DCUIX vs. FGIPX

Last updated Jun 3, 2026

DCUIX (DWS CROCI U.S. Fund) and FGIPX (Nomura Growth and Income Fund Institutional Class) are both Large Cap Value Equities funds. Over the past 10 years, DCUIX returned 10.44%/yr vs 13.02%/yr for FGIPX. Their correlation of 0.87 suggests significant overlap in exposure. DCUIX charges 0.67%/yr vs 0.77%/yr for FGIPX.

Performance

DCUIX vs. FGIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS CROCI U.S. Fund (DCUIX) and Nomura Growth and Income Fund Institutional Class (FGIPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DCUIX achieves a 9.71% return, which is significantly lower than FGIPX's 16.97% return. Over the past 10 years, DCUIX has underperformed FGIPX with an annualized return of 10.44%, while FGIPX has yielded a comparatively higher 13.02% annualized return.

DCUIX

• 1D: 0.63%
• 1M: 6.23%
• YTD: 9.71%
• 6M: 12.66%
• 1Y: 33.50%
• 3Y*: 19.20%
• 5Y*: 11.34%
• 10Y*: 10.44%

FGIPX

• 1D: 0.10%
• 1M: 6.06%
• YTD: 16.97%
• 6M: 22.45%
• 1Y: 44.15%
• 3Y*: 26.41%
• 5Y*: 16.42%
• 10Y*: 13.02%

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

DCUIX vs. FGIPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DCUIX DWS CROCI U.S. Fund	9.71%	17.12%	17.80%	20.81%	-15.54%	26.39%	-12.66%	39.03%	-11.01%	22.00%
FGIPX Nomura Growth and Income Fund Institutional Class	16.97%	30.18%	15.44%	12.17%	3.28%	21.73%	-4.59%	25.96%	-9.95%	18.52%

Correlation

The correlation between DCUIX and FGIPX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since Apr 14, 2015	0.87

The correlation between DCUIX and FGIPX has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.

Return for Risk

DCUIX vs. FGIPX — Risk / Return Rank

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

DCUIX

DCUIX Risk / Return Rank: 84
DCUIX Sharpe Ratio Rank: 85
DCUIX Sortino Ratio Rank: 83
DCUIX Omega Ratio Rank: 72
DCUIX Calmar Ratio Rank: 91
DCUIX Martin Ratio Rank: 88

FGIPX

FGIPX Risk / Return Rank: 96
FGIPX Sharpe Ratio Rank: 98
FGIPX Sortino Ratio Rank: 96
FGIPX Omega Ratio Rank: 93
FGIPX Calmar Ratio Rank: 96
FGIPX Martin Ratio Rank: 96

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.

DCUIX vs. FGIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI U.S. Fund (DCUIX) and Nomura Growth and Income Fund Institutional Class (FGIPX). 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.

	DCUIX	FGIPX	Difference
Sharpe ratio Return per unit of total volatility	2.74	3.95	-1.21
Sortino ratio Return per unit of downside risk	3.93	5.47	-1.54
Omega ratio Gain probability vs. loss probability	1.48	1.71	-0.24
Calmar ratio Return relative to maximum drawdown	4.83	6.25	-1.42
Martin ratio Return relative to average drawdown	17.20	24.04	-6.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCUIX vs. FGIPX - Sharpe Ratio Comparison

The current DCUIX Sharpe Ratio is 2.74, which is lower than the FGIPX Sharpe Ratio of 3.95. The chart below compares the historical Sharpe Ratios of DCUIX and FGIPX, 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

	DCUIX	FGIPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.74	3.95	-1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	1.11	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.76	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.74	-0.26

Drawdowns

DCUIX vs. FGIPX - Drawdown Comparison

The maximum DCUIX drawdown since its inception was -41.94%, which is greater than FGIPX's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for DCUIX and FGIPX.

Drawdown Indicators

	DCUIX	FGIPX	Difference
Max Drawdown Largest peak-to-trough decline	-41.94%	-37.32%	-4.62%
Max Drawdown (1Y) Largest decline over 1 year	-6.89%	-7.26%	+0.37%
Max Drawdown (3Y) Largest decline over 3 years	-19.33%	-13.27%	-6.06%
Max Drawdown (5Y) Largest decline over 5 years	-23.99%	-16.19%	-7.80%
Max Drawdown (10Y) Largest decline over 10 years	-41.94%	-37.32%	-4.62%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.80%	-4.18%	-2.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	1.89%	+0.05%

Volatility

DCUIX vs. FGIPX - Volatility Comparison

DWS CROCI U.S. Fund (DCUIX) has a higher volatility of 3.18% compared to Nomura Growth and Income Fund Institutional Class (FGIPX) at 2.74%. This indicates that DCUIX's price experiences larger fluctuations and is considered to be riskier than FGIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCUIX	FGIPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.18%	2.74%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	8.53%	8.20%	+0.33%
Volatility (1Y) Calculated over the trailing 1-year period	12.26%	11.40%	+0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.25%	14.89%	+1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.33%	17.12%	+1.21%

DCUIX vs. FGIPX - Expense Ratio Comparison

DCUIX has a 0.67% expense ratio, which is lower than FGIPX's 0.77% expense ratio.

Dividends

DCUIX vs. FGIPX - Dividend Comparison

DCUIX's dividend yield for the trailing twelve months is around 10.16%, which matches FGIPX's 10.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DCUIX DWS CROCI U.S. Fund	10.16%	11.15%	8.91%	1.64%	2.76%	1.35%	2.45%	10.23%	4.24%	2.45%	0.31%	1.38%
FGIPX Nomura Growth and Income Fund Institutional Class	10.10%	11.68%	12.69%	7.50%	7.35%	12.20%	2.13%	52.72%	25.63%	5.58%	4.22%	5.88%

Frequently Asked Questions

Can I hold both DCUIX and FGIPX in my portfolio?

DCUIX and FGIPX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DCUIX or FGIPX?

DCUIX has higher volatility (3.18%) compared to FGIPX (2.74%). In terms of maximum drawdown, DCUIX dropped -41.94% vs FGIPX's -37.32%.

Which has better risk-adjusted returns?

FGIPX currently has the higher Sharpe Ratio (3.95 vs 2.74), 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.