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AAAZX vs. SCQGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAAZX vs. SCQGX - Performance Comparison

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

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AAAZX vs. SCQGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAAZX
DWS RREEF Real Assets Fund
9.82%13.14%5.49%2.64%-9.57%23.83%3.91%21.79%-5.05%14.97%
SCQGX
DWS Large Cap Focus Growth Fund
-10.60%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, AAAZX achieves a 9.82% return, which is significantly higher than SCQGX's -10.60% return. Over the past 10 years, AAAZX has underperformed SCQGX with an annualized return of 7.71%, while SCQGX has yielded a comparatively higher 14.54% annualized return.


AAAZX

1D
1.03%
1M
-3.57%
YTD
9.82%
6M
11.98%
1Y
17.72%
3Y*
10.49%
5Y*
7.11%
10Y*
7.71%

SCQGX

1D
4.31%
1M
-6.53%
YTD
-10.60%
6M
-9.31%
1Y
14.08%
3Y*
18.07%
5Y*
8.86%
10Y*
14.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAAZX vs. SCQGX - Expense Ratio Comparison

AAAZX has a 0.90% expense ratio, which is higher than SCQGX's 0.83% expense ratio.


Return for Risk

AAAZX vs. SCQGX — Risk / Return Rank

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

AAAZX
AAAZX Risk / Return Rank: 8282
Overall Rank
AAAZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AAAZX Sortino Ratio Rank: 8181
Sortino Ratio Rank
AAAZX Omega Ratio Rank: 8181
Omega Ratio Rank
AAAZX Calmar Ratio Rank: 7777
Calmar Ratio Rank
AAAZX Martin Ratio Rank: 9090
Martin Ratio Rank

SCQGX
SCQGX Risk / Return Rank: 2121
Overall Rank
SCQGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SCQGX Sortino Ratio Rank: 2626
Sortino Ratio Rank
SCQGX Omega Ratio Rank: 2323
Omega Ratio Rank
SCQGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SCQGX Martin Ratio Rank: 1818
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.

AAAZX vs. SCQGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Assets Fund (AAAZX) 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.


AAAZXSCQGXDifference

Sharpe ratio

Return per unit of total volatility

1.59

0.67

+0.93

Sortino ratio

Return per unit of downside risk

2.13

1.13

+1.00

Omega ratio

Gain probability vs. loss probability

1.33

1.15

+0.17

Calmar ratio

Return relative to maximum drawdown

1.94

0.67

+1.26

Martin ratio

Return relative to average drawdown

10.35

2.42

+7.93

AAAZX vs. SCQGX - Sharpe Ratio Comparison

The current AAAZX Sharpe Ratio is 1.59, which is higher than the SCQGX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of AAAZX 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


AAAZXSCQGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

0.67

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.41

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.70

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.46

-0.06

Correlation

The correlation between AAAZX 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

AAAZX vs. SCQGX - Dividend Comparison

AAAZX's dividend yield for the trailing twelve months is around 3.78%, less than SCQGX's 17.38% yield.


TTM20252024202320222021202020192018201720162015
AAAZX
DWS RREEF Real Assets Fund
3.78%4.15%2.85%2.40%4.50%2.62%1.60%2.07%1.89%1.79%1.82%2.53%
SCQGX
DWS Large Cap Focus Growth Fund
17.38%15.53%8.91%1.75%4.85%8.53%4.11%5.59%6.16%3.68%7.44%15.37%

Drawdowns

AAAZX vs. SCQGX - Drawdown Comparison

The maximum AAAZX drawdown since its inception was -40.45%, smaller than the maximum SCQGX drawdown of -64.09%. Use the drawdown chart below to compare losses from any high point for AAAZX and SCQGX.


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Drawdown Indicators


AAAZXSCQGXDifference

Max Drawdown

Largest peak-to-trough decline

-40.45%

-64.09%

+23.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-17.77%

+8.21%

Max Drawdown (5Y)

Largest decline over 5 years

-22.52%

-37.69%

+15.17%

Max Drawdown (10Y)

Largest decline over 10 years

-29.44%

-37.69%

+8.25%

Current Drawdown

Current decline from peak

-3.57%

-14.22%

+10.65%

Average Drawdown

Average peak-to-trough decline

-6.67%

-19.29%

+12.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

4.94%

-3.15%

Volatility

AAAZX vs. SCQGX - Volatility Comparison

The current volatility for DWS RREEF Real Assets Fund (AAAZX) is 3.32%, while DWS Large Cap Focus Growth Fund (SCQGX) has a volatility of 7.60%. This indicates that AAAZX 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


AAAZXSCQGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

7.60%

-4.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

13.72%

-6.43%

Volatility (1Y)

Calculated over the trailing 1-year period

11.60%

22.89%

-11.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.20%

22.02%

-9.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.68%

20.99%

-8.31%