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DWS Global Macro Fund (MGINX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US25156G5099

CUSIP

25156G509

Issuer

DWS

Inception Date

May 14, 1995

Min. Investment

$1,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

MGINX features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for MGINX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DWS Global Macro Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-2.77%
3.10%
MGINX (DWS Global Macro Fund)
Benchmark (^GSPC)

Returns By Period

DWS Global Macro Fund had a return of -0.30% year-to-date (YTD) and 1.79% in the last 12 months. Over the past 10 years, DWS Global Macro Fund had an annualized return of 4.33%, while the S&P 500 had an annualized return of 11.24%, indicating that DWS Global Macro Fund did not perform as well as the benchmark.


MGINX

YTD

-0.30%

1M

-2.81%

6M

-2.76%

1Y

1.79%

5Y*

2.32%

10Y*

4.33%

^GSPC (Benchmark)

YTD

-0.66%

1M

-3.44%

6M

3.10%

1Y

22.14%

5Y*

12.04%

10Y*

11.24%

*Annualized

Monthly Returns

The table below presents the monthly returns of MGINX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.40%-0.30%2.33%-1.87%2.11%0.15%2.07%1.35%1.20%-2.27%0.39%-2.80%2.61%
20234.16%-1.54%2.51%0.72%-0.82%0.53%1.44%-1.22%-1.95%-1.37%3.97%2.61%9.15%
2022-0.28%-1.90%-0.73%-2.45%1.91%-4.09%0.93%-1.64%-3.60%2.39%3.93%-1.23%-6.87%
20210.40%0.89%2.68%1.25%0.76%-0.52%0.38%1.04%-2.04%0.86%-1.99%2.59%6.36%
2020-0.61%-2.75%-7.01%3.04%2.73%1.17%0.95%1.35%-1.86%-1.79%5.35%2.26%2.26%
20193.09%0.75%0.53%2.01%-2.48%2.65%0.52%0.20%1.23%1.12%1.51%0.93%12.61%
2018-0.41%-1.14%-0.84%2.23%0.62%0.21%2.47%-0.10%1.00%-0.90%0.00%-2.70%0.32%
20172.24%3.11%1.79%3.18%1.70%-0.00%0.00%-1.05%1.69%0.93%-0.62%-0.00%13.65%
2016-5.61%0.66%6.30%1.23%1.10%-0.48%3.76%0.12%0.93%-2.43%0.36%0.35%5.99%
2015-0.73%5.05%-1.41%1.55%1.17%-1.27%0.47%-6.42%-3.87%7.39%-1.09%-2.08%-1.96%
2014-4.78%6.31%-0.61%-0.24%1.47%1.81%-2.60%3.04%-3.65%0.61%0.97%-1.56%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MGINX is 28, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MGINX is 2828
Overall Rank
The Sharpe Ratio Rank of MGINX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of MGINX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of MGINX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of MGINX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of MGINX is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for DWS Global Macro Fund (MGINX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for MGINX, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.000.371.74
The chart of Sortino ratio for MGINX, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.000.532.35
The chart of Omega ratio for MGINX, currently valued at 1.07, compared to the broader market1.002.003.001.071.32
The chart of Calmar ratio for MGINX, currently valued at 0.05, compared to the broader market0.005.0010.0015.000.052.62
The chart of Martin ratio for MGINX, currently valued at 1.21, compared to the broader market0.0020.0040.0060.001.2110.82
MGINX
^GSPC

The current DWS Global Macro Fund Sharpe ratio is 0.37. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of DWS Global Macro Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.37
1.74
MGINX (DWS Global Macro Fund)
Benchmark (^GSPC)

Dividends

Dividend History

DWS Global Macro Fund provided a 1.23% dividend yield over the last twelve months, with an annual payout of $0.12 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.402018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.12$0.12$0.29$0.34$0.13$0.08$0.32$0.44

Dividend yield

1.23%1.22%2.89%3.62%1.20%0.81%3.24%4.80%

Monthly Dividends

The table displays the monthly dividend distributions for DWS Global Macro Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00
2024$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.00$0.12
2023$0.00$0.00$0.12$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.02$0.29
2022$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.19$0.34
2021$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.05$0.13
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.03$0.08
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2018$0.44$0.44

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-45.27%
-4.06%
MGINX (DWS Global Macro Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the DWS Global Macro Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the DWS Global Macro Fund was 84.77%, occurring on Mar 9, 2009. The portfolio has not yet recovered.

The current DWS Global Macro Fund drawdown is 45.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-84.77%Mar 7, 20002257Mar 9, 2009
-8.11%Jan 4, 20003Jan 6, 200018Feb 2, 200021
-7.33%Jul 21, 199915Aug 10, 199920Sep 7, 199935
-4.86%Dec 9, 19995Dec 15, 19995Dec 22, 199910
-4.04%Sep 10, 199911Sep 24, 19998Oct 6, 199919

Volatility

Volatility Chart

The current DWS Global Macro Fund volatility is 2.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.00%
4.57%
MGINX (DWS Global Macro Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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