PortfoliosLab logoPortfoliosLab logo
DCUIX vs. GQHPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCUIX vs. GQHPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS CROCI U.S. Fund (DCUIX) and GQG Partners US Quality Dividend Income Fund (GQHPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DCUIX vs. GQHPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DCUIX
DWS CROCI U.S. Fund
-1.37%17.12%17.80%20.81%-15.54%9.58%
GQHPX
GQG Partners US Quality Dividend Income Fund
11.80%7.53%12.69%3.94%6.73%10.34%

Returns By Period

In the year-to-date period, DCUIX achieves a -1.37% return, which is significantly lower than GQHPX's 11.80% return.


DCUIX

1D
1.69%
1M
-4.44%
YTD
-1.37%
6M
5.62%
1Y
19.30%
3Y*
15.94%
5Y*
9.59%
10Y*
9.27%

GQHPX

1D
-0.14%
1M
-2.01%
YTD
11.80%
6M
11.28%
1Y
11.07%
3Y*
12.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DCUIX vs. GQHPX - Expense Ratio Comparison

DCUIX has a 0.67% expense ratio, which is higher than GQHPX's 0.57% expense ratio.


Return for Risk

DCUIX vs. GQHPX — Risk / Return Rank

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

DCUIX
DCUIX Risk / Return Rank: 5353
Overall Rank
DCUIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DCUIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
DCUIX Omega Ratio Rank: 5050
Omega Ratio Rank
DCUIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
DCUIX Martin Ratio Rank: 5858
Martin Ratio Rank

GQHPX
GQHPX Risk / Return Rank: 3939
Overall Rank
GQHPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
GQHPX Sortino Ratio Rank: 3535
Sortino Ratio Rank
GQHPX Omega Ratio Rank: 3535
Omega Ratio Rank
GQHPX Calmar Ratio Rank: 4848
Calmar Ratio Rank
GQHPX Martin Ratio Rank: 3838
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.

DCUIX vs. GQHPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI U.S. Fund (DCUIX) and GQG Partners US Quality Dividend Income Fund (GQHPX). 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.


DCUIXGQHPXDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.93

+0.13

Sortino ratio

Return per unit of downside risk

1.59

1.28

+0.31

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.43

1.37

+0.06

Martin ratio

Return relative to average drawdown

6.13

4.50

+1.63

DCUIX vs. GQHPX - Sharpe Ratio Comparison

The current DCUIX Sharpe Ratio is 1.06, which is comparable to the GQHPX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of DCUIX and GQHPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DCUIXGQHPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.93

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.90

-0.47

Correlation

The correlation between DCUIX and GQHPX is 0.66, 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

DCUIX vs. GQHPX - Dividend Comparison

DCUIX's dividend yield for the trailing twelve months is around 11.31%, more than GQHPX's 2.66% yield.


TTM20252024202320222021202020192018201720162015
DCUIX
DWS CROCI U.S. Fund
11.31%11.15%8.91%1.64%2.76%1.35%2.45%10.23%4.24%2.45%0.31%1.38%
GQHPX
GQG Partners US Quality Dividend Income Fund
2.66%2.98%3.14%2.64%3.24%0.77%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DCUIX vs. GQHPX - Drawdown Comparison

The maximum DCUIX drawdown since its inception was -41.94%, which is greater than GQHPX's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for DCUIX and GQHPX.


Loading graphics...

Drawdown Indicators


DCUIXGQHPXDifference

Max Drawdown

Largest peak-to-trough decline

-41.94%

-17.26%

-24.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-8.17%

-4.38%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

Current Drawdown

Current decline from peak

-5.32%

-2.15%

-3.17%

Average Drawdown

Average peak-to-trough decline

-6.88%

-3.36%

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.64%

+0.28%

Volatility

DCUIX vs. GQHPX - Volatility Comparison

DWS CROCI U.S. Fund (DCUIX) has a higher volatility of 3.63% compared to GQG Partners US Quality Dividend Income Fund (GQHPX) at 2.66%. This indicates that DCUIX's price experiences larger fluctuations and is considered to be riskier than GQHPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DCUIXGQHPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

2.66%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

6.98%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

17.68%

11.90%

+5.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

12.67%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

12.67%

+5.65%