SICNX vs. SWSSX
Compare and contrast key facts about Schwab International Core Equity Fund (SICNX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
SICNX is managed by Charles Schwab. It was launched on May 30, 2008. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
SICNX vs. SWSSX - Performance Comparison
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SICNX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 0.90% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, SICNX achieves a 1.58% return, which is significantly higher than SWSSX's 0.90% return. Over the past 10 years, SICNX has underperformed SWSSX with an annualized return of 8.35%, while SWSSX has yielded a comparatively higher 9.87% 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%
SWSSX
- 1D
- 3.48%
- 1M
- -5.84%
- YTD
- 0.90%
- 6M
- 2.87%
- 1Y
- 25.74%
- 3Y*
- 13.11%
- 5Y*
- 3.50%
- 10Y*
- 9.87%
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SICNX vs. SWSSX - Expense Ratio Comparison
SICNX has a 0.86% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
SICNX vs. SWSSX — Risk / Return Rank
SICNX
SWSSX
SICNX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Core Equity Fund (SICNX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.11 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.66 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.81 | -0.16 |
Martin ratioReturn relative to average drawdown | 6.13 | 6.78 | -0.65 |
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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.11 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.16 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.41 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.34 | -0.08 |
Correlation
The correlation between SICNX and SWSSX is 0.71, 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. SWSSX - Dividend Comparison
SICNX has not paid dividends to shareholders, while SWSSX's dividend yield for the trailing twelve months is around 1.28%.
| 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.28% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
SICNX vs. SWSSX - Drawdown Comparison
The maximum SICNX drawdown since its inception was -55.78%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SICNX and SWSSX.
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Drawdown Indicators
| SICNX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.78% | -60.34% | +4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -13.90% | +1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -31.93% | +2.82% |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | -41.81% | +1.19% |
Current DrawdownCurrent decline from peak | -9.28% | -7.91% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -12.28% | -10.78% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.71% | -0.43% |
Volatility
SICNX vs. SWSSX - Volatility Comparison
Schwab International Core Equity Fund (SICNX) has a higher volatility of 7.99% compared to Schwab Small-Cap Index Fund-Select Shares (SWSSX) at 7.53%. This indicates that SICNX's price experiences larger fluctuations and is considered to be riskier than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SICNX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 7.53% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 14.53% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 23.31% | -5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 22.62% | -6.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 24.05% | -7.65% |