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DWS Total Return Bond Fund (SCSBX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US25157W4042
Issuer
DWS
Inception Date
Apr 24, 1928
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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DWS Total Return Bond Fund

Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

DWS Total Return Bond Fund (SCSBX) has returned -0.81% so far this year and 4.31% over the past 12 months. Over the last ten years, SCSBX has returned 2.07% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


DWS Total Return Bond Fund

1D
0.54%
1M
-2.45%
YTD
-0.81%
6M
0.07%
1Y
4.31%
3Y*
3.74%
5Y*
0.03%
10Y*
2.07%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 1980, SCSBX's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, your investment would double in approximately 11.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 1981 with a return of +10.6%, while the worst month was Oct 2008 at -7.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, SCSBX closed higher 42% of trading days. The best single day was Nov 16, 1981 with a return of +9.2%, while the worst single day was Feb 19, 1980 at -5.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.30%1.37%-2.45%-0.81%
20250.22%1.72%-0.64%0.11%-0.20%1.74%-0.09%1.32%1.30%0.55%0.65%-0.32%6.53%
20240.05%-1.33%1.34%-2.63%1.70%0.92%2.00%1.44%1.64%-2.33%1.03%-1.42%2.28%
20233.95%-2.63%1.71%0.53%-1.16%-0.09%0.23%-0.73%-2.58%-1.87%5.08%4.11%6.34%
2022-2.82%-1.53%-2.77%-3.82%0.03%-2.28%2.61%-2.57%-4.51%-1.46%3.72%-0.58%-15.13%
2021-0.77%-1.29%-0.68%1.10%0.38%1.10%1.00%-0.06%-0.85%-0.14%-0.32%0.48%-0.10%

Benchmark Metrics

DWS Total Return Bond Fund has an annualized alpha of 5.94%, beta of 0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 03, 1980.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (22.65%) than losses (6.33%) — typical of diversified or defensive assets.
  • Beta of 0.01 may look defensive, but with R² of 0.00 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R² of 0.00 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.94%
Beta
0.01
0.00
Upside Capture
22.65%
Downside Capture
6.33%

Expense Ratio

SCSBX has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SCSBX ranks 56 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SCSBX Risk / Return Rank: 5656
Overall Rank
SCSBX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SCSBX Sortino Ratio Rank: 5656
Sortino Ratio Rank
SCSBX Omega Ratio Rank: 4141
Omega Ratio Rank
SCSBX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SCSBX Martin Ratio Rank: 5656
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DWS Total Return Bond Fund (SCSBX) and compare them to a chosen benchmark (S&P 500 Index).


SCSBXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.18

Sortino ratio

Return per unit of downside risk

1.54

1.39

+0.15

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.60

1.40

+0.20

Martin ratio

Return relative to average drawdown

5.45

6.61

-1.15

Explore SCSBX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

DWS Total Return Bond Fund provided a 5.26% dividend yield over the last twelve months, with an annual payout of $0.49 per share.


2.50%3.00%3.50%4.00%4.50%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.49$0.41$0.42$0.37$0.29$0.28$0.26$0.38$0.39$0.34$0.27$0.34

Dividend yield

5.26%4.36%4.55%3.91%3.13%2.47%2.30%3.53%3.82%3.19%2.55%3.23%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.04$0.04$0.11
2025$0.00$0.04$0.00$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.41
2024$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.42
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.37
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.29
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.28

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the DWS Total Return Bond 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 Total Return Bond Fund was 21.02%, occurring on Dec 15, 2008. Recovery took 660 trading sessions.

The current DWS Total Return Bond Fund drawdown is 3.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.02%Jan 24, 2008227Dec 15, 2008660Jul 29, 2011887
-19.53%Sep 15, 2021280Oct 24, 2022
-10.71%Jul 31, 1980295Sep 30, 198133Nov 16, 1981328
-9.49%Jan 31, 198042Mar 31, 198033May 16, 198075
-9.39%Mar 10, 202012Mar 25, 202069Jul 2, 202081

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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