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DCUIX vs. SCGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DCUIX vs. SCGSX - Performance Comparison

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

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DCUIX vs. SCGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCUIX
DWS CROCI U.S. Fund
-3.01%17.12%17.80%20.81%-15.54%26.39%-12.66%39.03%-11.01%22.00%
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, DCUIX achieves a -3.01% return, which is significantly higher than SCGSX's -14.32% return. Over the past 10 years, DCUIX has underperformed SCGSX with an annualized return of 9.08%, while SCGSX has yielded a comparatively higher 13.55% annualized return.


DCUIX

1D
-0.14%
1M
-6.22%
YTD
-3.01%
6M
4.55%
1Y
16.62%
3Y*
15.30%
5Y*
9.31%
10Y*
9.08%

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

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DCUIX vs. SCGSX - Expense Ratio Comparison

DCUIX has a 0.67% expense ratio, which is higher than SCGSX's 0.66% expense ratio.


Return for Risk

DCUIX vs. SCGSX — Risk / Return Rank

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

DCUIX
DCUIX Risk / Return Rank: 5454
Overall Rank
DCUIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DCUIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DCUIX Omega Ratio Rank: 5454
Omega Ratio Rank
DCUIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
DCUIX Martin Ratio Rank: 5252
Martin Ratio Rank

SCGSX
SCGSX Risk / Return Rank: 99
Overall Rank
SCGSX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SCGSX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SCGSX Omega Ratio Rank: 1111
Omega Ratio Rank
SCGSX Calmar Ratio Rank: 88
Calmar Ratio Rank
SCGSX Martin Ratio Rank: 88
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. SCGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI U.S. Fund (DCUIX) 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.


DCUIXSCGSXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.23

+0.79

Sortino ratio

Return per unit of downside risk

1.53

0.49

+1.04

Omega ratio

Gain probability vs. loss probability

1.21

1.07

+0.15

Calmar ratio

Return relative to maximum drawdown

1.19

0.09

+1.09

Martin ratio

Return relative to average drawdown

5.10

0.31

+4.79

DCUIX vs. SCGSX - Sharpe Ratio Comparison

The current DCUIX Sharpe Ratio is 1.02, which is higher than the SCGSX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of DCUIX and SCGSX, 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


DCUIXSCGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.23

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.35

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.67

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.38

+0.04

Correlation

The correlation between DCUIX and SCGSX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DCUIX vs. SCGSX - Dividend Comparison

DCUIX's dividend yield for the trailing twelve months is around 11.50%, more than SCGSX's 8.90% yield.


TTM20252024202320222021202020192018201720162015
DCUIX
DWS CROCI U.S. Fund
11.50%11.15%8.91%1.64%2.76%1.35%2.45%10.23%4.24%2.45%0.31%1.38%
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

DCUIX vs. SCGSX - Drawdown Comparison

The maximum DCUIX drawdown since its inception was -41.94%, smaller than the maximum SCGSX drawdown of -50.63%. Use the drawdown chart below to compare losses from any high point for DCUIX and SCGSX.


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Drawdown Indicators


DCUIXSCGSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.94%

-50.63%

+8.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-18.09%

+5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-35.81%

+11.82%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

-35.81%

-6.13%

Current Drawdown

Current decline from peak

-6.89%

-18.09%

+11.20%

Average Drawdown

Average peak-to-trough decline

-6.88%

-12.85%

+5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

5.25%

-2.28%

Volatility

DCUIX vs. SCGSX - Volatility Comparison

The current volatility for DWS CROCI U.S. Fund (DCUIX) is 3.04%, while DWS Capital Growth Fund (SCGSX) has a volatility of 5.48%. This indicates that DCUIX experiences smaller price fluctuations and is considered to be less risky 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


DCUIXSCGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

5.48%

-2.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

11.86%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

17.64%

21.03%

-3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

20.76%

-4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

20.40%

-2.09%