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

Correlation

The correlation between SICNX and SNXFX is 0.80, 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.


-0.50.00.51.00.8

Performance

SICNX vs. SNXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Core Equity Fund (SICNX) and Schwab 1000 Index Fund (SNXFX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
75.42%
446.88%
SICNX
SNXFX

Key characteristics

Sharpe Ratio

SICNX:

0.70

SNXFX:

1.84

Sortino Ratio

SICNX:

1.03

SNXFX:

2.47

Omega Ratio

SICNX:

1.13

SNXFX:

1.34

Calmar Ratio

SICNX:

0.96

SNXFX:

2.77

Martin Ratio

SICNX:

3.01

SNXFX:

11.98

Ulcer Index

SICNX:

3.06%

SNXFX:

1.98%

Daily Std Dev

SICNX:

13.18%

SNXFX:

12.89%

Max Drawdown

SICNX:

-55.95%

SNXFX:

-55.08%

Current Drawdown

SICNX:

-9.59%

SNXFX:

-5.06%

Returns By Period

In the year-to-date period, SICNX achieves a 6.72% return, which is significantly lower than SNXFX's 22.82% return. Over the past 10 years, SICNX has underperformed SNXFX with an annualized return of 4.85%, while SNXFX has yielded a comparatively higher 12.50% annualized return.


SICNX

YTD

6.72%

1M

-2.93%

6M

-3.73%

1Y

8.41%

5Y*

4.82%

10Y*

4.85%

SNXFX

YTD

22.82%

1M

-1.53%

6M

6.98%

1Y

22.89%

5Y*

13.87%

10Y*

12.50%

Compare stocks, funds, or ETFs

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


SICNX vs. SNXFX - Expense Ratio Comparison

SICNX has a 0.86% expense ratio, which is higher than SNXFX's 0.05% 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 SNXFX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

SICNX vs. SNXFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Core Equity Fund (SICNX) and Schwab 1000 Index Fund (SNXFX). 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 0.70, compared to the broader market-1.000.001.002.003.004.000.701.84
The chart of Sortino ratio for SICNX, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.0010.001.032.47
The chart of Omega ratio for SICNX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.34
The chart of Calmar ratio for SICNX, currently valued at 0.96, compared to the broader market0.005.0010.0015.000.962.77
The chart of Martin ratio for SICNX, currently valued at 3.01, compared to the broader market0.0020.0040.0060.003.0111.98
SICNX
SNXFX

The current SICNX Sharpe Ratio is 0.70, which is lower than the SNXFX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SICNX and SNXFX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.70
1.84
SICNX
SNXFX

Dividends

SICNX vs. SNXFX - Dividend Comparison

Neither SICNX nor SNXFX has paid dividends to shareholders.


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%
SNXFX
Schwab 1000 Index Fund
0.00%1.41%1.61%1.19%1.71%1.81%2.29%1.75%1.81%1.93%1.64%1.54%

Drawdowns

SICNX vs. SNXFX - Drawdown Comparison

The maximum SICNX drawdown since its inception was -55.95%, roughly equal to the maximum SNXFX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for SICNX and SNXFX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.59%
-5.06%
SICNX
SNXFX

Volatility

SICNX vs. SNXFX - Volatility Comparison

Schwab International Core Equity Fund (SICNX) has a higher volatility of 4.46% compared to Schwab 1000 Index Fund (SNXFX) at 4.04%. This indicates that SICNX's price experiences larger fluctuations and is considered to be riskier than SNXFX 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
4.46%
4.04%
SICNX
SNXFX
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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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