COMAX vs. SCINX

Last updated Jun 6, 2026

COMAX (DWS Digital Horizons Fund Class A) and SCINX (DWS CROCI International Fund) are both mutual funds - COMAX is a Technology Equities fund actively managed by DWS, while SCINX is a Foreign Large Cap Equities fund managed by DWS. Over the past year, COMAX returned 14.57% vs 31.61% for SCINX. At a 0.41 correlation, their price movements are largely independent. COMAX charges 1.25%/yr vs 0.91%/yr for SCINX.

Performance

COMAX vs. SCINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Digital Horizons Fund Class A (COMAX) and DWS CROCI International Fund (SCINX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COMAX achieves a 7.18% return, which is significantly lower than SCINX's 8.68% return.

COMAX

• 1D: -0.10%
• 1M: 5.26%
• YTD: 7.18%
• 6M: 5.14%
• 1Y: 14.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCINX

• 1D: 0.44%
• 1M: -0.65%
• YTD: 8.68%
• 6M: 12.11%
• 1Y: 31.61%
• 3Y*: 21.19%
• 5Y*: 10.03%
• 10Y*: 9.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

COMAX vs. SCINX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
COMAX DWS Digital Horizons Fund Class A	7.18%	16.79%	21.78%
SCINX DWS CROCI International Fund	8.68%	44.99%	0.29%

Correlation

The correlation between COMAX and SCINX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (All Time) Calculated using the full available price history since Apr 25, 2024	0.41

Return for Risk

COMAX vs. SCINX — Risk / Return Rank

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

COMAX

COMAX Risk / Return Rank: 9
COMAX Sharpe Ratio Rank: 11
COMAX Sortino Ratio Rank: 11
COMAX Omega Ratio Rank: 11
COMAX Calmar Ratio Rank: 7
COMAX Martin Ratio Rank: 7

SCINX

SCINX Risk / Return Rank: 55
SCINX Sharpe Ratio Rank: 64
SCINX Sortino Ratio Rank: 62
SCINX Omega Ratio Rank: 60
SCINX Calmar Ratio Rank: 48
SCINX Martin Ratio Rank: 42

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.

COMAX vs. SCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Digital Horizons Fund Class A (COMAX) and DWS CROCI International Fund (SCINX). 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.

	COMAX	SCINX	Difference
Sharpe ratio: Return per unit of total volatility	0.82	2.28	-1.46
Sortino ratio: Return per unit of downside risk	1.20	3.19	-2.00
Omega ratio: Gain probability vs. loss probability	1.15	1.41	-0.26
Calmar ratio: Return relative to maximum drawdown	0.63	2.58	-1.95
Martin ratio: Return relative to average drawdown	1.64	8.69	-7.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COMAX vs. SCINX - Sharpe Ratio Comparison

The current COMAX Sharpe Ratio is 0.82, which is lower than the SCINX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of COMAX and SCINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	COMAX	SCINX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	2.28	-1.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	0.34	+0.71

Drawdowns

COMAX vs. SCINX - Drawdown Comparison

The maximum COMAX drawdown since its inception was -26.14%, smaller than the maximum SCINX drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for COMAX and SCINX.

Drawdown Indicators

	COMAX	SCINX	Difference
Max Drawdown Largest peak-to-trough decline	-26.14%	-63.90%	+37.76%
Max Drawdown (1Y) Largest decline over 1 year	-24.00%	-12.28%	-11.72%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.23%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-30.06%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.59%	—
Current Drawdown Current decline from peak	-2.02%	-4.29%	+2.27%
Average Drawdown Average peak-to-trough decline	-5.55%	-16.89%	+11.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.13%	3.62%	+5.51%

Volatility

COMAX vs. SCINX - Volatility Comparison

DWS Digital Horizons Fund Class A (COMAX) has a higher volatility of 4.89% compared to DWS CROCI International Fund (SCINX) at 4.09%. This indicates that COMAX's price experiences larger fluctuations and is considered to be riskier than SCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COMAX	SCINX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.89%	4.09%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	14.16%	10.76%	+3.40%
Volatility (1Y) Calculated over the trailing 1-year period	18.42%	13.89%	+4.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.32%	15.83%	+5.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.32%	16.08%	+5.24%

COMAX vs. SCINX - Expense Ratio Comparison

COMAX has a 1.25% expense ratio, which is higher than SCINX's 0.91% expense ratio.

Dividends

COMAX vs. SCINX - Dividend Comparison

COMAX's dividend yield for the trailing twelve months is around 0.05%, less than SCINX's 2.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMAX DWS Digital Horizons Fund Class A	0.05%	53.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCINX DWS CROCI International Fund	2.53%	2.75%	3.20%	3.55%	3.48%	3.89%	1.80%	3.39%	3.73%	2.49%	3.76%	3.52%

Frequently Asked Questions

Can I hold both COMAX and SCINX in my portfolio?

COMAX and SCINX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COMAX or SCINX?

COMAX has higher volatility (4.89%) compared to SCINX (4.09%). In terms of maximum drawdown, COMAX dropped -26.14% vs SCINX's -63.90%.

Which has better risk-adjusted returns?

SCINX currently has the higher Sharpe Ratio (2.28 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.