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

Correlation

The correlation between SICNX and REREX is 0.79, 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.


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.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
99.82%
58.98%
SICNX
REREX

Key characteristics

Sharpe Ratio

SICNX:

0.81

REREX:

-0.03

Sortino Ratio

SICNX:

1.25

REREX:

0.06

Omega Ratio

SICNX:

1.17

REREX:

1.01

Calmar Ratio

SICNX:

1.04

REREX:

-0.02

Martin Ratio

SICNX:

3.48

REREX:

-0.11

Ulcer Index

SICNX:

4.06%

REREX:

6.10%

Daily Std Dev

SICNX:

16.69%

REREX:

17.19%

Max Drawdown

SICNX:

-55.95%

REREX:

-52.43%

Current Drawdown

SICNX:

-0.38%

REREX:

-18.71%

Returns By Period

In the year-to-date period, SICNX achieves a 14.01% return, which is significantly higher than REREX's 7.74% return. Over the past 10 years, SICNX has outperformed REREX with an annualized return of 5.29%, while REREX has yielded a comparatively lower 2.35% annualized return.


SICNX

YTD

14.01%

1M

9.74%

6M

10.77%

1Y

13.37%

5Y*

12.84%

10Y*

5.29%

REREX

YTD

7.74%

1M

11.85%

6M

-0.14%

1Y

-0.47%

5Y*

5.06%

10Y*

2.35%

*Annualized

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SICNX vs. REREX - Expense Ratio Comparison

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


Risk-Adjusted Performance

SICNX vs. REREX — Risk-Adjusted Performance Rank

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

SICNX
The Risk-Adjusted Performance Rank of SICNX is 7878
Overall Rank
The Sharpe Ratio Rank of SICNX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SICNX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SICNX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SICNX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SICNX is 8080
Martin Ratio Rank

REREX
The Risk-Adjusted Performance Rank of REREX is 1919
Overall Rank
The Sharpe Ratio Rank of REREX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of REREX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of REREX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of REREX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of REREX is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SICNX Sharpe Ratio is 0.81, which is higher than the REREX Sharpe Ratio of -0.03. 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 Ratio-1.00-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.81
-0.03
SICNX
REREX

Dividends

SICNX vs. REREX - Dividend Comparison

SICNX's dividend yield for the trailing twelve months is around 2.29%, more than REREX's 1.16% yield.


TTM20242023202220212020201920182017201620152014
SICNX
Schwab International Core Equity Fund
2.29%2.61%2.67%3.42%2.86%1.04%3.56%2.86%2.33%2.49%2.04%1.66%
REREX
American Funds EuroPacific Growth Fund Class R-4
1.16%1.25%1.69%1.22%1.47%0.17%1.07%1.37%0.87%1.28%1.78%1.40%

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 -52.43%. Use the drawdown chart below to compare losses from any high point for SICNX and REREX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.38%
-18.71%
SICNX
REREX

Volatility

SICNX vs. REREX - Volatility Comparison

Schwab International Core Equity Fund (SICNX) and American Funds EuroPacific Growth Fund Class R-4 (REREX) have volatilities of 3.74% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
3.74%
3.81%
SICNX
REREX