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SICNX vs. PRMTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SICNX vs. PRMTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Core Equity Fund (SICNX) and T. Rowe Price Communications & Technology Fund (PRMTX). The values are adjusted to include any dividend payments, if applicable.

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SICNX vs. PRMTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SICNX
Schwab International Core Equity Fund
1.58%31.57%9.04%20.00%-15.31%11.01%4.64%19.16%-18.30%25.48%
PRMTX
T. Rowe Price Communications & Technology Fund
-7.10%43.31%48.75%39.30%-40.90%9.81%53.69%35.69%-1.85%33.00%

Returns By Period

In the year-to-date period, SICNX achieves a 1.58% return, which is significantly higher than PRMTX's -7.10% return. Over the past 10 years, SICNX has underperformed PRMTX with an annualized return of 8.35%, while PRMTX has yielded a comparatively higher 18.08% annualized return.


SICNX

1D
2.79%
1M
-7.54%
YTD
1.58%
6M
1.58%
1Y
22.04%
3Y*
17.29%
5Y*
9.73%
10Y*
8.35%

PRMTX

1D
3.46%
1M
-5.26%
YTD
-7.10%
6M
17.17%
1Y
36.97%
3Y*
34.03%
5Y*
11.80%
10Y*
18.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SICNX vs. PRMTX - Expense Ratio Comparison

SICNX has a 0.86% expense ratio, which is higher than PRMTX's 0.77% expense ratio.


Return for Risk

SICNX vs. PRMTX — Risk / Return Rank

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

SICNX
SICNX Risk / Return Rank: 6565
Overall Rank
SICNX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SICNX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SICNX Omega Ratio Rank: 6565
Omega Ratio Rank
SICNX Calmar Ratio Rank: 6969
Calmar Ratio Rank
SICNX Martin Ratio Rank: 6363
Martin Ratio Rank

PRMTX
PRMTX Risk / Return Rank: 8383
Overall Rank
PRMTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PRMTX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PRMTX Omega Ratio Rank: 8989
Omega Ratio Rank
PRMTX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PRMTX Martin Ratio Rank: 8787
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.

SICNX vs. PRMTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Core Equity Fund (SICNX) and T. Rowe Price Communications & Technology Fund (PRMTX). 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.


SICNXPRMTXDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.98

+0.26

Sortino ratio

Return per unit of downside risk

1.62

3.05

-1.42

Omega ratio

Gain probability vs. loss probability

1.25

1.40

-0.15

Calmar ratio

Return relative to maximum drawdown

1.65

3.39

-1.74

Martin ratio

Return relative to average drawdown

6.13

9.49

-3.36

SICNX vs. PRMTX - Sharpe Ratio Comparison

The current SICNX Sharpe Ratio is 1.23, which is comparable to the PRMTX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SICNX and PRMTX, 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


SICNXPRMTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.98

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.45

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.77

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.64

-0.39

Correlation

The correlation between SICNX and PRMTX is 0.71, 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

SICNX vs. PRMTX - Dividend Comparison

SICNX has not paid dividends to shareholders, while PRMTX's dividend yield for the trailing twelve months is around 54.27%.


TTM20252024202320222021202020192018201720162015
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%
PRMTX
T. Rowe Price Communications & Technology Fund
54.27%50.42%14.78%7.74%17.50%8.35%5.29%2.45%1.28%2.35%2.24%3.20%

Drawdowns

SICNX vs. PRMTX - Drawdown Comparison

The maximum SICNX drawdown since its inception was -55.78%, smaller than the maximum PRMTX drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for SICNX and PRMTX.


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Drawdown Indicators


SICNXPRMTXDifference

Max Drawdown

Largest peak-to-trough decline

-55.78%

-66.30%

+10.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-11.17%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-29.11%

-47.17%

+18.06%

Max Drawdown (10Y)

Largest decline over 10 years

-40.62%

-47.17%

+6.55%

Current Drawdown

Current decline from peak

-9.28%

-8.09%

-1.19%

Average Drawdown

Average peak-to-trough decline

-12.28%

-13.92%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

3.98%

-0.70%

Volatility

SICNX vs. PRMTX - Volatility Comparison

Schwab International Core Equity Fund (SICNX) has a higher volatility of 7.99% compared to T. Rowe Price Communications & Technology Fund (PRMTX) at 6.51%. This indicates that SICNX's price experiences larger fluctuations and is considered to be riskier than PRMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SICNXPRMTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

6.51%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.12%

31.76%

-18.64%

Volatility (1Y)

Calculated over the trailing 1-year period

18.25%

39.07%

-20.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

26.58%

-10.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

23.53%

-7.13%