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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%150.00%200.00%250.00%300.00%AugustSeptemberOctoberNovemberDecember2025
78.44%
315.91%
SICNX
SNXFX

Key characteristics

Sharpe Ratio

SICNX:

1.11

SNXFX:

2.17

Sortino Ratio

SICNX:

1.58

SNXFX:

2.88

Omega Ratio

SICNX:

1.19

SNXFX:

1.40

Calmar Ratio

SICNX:

1.61

SNXFX:

3.32

Martin Ratio

SICNX:

3.91

SNXFX:

13.43

Ulcer Index

SICNX:

3.59%

SNXFX:

2.11%

Daily Std Dev

SICNX:

12.67%

SNXFX:

13.08%

Max Drawdown

SICNX:

-55.95%

SNXFX:

-55.11%

Current Drawdown

SICNX:

-5.94%

SNXFX:

-1.59%

Returns By Period

In the year-to-date period, SICNX achieves a 1.82% return, which is significantly lower than SNXFX's 2.30% return. Over the past 10 years, SICNX has underperformed SNXFX with an annualized return of 5.29%, while SNXFX has yielded a comparatively higher 11.42% annualized return.


SICNX

YTD

1.82%

1M

1.47%

6M

-0.43%

1Y

13.10%

5Y*

5.28%

10Y*

5.29%

SNXFX

YTD

2.30%

1M

2.43%

6M

10.22%

1Y

27.26%

5Y*

13.53%

10Y*

11.42%

*Annualized

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 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 5757
Overall Rank
The Sharpe Ratio Rank of SICNX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SICNX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SICNX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SICNX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SICNX is 4949
Martin Ratio Rank

SNXFX
The Risk-Adjusted Performance Rank of SNXFX is 9090
Overall Rank
The Sharpe Ratio Rank of SNXFX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SNXFX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SNXFX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SNXFX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SNXFX is 9191
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. 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 1.11, compared to the broader market-1.000.001.002.003.004.001.112.17
The chart of Sortino ratio for SICNX, currently valued at 1.58, compared to the broader market0.005.0010.001.582.88
The chart of Omega ratio for SICNX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.40
The chart of Calmar ratio for SICNX, currently valued at 1.61, compared to the broader market0.005.0010.0015.0020.001.613.32
The chart of Martin ratio for SICNX, currently valued at 3.91, compared to the broader market0.0020.0040.0060.0080.003.9113.43
SICNX
SNXFX

The current SICNX Sharpe Ratio is 1.11, which is lower than the SNXFX Sharpe Ratio of 2.17. 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.11
2.17
SICNX
SNXFX

Dividends

SICNX vs. SNXFX - Dividend Comparison

SICNX's dividend yield for the trailing twelve months is around 2.57%, more than SNXFX's 1.21% yield.


TTM20242023202220212020201920182017201620152014
SICNX
Schwab International Core Equity Fund
2.57%2.61%2.67%3.42%2.86%1.04%3.56%2.86%2.33%2.49%2.04%1.66%
SNXFX
Schwab 1000 Index Fund
1.21%1.23%1.41%1.61%1.19%1.71%1.81%2.29%1.75%1.81%1.93%1.64%

Drawdowns

SICNX vs. SNXFX - Drawdown Comparison

The maximum SICNX drawdown since its inception was -55.95%, roughly equal to the maximum SNXFX drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for SICNX and SNXFX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.94%
-1.59%
SICNX
SNXFX

Volatility

SICNX vs. SNXFX - Volatility Comparison

The current volatility for Schwab International Core Equity Fund (SICNX) is 3.51%, while Schwab 1000 Index Fund (SNXFX) has a volatility of 5.15%. This indicates that SICNX experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
3.51%
5.15%
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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