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AAAAX vs. SCQGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAAAX vs. SCQGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS RREEF Real Assets Fund - Class A (AAAAX) and DWS Large Cap Focus Growth Fund (SCQGX). The values are adjusted to include any dividend payments, if applicable.

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AAAAX vs. SCQGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAAAX
DWS RREEF Real Assets Fund - Class A
8.59%12.82%5.24%2.30%-9.91%23.45%3.71%21.42%-5.36%14.67%
SCQGX
DWS Large Cap Focus Growth Fund
-14.30%15.68%29.47%41.14%-33.56%23.59%40.77%37.33%-1.92%25.13%

Returns By Period

In the year-to-date period, AAAAX achieves a 8.59% return, which is significantly higher than SCQGX's -14.30% return. Over the past 10 years, AAAAX has underperformed SCQGX with an annualized return of 7.28%, while SCQGX has yielded a comparatively higher 14.05% annualized return.


AAAAX

1D
0.36%
1M
-4.37%
YTD
8.59%
6M
10.72%
1Y
16.80%
3Y*
9.80%
5Y*
6.74%
10Y*
7.28%

SCQGX

1D
-1.14%
1M
-9.94%
YTD
-14.30%
6M
-12.85%
1Y
10.34%
3Y*
16.42%
5Y*
8.28%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAAAX vs. SCQGX - Expense Ratio Comparison

AAAAX has a 1.22% expense ratio, which is higher than SCQGX's 0.83% expense ratio.


Return for Risk

AAAAX vs. SCQGX — Risk / Return Rank

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

AAAAX
AAAAX Risk / Return Rank: 8181
Overall Rank
AAAAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AAAAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
AAAAX Omega Ratio Rank: 7979
Omega Ratio Rank
AAAAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
AAAAX Martin Ratio Rank: 8989
Martin Ratio Rank

SCQGX
SCQGX Risk / Return Rank: 1616
Overall Rank
SCQGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SCQGX Sortino Ratio Rank: 1919
Sortino Ratio Rank
SCQGX Omega Ratio Rank: 1818
Omega Ratio Rank
SCQGX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SCQGX Martin Ratio Rank: 1414
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.

AAAAX vs. SCQGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Assets Fund - Class A (AAAAX) and DWS Large Cap Focus Growth Fund (SCQGX). 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.


AAAAXSCQGXDifference

Sharpe ratio

Return per unit of total volatility

1.49

0.46

+1.03

Sortino ratio

Return per unit of downside risk

2.00

0.83

+1.17

Omega ratio

Gain probability vs. loss probability

1.30

1.11

+0.19

Calmar ratio

Return relative to maximum drawdown

1.80

0.37

+1.43

Martin ratio

Return relative to average drawdown

9.69

1.34

+8.35

AAAAX vs. SCQGX - Sharpe Ratio Comparison

The current AAAAX Sharpe Ratio is 1.49, which is higher than the SCQGX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of AAAAX and SCQGX, 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


AAAAXSCQGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

0.46

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.38

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.67

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.45

-0.07

Correlation

The correlation between AAAAX and SCQGX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AAAAX vs. SCQGX - Dividend Comparison

AAAAX's dividend yield for the trailing twelve months is around 3.26%, less than SCQGX's 18.12% yield.


TTM20252024202320222021202020192018201720162015
AAAAX
DWS RREEF Real Assets Fund - Class A
3.26%3.54%2.45%2.08%4.17%2.31%1.33%1.81%1.61%1.52%1.47%2.15%
SCQGX
DWS Large Cap Focus Growth Fund
18.12%15.53%8.91%1.75%4.85%8.53%4.11%5.59%6.16%3.68%7.44%15.37%

Drawdowns

AAAAX vs. SCQGX - Drawdown Comparison

The maximum AAAAX drawdown since its inception was -40.47%, smaller than the maximum SCQGX drawdown of -64.09%. Use the drawdown chart below to compare losses from any high point for AAAAX and SCQGX.


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Drawdown Indicators


AAAAXSCQGXDifference

Max Drawdown

Largest peak-to-trough decline

-40.47%

-64.09%

+23.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-17.77%

+8.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

-37.69%

+15.07%

Max Drawdown (10Y)

Largest decline over 10 years

-29.41%

-37.69%

+8.28%

Current Drawdown

Current decline from peak

-4.57%

-17.77%

+13.20%

Average Drawdown

Average peak-to-trough decline

-6.89%

-19.29%

+12.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

4.95%

-3.18%

Volatility

AAAAX vs. SCQGX - Volatility Comparison

The current volatility for DWS RREEF Real Assets Fund - Class A (AAAAX) is 3.03%, while DWS Large Cap Focus Growth Fund (SCQGX) has a volatility of 6.01%. This indicates that AAAAX experiences smaller price fluctuations and is considered to be less risky than SCQGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAAAXSCQGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

6.01%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

7.22%

13.03%

-5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.60%

22.54%

-10.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.18%

21.94%

-9.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.66%

20.95%

-8.29%