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SICNX vs. SCINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SICNX vs. SCINX - Performance Comparison

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

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SICNX vs. SCINX - 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%
SCINX
DWS CROCI International Fund
3.60%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%

Returns By Period

In the year-to-date period, SICNX achieves a 1.58% return, which is significantly lower than SCINX's 3.60% return. Over the past 10 years, SICNX has underperformed SCINX with an annualized return of 8.35%, while SCINX has yielded a comparatively higher 9.21% 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%

SCINX

1D
2.40%
1M
-6.39%
YTD
3.60%
6M
12.67%
1Y
32.00%
3Y*
18.63%
5Y*
10.48%
10Y*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SICNX vs. SCINX - Expense Ratio Comparison

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


Return for Risk

SICNX vs. SCINX — 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

SCINX
SCINX Risk / Return Rank: 8989
Overall Rank
SCINX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SCINX Omega Ratio Rank: 8989
Omega Ratio Rank
SCINX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SCINX Martin Ratio Rank: 8484
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. SCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Core Equity Fund (SICNX) and DWS CROCI International Fund (SCINX). 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.


SICNXSCINXDifference

Sharpe ratio

Return per unit of total volatility

1.23

2.07

-0.84

Sortino ratio

Return per unit of downside risk

1.62

2.67

-1.04

Omega ratio

Gain probability vs. loss probability

1.25

1.41

-0.15

Calmar ratio

Return relative to maximum drawdown

1.65

2.42

-0.77

Martin ratio

Return relative to average drawdown

6.13

9.04

-2.91

SICNX vs. SCINX - Sharpe Ratio Comparison

The current SICNX Sharpe Ratio is 1.23, which is lower than the SCINX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of SICNX and SCINX, 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


SICNXSCINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

2.07

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.67

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.58

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.33

-0.08

Correlation

The correlation between SICNX and SCINX 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

SICNX vs. SCINX - Dividend Comparison

SICNX has not paid dividends to shareholders, while SCINX's dividend yield for the trailing twelve months is around 2.65%.


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%
SCINX
DWS CROCI International Fund
2.65%2.75%3.20%3.55%3.48%3.89%1.80%3.39%3.73%2.49%3.76%3.52%

Drawdowns

SICNX vs. SCINX - Drawdown Comparison

The maximum SICNX drawdown since its inception was -55.78%, smaller than the maximum SCINX drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for SICNX and SCINX.


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Drawdown Indicators


SICNXSCINXDifference

Max Drawdown

Largest peak-to-trough decline

-55.78%

-63.90%

+8.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-12.28%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-29.11%

-30.06%

+0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-40.62%

-35.59%

-5.03%

Current Drawdown

Current decline from peak

-9.28%

-8.77%

-0.51%

Average Drawdown

Average peak-to-trough decline

-12.28%

-16.95%

+4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

3.28%

0.00%

Volatility

SICNX vs. SCINX - Volatility Comparison

Schwab International Core Equity Fund (SICNX) has a higher volatility of 7.99% compared to DWS CROCI International Fund (SCINX) at 6.06%. This indicates that SICNX's price experiences larger fluctuations and is considered to be riskier than SCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SICNXSCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

6.06%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.12%

10.12%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.25%

15.76%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

15.74%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

16.06%

+0.34%