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SICNX vs. REREX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SICNX and REREX is 0.92, 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.


-0.50.00.51.00.9

Performance

SICNX vs. REREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Core Equity Fund (SICNX) and American Funds EuroPacific Growth Fund Class R-4 (REREX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
-3.59%
-5.89%
SICNX
REREX

Key characteristics

Sharpe Ratio

SICNX:

0.60

REREX:

0.07

Sortino Ratio

SICNX:

0.90

REREX:

0.19

Omega Ratio

SICNX:

1.11

REREX:

1.02

Calmar Ratio

SICNX:

0.80

REREX:

0.04

Martin Ratio

SICNX:

2.54

REREX:

0.30

Ulcer Index

SICNX:

3.13%

REREX:

3.40%

Daily Std Dev

SICNX:

13.17%

REREX:

13.64%

Max Drawdown

SICNX:

-55.95%

REREX:

-52.44%

Current Drawdown

SICNX:

-9.98%

REREX:

-24.93%

Returns By Period

In the year-to-date period, SICNX achieves a 6.26% return, which is significantly higher than REREX's -1.28% return. Over the past 10 years, SICNX has outperformed REREX with an annualized return of 4.76%, while REREX has yielded a comparatively lower 2.33% annualized return.


SICNX

YTD

6.26%

1M

-3.35%

6M

-4.31%

1Y

8.86%

5Y*

4.73%

10Y*

4.76%

REREX

YTD

-1.28%

1M

-5.29%

6M

-5.88%

1Y

-0.12%

5Y*

0.37%

10Y*

2.33%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SICNX vs. REREX - Expense Ratio Comparison

SICNX has a 0.86% expense ratio, which is higher than REREX's 0.81% expense ratio.


SICNX
Schwab International Core Equity Fund
Expense ratio chart for SICNX: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for REREX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%

Risk-Adjusted Performance

SICNX vs. REREX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Core Equity Fund (SICNX) and American Funds EuroPacific Growth Fund Class R-4 (REREX). 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.


Sharpe ratio
The chart of Sharpe ratio for SICNX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.670.07
The chart of Sortino ratio for SICNX, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.0010.001.000.19
The chart of Omega ratio for SICNX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.02
The chart of Calmar ratio for SICNX, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.0014.000.890.04
The chart of Martin ratio for SICNX, currently valued at 2.78, compared to the broader market0.0020.0040.0060.002.780.30
SICNX
REREX

The current SICNX Sharpe Ratio is 0.60, which is higher than the REREX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of SICNX and REREX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.67
0.07
SICNX
REREX

Dividends

SICNX vs. REREX - Dividend Comparison

SICNX has not paid dividends to shareholders, while REREX's dividend yield for the trailing twelve months is around 0.39%.


TTM20232022202120202019201820172016201520142013
SICNX
Schwab International Core Equity Fund
0.00%2.67%3.42%2.86%1.04%3.56%2.86%2.33%2.49%2.04%1.66%2.61%
REREX
American Funds EuroPacific Growth Fund Class R-4
0.39%1.69%1.22%1.47%0.17%1.07%1.37%0.87%1.28%1.78%1.39%0.95%

Drawdowns

SICNX vs. REREX - Drawdown Comparison

The maximum SICNX drawdown since its inception was -55.95%, which is greater than REREX's maximum drawdown of -52.44%. Use the drawdown chart below to compare losses from any high point for SICNX and REREX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.98%
-24.93%
SICNX
REREX

Volatility

SICNX vs. REREX - Volatility Comparison

The current volatility for Schwab International Core Equity Fund (SICNX) is 4.47%, while American Funds EuroPacific Growth Fund Class R-4 (REREX) has a volatility of 5.84%. This indicates that SICNX experiences smaller price fluctuations and is considered to be less risky than REREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.47%
5.84%
SICNX
REREX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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