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KDHAX vs. SCINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KDHAX vs. SCINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS CROCI Equity Dividend Fd (KDHAX) and DWS CROCI International Fund (SCINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KDHAX achieves a 17.47% return, which is significantly higher than SCINX's 15.72% return. Over the past 10 years, KDHAX has underperformed SCINX with an annualized return of 9.27%, while SCINX has yielded a comparatively higher 10.37% annualized return.


KDHAX

1D
-1.23%
1M
4.89%
6M
11.39%
YTD
17.47%
1Y
25.22%
3Y*
11.64%
5Y*
8.87%
10Y*
9.27%
ALL TIME*
8.74%

SCINX

1D
1.47%
1M
4.96%
6M
8.41%
YTD
15.72%
1Y
37.00%
3Y*
21.33%
5Y*
12.20%
10Y*
10.37%
ALL TIME*
6.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

KDHAX vs. SCINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KDHAX
DWS CROCI Equity Dividend Fd
17.47%2.92%13.37%5.30%1.09%19.44%-9.41%29.38%-3.45%19.25%
SCINX
DWS CROCI International Fund
15.72%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%

Correlation

The correlation between KDHAX and SCINX is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.50

Correlation (3Y)
Balances recent behavior with more history.

0.48

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.57

Correlation (10Y)
Provides a long-term view across more market conditions.

0.60

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1990

0.53

The correlation between KDHAX and SCINX shifts across timeframes, from 0.48 (3 years) to 0.60 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

KDHAX vs. SCINX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KDHAX
KDHAX Risk / Return Rank: 6262
Overall Rank
KDHAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
KDHAX Sortino Ratio Rank: 7575
Sortino Ratio Rank
KDHAX Omega Ratio Rank: 6565
Omega Ratio Rank
KDHAX Calmar Ratio Rank: 6161
Calmar Ratio Rank
KDHAX Martin Ratio Rank: 3838
Martin Ratio Rank

SCINX
SCINX Risk / Return Rank: 8888
Overall Rank
SCINX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SCINX Omega Ratio Rank: 8989
Omega Ratio Rank
SCINX Calmar Ratio Rank: 8585
Calmar Ratio Rank
SCINX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KDHAX vs. SCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI Equity Dividend Fd (KDHAX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KDHAXSCINXDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.29

1.47

-0.19

Calmar ratioReturn relative to maximum drawdown

2.07

2.95

-0.88

Martin ratioReturn relative to average drawdown

5.46

9.42

-3.96

KDHAX vs. SCINX - Sharpe Ratio Comparison

The current KDHAX Sharpe Ratio is 1.67, which is lower than the SCINX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of KDHAX 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.


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Drawdowns

KDHAX vs. SCINX - Drawdown Comparison

The maximum KDHAX drawdown since its inception was -65.77%, roughly equal to the maximum SCINX drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for KDHAX and SCINX.


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Drawdown Indicators


KDHAXSCINXDifference

Max Drawdown

Largest peak-to-trough decline

-65.77%

-63.90%

-1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-12.28%

+1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-16.91%

-14.23%

-2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

-29.91%

+13.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.08%

-35.59%

-4.49%

Current Drawdown

Current decline from peak

-1.23%

0.00%

-1.23%

Average Drawdown

Average peak-to-trough decline

-9.36%

-16.84%

+7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

3.83%

+0.32%

Volatility

KDHAX vs. SCINX - Volatility Comparison

DWS CROCI Equity Dividend Fd (KDHAX) has a higher volatility of 4.61% compared to DWS CROCI International Fund (SCINX) at 3.87%. This indicates that KDHAX'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.


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Volatility by Period


KDHAXSCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

3.87%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

11.05%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

13.81%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

15.81%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

15.78%

+1.10%

KDHAX vs. SCINX - Expense Ratio Comparison

KDHAX has a 1.01% expense ratio, which is higher than SCINX's 0.91% expense ratio.


Dividends

KDHAX vs. SCINX - Dividend Comparison

KDHAX's dividend yield for the trailing twelve months is around 13.66%, more than SCINX's 2.38% yield.


PositionTTM20252024202320222021202020192018201720162015
KDHAX
DWS CROCI Equity Dividend Fd
13.66%15.94%9.07%5.94%6.24%9.57%5.53%7.13%12.23%1.60%1.81%2.34%
SCINX
DWS CROCI International Fund
2.38%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


KDHAX and SCINX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KDHAX has higher volatility (4.61%) compared to SCINX (3.87%). In terms of maximum drawdown, KDHAX dropped -65.77% vs SCINX's -63.90%.

SCINX currently has the higher Sharpe Ratio (2.63 vs 1.67), 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.

Portfolio Optimizer

Find the right allocation for KDHAX and SCINX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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