CEE vs. SCGSX
Compare and contrast key facts about The Central and Eastern Europe Fund (CEE) and DWS Capital Growth Fund (SCGSX).
CEE is an actively managed fund by DWS. It was launched on Mar 6, 1990. SCGSX is managed by DWS. It was launched on Jul 14, 2000.
Performance
CEE vs. SCGSX - Performance Comparison
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CEE vs. SCGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEE The Central and Eastern Europe Fund | 3.39% | 65.59% | 15.52% | 22.58% | -67.78% | 13.62% | -11.76% | 35.49% | -5.73% | 21.34% |
SCGSX DWS Capital Growth Fund | -14.32% | 12.34% | 26.27% | 38.61% | -30.88% | 22.41% | 38.60% | 36.98% | -1.96% | 26.27% |
Returns By Period
In the year-to-date period, CEE achieves a 3.39% return, which is significantly higher than SCGSX's -14.32% return. Over the past 10 years, CEE has underperformed SCGSX with an annualized return of 3.14%, while SCGSX has yielded a comparatively higher 13.55% annualized return.
CEE
- 1D
- 4.75%
- 1M
- -6.30%
- YTD
- 3.39%
- 6M
- 21.72%
- 1Y
- 29.56%
- 3Y*
- 35.34%
- 5Y*
- -2.58%
- 10Y*
- 3.14%
SCGSX
- 1D
- -0.87%
- 1M
- -9.41%
- YTD
- -14.32%
- 6M
- -14.91%
- 1Y
- 4.68%
- 3Y*
- 14.02%
- 5Y*
- 7.30%
- 10Y*
- 13.55%
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CEE vs. SCGSX - Expense Ratio Comparison
CEE has a 1.26% expense ratio, which is higher than SCGSX's 0.66% expense ratio.
Return for Risk
CEE vs. SCGSX — Risk / Return Rank
CEE
SCGSX
CEE vs. SCGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Central and Eastern Europe Fund (CEE) and DWS Capital Growth Fund (SCGSX). 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.
| CEE | SCGSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.23 | +0.72 |
Sortino ratioReturn per unit of downside risk | 1.51 | 0.49 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.07 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.09 | +1.55 |
Martin ratioReturn relative to average drawdown | 3.50 | 0.31 | +3.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CEE | SCGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.23 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.35 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.67 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.38 | -0.29 |
Correlation
The correlation between CEE and SCGSX is 0.44, 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
CEE vs. SCGSX - Dividend Comparison
CEE's dividend yield for the trailing twelve months is around 2.12%, less than SCGSX's 8.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEE The Central and Eastern Europe Fund | 2.12% | 2.19% | 3.23% | 3.74% | 2.89% | 3.61% | 3.82% | 5.17% | 4.58% | 2.30% | 1.56% | 2.92% |
SCGSX DWS Capital Growth Fund | 8.90% | 7.62% | 9.06% | 7.18% | 7.81% | 6.64% | 5.59% | 5.98% | 17.00% | 9.08% | 8.49% | 11.02% |
Drawdowns
CEE vs. SCGSX - Drawdown Comparison
The maximum CEE drawdown since its inception was -82.98%, which is greater than SCGSX's maximum drawdown of -50.63%. Use the drawdown chart below to compare losses from any high point for CEE and SCGSX.
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Drawdown Indicators
| CEE | SCGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.98% | -50.63% | -32.35% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -18.09% | +3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -79.89% | -35.81% | -44.08% |
Max Drawdown (10Y)Largest decline over 10 years | -79.89% | -35.81% | -44.08% |
Current DrawdownCurrent decline from peak | -42.48% | -18.09% | -24.39% |
Average DrawdownAverage peak-to-trough decline | -37.37% | -12.85% | -24.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.51% | 5.25% | +2.26% |
Volatility
CEE vs. SCGSX - Volatility Comparison
The Central and Eastern Europe Fund (CEE) has a higher volatility of 10.56% compared to DWS Capital Growth Fund (SCGSX) at 5.48%. This indicates that CEE's price experiences larger fluctuations and is considered to be riskier than SCGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEE | SCGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.56% | 5.48% | +5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 11.86% | +6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.31% | 21.03% | +10.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.85% | 20.76% | +18.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.45% | 20.40% | +12.05% |