.01% | 4.64% | 19.16% | -18.30% | 25.48% |
IXUS iShares Core MSCI Total International Stock ETF | 14.51% | 32.40% | 5.19% | 15.83% | -16.47% | 8.86% | 10.80% | 21.71% | -14.41% | 28.12% |
Correlation
The correlation between SICNX and IXUS is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2012 | 0.94 |
The correlation between SICNX and IXUS has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
SICNX vs. IXUS — Risk / Return Rank
SICNX
IXUS
SICNX vs. IXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Core Equity Fund (SICNX) and iShares Core MSCI Total International Stock ETF (IXUS). 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.
| SICNX | IXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.39 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.84 | -1.03 |
| Martin ratioReturn relative to average drawdown | 6.36 | 11.13 | -4.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SICNX | IXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.10 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.52 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.57 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.49 | -0.22 |
Drawdowns
SICNX vs. IXUS - Drawdown Comparison
The maximum SICNX drawdown since its inception was -55.78%, which is greater than IXUS's maximum drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for SICNX and IXUS.
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Drawdown Indicators
| SICNX | IXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.78% | -36.22% | -19.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -11.36% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -13.53% | -13.75% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -30.04% | +0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | -36.22% | -4.40% |
Current DrawdownCurrent decline from peak | -1.23% | -1.01% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -7.50% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.90% | +0.57% |
Volatility
SICNX vs. IXUS - Volatility Comparison
The current volatility for Schwab International Core Equity Fund (SICNX) is 5.01%, while iShares Core MSCI Total International Stock ETF (IXUS) has a volatility of 5.64%. This indicates that SICNX experiences smaller price fluctuations and is considered to be less risky than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SICNX | IXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 5.64% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 13.16% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 15.37% | +1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 16.21% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 17.07% | -0.58% |
SICNX vs. IXUS - Expense Ratio Comparison
SICNX has a 0.86% expense ratio, which is higher than IXUS's 0.07% expense ratio.
Dividends
SICNX vs. IXUS - Dividend Comparison
SICNX has not paid dividends to shareholders, while IXUS's dividend yield for the trailing twelve months is around 2.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 2.83% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
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
With a correlation of 0.93, SICNX and IXUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
IXUS has higher volatility (5.64%) compared to SICNX (5.01%). In terms of maximum drawdown, SICNX dropped -55.78% vs IXUS's -36.22%.
IXUS currently has the higher Sharpe Ratio (2.10 vs 1.33), 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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