SICNX vs. SWLGX

Last updated Apr 2, 2026

Compare and contrast key facts about Schwab International Core Equity Fund (SICNX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).

SICNX is managed by Charles Schwab. It was launched on May 30, 2008. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.

Performance

SICNX vs. SWLGX - Performance Comparison

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

SICNX vs. SWLGX - 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%	0.63%
SWLGX Schwab U.S. Large-Cap Growth Index Fund	-9.81%	18.55%	33.30%	42.67%	-29.17%	27.55%	38.43%	36.30%	-1.59%	-0.60%

Returns By Period

In the year-to-date period, SICNX achieves a 1.58% return, which is significantly higher than SWLGX's -9.81% 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%

SWLGX

• 1D: 3.74%
• 1M: -5.56%
• YTD: -9.81%
• 6M: -9.30%
• 1Y: 17.72%
• 3Y*: 21.15%
• 5Y*: 12.37%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SICNX vs. SWLGX - Expense Ratio Comparison

SICNX has a 0.86% expense ratio, which is higher than SWLGX's 0.04% expense ratio.

SICNX

Schwab International Core Equity Fund

SWLGX

Schwab U.S. Large-Cap Growth Index Fund

Return for Risk

SICNX vs. SWLGX — Risk / Return Rank

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

SICNX

SICNX Risk / Return Rank: 65
SICNX Sharpe Ratio Rank: 67
SICNX Sortino Ratio Rank: 61
SICNX Omega Ratio Rank: 65
SICNX Calmar Ratio Rank: 69
SICNX Martin Ratio Rank: 63

SWLGX

SWLGX Risk / Return Rank: 41
SWLGX Sharpe Ratio Rank: 37
SWLGX Sortino Ratio Rank: 44
SWLGX Omega Ratio Rank: 41
SWLGX Calmar Ratio Rank: 45
SWLGX Martin Ratio Rank: 37

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. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Core Equity Fund (SICNX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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	SWLGX	Difference
Sharpe ratio Return per unit of total volatility	1.23	0.83	+0.40
Sortino ratio Return per unit of downside risk	1.62	1.35	+0.27
Omega ratio Gain probability vs. loss probability	1.25	1.19	+0.06
Calmar ratio Return relative to maximum drawdown	1.65	1.17	+0.48
Martin ratio Return relative to average drawdown	6.13	4.02	+2.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SICNX vs. SWLGX - Sharpe Ratio Comparison

The current SICNX Sharpe Ratio is 1.23, which is higher than the SWLGX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SICNX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SICNX	SWLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	0.83	+0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.58	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.70	-0.45

Correlation

The correlation between SICNX and SWLGX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SICNX vs. SWLGX - Dividend Comparison

SICNX has not paid dividends to shareholders, while SWLGX's dividend yield for the trailing twelve months is around 0.51%.

	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%
SWLGX Schwab U.S. Large-Cap Growth Index Fund	0.51%	0.46%	0.52%	0.67%	0.93%	1.76%	0.67%	0.96%	1.03%	0.00%	0.00%	0.00%

Drawdowns

SICNX vs. SWLGX - Drawdown Comparison

The maximum SICNX drawdown since its inception was -55.78%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SICNX and SWLGX.

Drawdown Indicators

	SICNX	SWLGX	Difference
Max Drawdown Largest peak-to-trough decline	-55.78%	-32.69%	-23.09%
Max Drawdown (1Y) Largest decline over 1 year	-12.21%	-16.16%	+3.95%
Max Drawdown (5Y) Largest decline over 5 years	-29.11%	-32.69%	+3.58%
Max Drawdown (10Y) Largest decline over 10 years	-40.62%	—	—
Current Drawdown Current decline from peak	-9.28%	-13.03%	+3.75%
Average Drawdown Average peak-to-trough decline	-12.28%	-7.13%	-5.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	4.69%	-1.41%

Volatility

SICNX vs. SWLGX - Volatility Comparison

Schwab International Core Equity Fund (SICNX) has a higher volatility of 7.99% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 6.73%. This indicates that SICNX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SICNX	SWLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.99%	6.73%	+1.26%
Volatility (6M) Calculated over the trailing 6-month period	13.12%	12.40%	+0.72%
Volatility (1Y) Calculated over the trailing 1-year period	18.25%	22.57%	-4.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.92%	21.52%	-5.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.40%	22.81%	-6.41%