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DFRPX vs. SCINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFRPX vs. SCINX - Performance Comparison

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

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Returns By Period


DFRPX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SCINX

1D
-0.15%
1M
3.15%
YTD
8.99%
6M
12.22%
1Y
32.10%
3Y*
21.31%
5Y*
10.27%
10Y*
9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFRPX vs. SCINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFRPX
DWS Floating Rate Fund Class S
0.38%3.45%7.72%11.42%-1.52%3.75%0.89%8.69%-0.58%1.57%
SCINX
DWS CROCI International Fund
8.99%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%

Correlation

The correlation between DFRPX and SCINX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2007

0.28

The correlation between DFRPX and SCINX shifts across timeframes, from 0.21 (1 year) to 0.32 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

DFRPX vs. SCINX — Risk / Return Rank

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

DFRPX

SCINX
SCINX Risk / Return Rank: 5151
Overall Rank
SCINX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SCINX Omega Ratio Rank: 5555
Omega Ratio Rank
SCINX Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCINX Martin Ratio Rank: 4040
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.

DFRPX vs. SCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Floating Rate Fund Class S (DFRPX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DFRPX vs. SCINX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DFRPXSCINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

Drawdowns

DFRPX vs. SCINX - Drawdown Comparison


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Drawdown Indicators


DFRPXSCINXDifference

Max Drawdown

Largest peak-to-trough decline

-63.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

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

-4.02%

Average Drawdown

Average peak-to-trough decline

-16.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

Volatility

DFRPX vs. SCINX - Volatility Comparison


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Volatility by Period


DFRPXSCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

DFRPX vs. SCINX - Expense Ratio Comparison

DFRPX has a 0.87% expense ratio, which is lower than SCINX's 0.91% expense ratio.


Dividends

DFRPX vs. SCINX - Dividend Comparison

DFRPX's dividend yield for the trailing twelve months is around 5.11%, more than SCINX's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
DFRPX
DWS Floating Rate Fund Class S
5.11%5.99%8.67%8.22%4.25%3.31%3.75%4.80%4.21%4.39%4.76%4.63%
SCINX
DWS CROCI International Fund
2.52%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


DFRPX and SCINX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for DFRPX and SCINX

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