SICNX vs. SWTSX
Compare and contrast key facts about Schwab International Core Equity Fund (SICNX) and Schwab Total Stock Market Index Fund (SWTSX).
SICNX is managed by Charles Schwab. It was launched on May 30, 2008. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SICNX or SWTSX.
Key characteristics
| SICNX | SWTSX | |
|---|---|---|
| YTD Return | 11.96% | 21.93% |
| 1Y Return | 27.11% | 40.53% |
| 3Y Return (Ann) | 4.83% | 8.17% |
| 5Y Return (Ann) | 6.63% | 14.71% |
| 10Y Return (Ann) | 5.02% | 12.56% |
| Sharpe Ratio | 2.14 | 3.30 |
| Sortino Ratio | 2.98 | 4.36 |
| Omega Ratio | 1.38 | 1.61 |
| Calmar Ratio | 2.36 | 3.31 |
| Martin Ratio | 12.15 | 21.34 |
| Ulcer Index | 2.24% | 1.94% |
| Daily Std Dev | 12.75% | 12.57% |
| Max Drawdown | -55.95% | -54.60% |
| Current Drawdown | -5.14% | -0.89% |
Correlation
The correlation between SICNX and SWTSX is 0.81, 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.
Performance
SICNX vs. SWTSX - Performance Comparison
In the year-to-date period, SICNX achieves a 11.96% return, which is significantly lower than SWTSX's 21.93% return. Over the past 10 years, SICNX has underperformed SWTSX with an annualized return of 5.02%, while SWTSX has yielded a comparatively higher 12.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SICNX vs. SWTSX - Expense Ratio Comparison
SICNX has a 0.86% expense ratio, which is higher than SWTSX's 0.03% expense ratio.
Risk-Adjusted Performance
SICNX vs. SWTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Core Equity Fund (SICNX) and Schwab Total Stock Market Index Fund (SWTSX). 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.
Dividends
SICNX vs. SWTSX - Dividend Comparison
SICNX's dividend yield for the trailing twelve months is around 2.38%, more than SWTSX's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SICNX Schwab International Core Equity Fund | 2.38% | 2.67% | 3.42% | 2.86% | 1.03% | 3.56% | 2.86% | 2.61% | 2.50% | 2.04% | 3.70% | 2.61% |
SWTSX Schwab Total Stock Market Index Fund | 1.15% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% | 2.23% | 1.95% |
Drawdowns
SICNX vs. SWTSX - Drawdown Comparison
The maximum SICNX drawdown since its inception was -55.95%, roughly equal to the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SICNX and SWTSX. For additional features, visit the drawdowns tool.
Volatility
SICNX vs. SWTSX - Volatility Comparison
Schwab International Core Equity Fund (SICNX) has a higher volatility of 2.92% compared to Schwab Total Stock Market Index Fund (SWTSX) at 2.57%. This indicates that SICNX's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.