SICNX vs. SPY
Compare and contrast key facts about Schwab International Core Equity Fund (SICNX) and State Street SPDR S&P 500 ETF (SPY).
SICNX is managed by Charles Schwab. It was launched on May 30, 2008. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
SICNX vs. SPY - Performance Comparison
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SICNX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, SICNX achieves a 1.58% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, SICNX has underperformed SPY with an annualized return of 8.35%, while SPY has yielded a comparatively higher 14.06% 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%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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SICNX vs. SPY - Expense Ratio Comparison
SICNX has a 0.86% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
SICNX vs. SPY — Risk / Return Rank
SICNX
SPY
SICNX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Core Equity Fund (SICNX) and State Street SPDR S&P 500 ETF (SPY). 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.
| SICNX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.96 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.49 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.53 | +0.12 |
Martin ratioReturn relative to average drawdown | 6.13 | 7.27 | -1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SICNX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.96 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.70 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.79 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.56 | -0.31 |
Correlation
The correlation between SICNX and SPY 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.
Dividends
SICNX vs. SPY - Dividend Comparison
SICNX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.13%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
SICNX vs. SPY - Drawdown Comparison
The maximum SICNX drawdown since its inception was -55.78%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SICNX and SPY.
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Drawdown Indicators
| SICNX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.78% | -55.19% | -0.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -12.05% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -24.50% | -4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | -33.72% | -6.90% |
Current DrawdownCurrent decline from peak | -9.28% | -5.53% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -12.28% | -9.09% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.54% | +0.74% |
Volatility
SICNX vs. SPY - Volatility Comparison
Schwab International Core Equity Fund (SICNX) has a higher volatility of 7.99% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that SICNX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SICNX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 5.35% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 9.50% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 19.06% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 17.06% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 17.92% | -1.52% |