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SNXFX vs. SICNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNXFX vs. SICNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index Fund (SNXFX) and Schwab International Core Equity Fund (SICNX). The values are adjusted to include any dividend payments, if applicable.

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SNXFX vs. SICNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNXFX
Schwab 1000 Index Fund
-6.94%17.23%24.46%26.53%-19.46%26.10%20.71%31.43%-5.04%21.71%
SICNX
Schwab International Core Equity Fund
-1.18%31.57%9.04%20.00%-15.31%11.01%4.64%19.16%-18.30%25.48%

Returns By Period

In the year-to-date period, SNXFX achieves a -6.94% return, which is significantly lower than SICNX's -1.18% return. Over the past 10 years, SNXFX has outperformed SICNX with an annualized return of 13.39%, while SICNX has yielded a comparatively lower 8.05% annualized return.


SNXFX

1D
-0.44%
1M
-7.77%
YTD
-6.94%
6M
-4.75%
1Y
14.35%
3Y*
16.93%
5Y*
10.55%
10Y*
13.39%

SICNX

1D
0.00%
1M
-11.74%
YTD
-1.18%
6M
-0.46%
1Y
18.91%
3Y*
16.22%
5Y*
9.39%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNXFX vs. SICNX - Expense Ratio Comparison

SNXFX has a 0.05% expense ratio, which is lower than SICNX's 0.86% expense ratio.


Return for Risk

SNXFX vs. SICNX — Risk / Return Rank

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

SNXFX
SNXFX Risk / Return Rank: 4444
Overall Rank
SNXFX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 4343
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 4747
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 5151
Martin Ratio Rank

SICNX
SICNX Risk / Return Rank: 5454
Overall Rank
SICNX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SICNX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SICNX Omega Ratio Rank: 5353
Omega Ratio Rank
SICNX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SICNX Martin Ratio Rank: 5454
Martin Ratio Rank
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.

SNXFX vs. SICNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) and Schwab International Core Equity Fund (SICNX). 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.


SNXFXSICNXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.99

-0.18

Sortino ratio

Return per unit of downside risk

1.27

1.34

-0.07

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.02

1.40

-0.38

Martin ratio

Return relative to average drawdown

4.97

5.20

-0.23

SNXFX vs. SICNX - Sharpe Ratio Comparison

The current SNXFX Sharpe Ratio is 0.82, which is comparable to the SICNX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SNXFX and SICNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNXFXSICNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.99

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.60

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.49

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.24

+0.31

Correlation

The correlation between SNXFX and SICNX 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

SNXFX vs. SICNX - Dividend Comparison

SNXFX's dividend yield for the trailing twelve months is around 1.56%, while SICNX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SNXFX
Schwab 1000 Index Fund
1.56%1.45%1.23%1.41%1.61%1.74%2.76%3.01%6.49%4.23%3.41%6.31%
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%

Drawdowns

SNXFX vs. SICNX - Drawdown Comparison

The maximum SNXFX drawdown since its inception was -55.08%, roughly equal to the maximum SICNX drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for SNXFX and SICNX.


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Drawdown Indicators


SNXFXSICNXDifference

Max Drawdown

Largest peak-to-trough decline

-55.08%

-55.78%

+0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-12.21%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-29.11%

+3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

-40.62%

+6.04%

Current Drawdown

Current decline from peak

-8.94%

-11.74%

+2.80%

Average Drawdown

Average peak-to-trough decline

-8.80%

-12.28%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

3.30%

-0.76%

Volatility

SNXFX vs. SICNX - Volatility Comparison

The current volatility for Schwab 1000 Index Fund (SNXFX) is 4.35%, while Schwab International Core Equity Fund (SICNX) has a volatility of 7.41%. This indicates that SNXFX experiences smaller price fluctuations and is considered to be less risky than SICNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNXFXSICNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

7.41%

-3.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

12.85%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.40%

18.08%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.28%

15.87%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

16.38%

+2.31%