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DWS Small Cap Growth Fund (SSDAX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US25157M8854
CUSIP
25157M885
Issuer
DWS
Inception Date
Jun 28, 2002
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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DWS Small Cap Growth Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DWS Small Cap Growth 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 Small Cap Growth Fund (SSDAX) has returned -4.79% so far this year and 12.73% over the past 12 months. Over the last ten years, SSDAX has returned 6.50% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


DWS Small Cap Growth Fund

1D
-1.49%
1M
-8.96%
YTD
-4.79%
6M
-4.26%
1Y
12.73%
3Y*
6.66%
5Y*
-0.21%
10Y*
6.50%

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, 2003, SSDAX's average daily return is +0.04%, while the average monthly return is +0.69%. At this rate, your investment would double in approximately 8.4 years.

Historically, 59% of months were positive and 41% were negative. The best month was Oct 2011 with a return of +15.8%, while the worst month was Oct 2008 at -25.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SSDAX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -13.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.69%-1.05%-8.96%-4.79%
20255.26%-7.04%-6.27%-2.34%4.27%5.50%1.23%7.46%0.75%-1.76%3.11%-0.73%8.60%
2024-1.64%4.19%4.18%-7.63%4.83%-0.93%8.08%-2.15%1.10%-3.76%8.86%-7.65%5.94%
20237.90%-1.46%-2.68%-1.70%-1.80%9.60%2.81%-3.22%-5.84%-5.21%7.26%9.91%14.61%
2022-12.24%0.00%0.06%-9.70%-1.90%-7.97%9.15%-3.17%-8.23%7.57%2.67%-3.57%-26.05%
20212.77%3.79%-1.03%2.10%-2.31%4.27%-0.20%2.55%-4.07%5.36%-4.73%4.01%12.53%

Benchmark Metrics

DWS Small Cap Growth Fund has an annualized alpha of -2.04%, beta of 1.08, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since January 03, 2003.

  • This fund participated in 121.38% of S&P 500 Index downside but only 111.85% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.04% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.08 and R² of 0.78, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-2.04%
Beta
1.08
0.78
Upside Capture
111.85%
Downside Capture
121.38%

Expense Ratio

SSDAX has a high expense ratio of 1.21%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SSDAX ranks 21 for risk / return — below 21% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SSDAX Risk / Return Rank: 2121
Overall Rank
SSDAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SSDAX Sortino Ratio Rank: 2121
Sortino Ratio Rank
SSDAX Omega Ratio Rank: 1818
Omega Ratio Rank
SSDAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
SSDAX Martin Ratio Rank: 2121
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 Small Cap Growth Fund (SSDAX) and compare them to a chosen benchmark (S&P 500 Index).


SSDAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.90

-0.34

Sortino ratio

Return per unit of downside risk

0.92

1.39

-0.47

Omega ratio

Gain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratio

Return relative to maximum drawdown

0.71

1.40

-0.68

Martin ratio

Return relative to average drawdown

2.33

6.61

-4.28

Explore SSDAX 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 Small Cap Growth Fund provided a 4.76% dividend yield over the last twelve months, with an annual payout of $1.51 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.51$1.51$0.82$0.26$0.11$3.82$0.00$0.00$5.66$1.46$0.00$1.62

Dividend yield

4.76%4.53%2.55%0.83%0.39%10.30%0.00%0.00%23.84%4.34%0.00%6.05%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.51$1.51
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.82$3.82

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 Small Cap Growth 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 Small Cap Growth Fund was 66.10%, occurring on Mar 9, 2009. Recovery took 988 trading sessions.

The current DWS Small Cap Growth Fund drawdown is 12.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.1%Oct 11, 2007354Mar 9, 2009988Feb 8, 20131342
-41.56%Sep 4, 2018387Mar 18, 2020141Oct 7, 2020528
-35.45%Nov 9, 2021221Sep 26, 2022833Jan 22, 20261054
-28.3%Jun 23, 2015162Feb 11, 2016304Apr 27, 2017466
-20.62%Apr 20, 200680Aug 11, 2006185May 9, 2007265

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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