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KDHAX vs. SCQGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KDHAX vs. SCQGX - Performance Comparison

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

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KDHAX vs. SCQGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KDHAX
DWS CROCI Equity Dividend Fd
1.39%2.92%13.37%5.30%1.09%19.44%-9.41%29.38%-3.45%19.25%
SCQGX
DWS Large Cap Focus Growth Fund
-14.30%15.68%29.47%41.14%-33.56%23.59%40.77%37.33%-1.92%25.13%

Returns By Period

In the year-to-date period, KDHAX achieves a 1.39% return, which is significantly higher than SCQGX's -14.30% return. Over the past 10 years, KDHAX has underperformed SCQGX with an annualized return of 8.30%, while SCQGX has yielded a comparatively higher 14.05% annualized return.


KDHAX

1D
-0.39%
1M
-6.34%
YTD
1.39%
6M
4.09%
1Y
2.72%
3Y*
7.67%
5Y*
6.55%
10Y*
8.30%

SCQGX

1D
-1.14%
1M
-9.94%
YTD
-14.30%
6M
-12.85%
1Y
10.34%
3Y*
16.42%
5Y*
8.28%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KDHAX vs. SCQGX - Expense Ratio Comparison

KDHAX has a 1.01% expense ratio, which is higher than SCQGX's 0.83% expense ratio.


Return for Risk

KDHAX vs. SCQGX — Risk / Return Rank

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

KDHAX
KDHAX Risk / Return Rank: 1010
Overall Rank
KDHAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KDHAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
KDHAX Omega Ratio Rank: 99
Omega Ratio Rank
KDHAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
KDHAX Martin Ratio Rank: 1010
Martin Ratio Rank

SCQGX
SCQGX Risk / Return Rank: 1616
Overall Rank
SCQGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SCQGX Sortino Ratio Rank: 1919
Sortino Ratio Rank
SCQGX Omega Ratio Rank: 1818
Omega Ratio Rank
SCQGX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SCQGX Martin Ratio Rank: 1414
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.

KDHAX vs. SCQGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI Equity Dividend Fd (KDHAX) and DWS Large Cap Focus Growth Fund (SCQGX). 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.


KDHAXSCQGXDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.46

-0.24

Sortino ratio

Return per unit of downside risk

0.44

0.83

-0.39

Omega ratio

Gain probability vs. loss probability

1.06

1.11

-0.05

Calmar ratio

Return relative to maximum drawdown

0.23

0.37

-0.14

Martin ratio

Return relative to average drawdown

0.65

1.34

-0.68

KDHAX vs. SCQGX - Sharpe Ratio Comparison

The current KDHAX Sharpe Ratio is 0.22, which is lower than the SCQGX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of KDHAX and SCQGX, 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


KDHAXSCQGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.46

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.38

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.67

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.45

+0.01

Correlation

The correlation between KDHAX and SCQGX 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

KDHAX vs. SCQGX - Dividend Comparison

KDHAX's dividend yield for the trailing twelve months is around 16.43%, less than SCQGX's 18.12% yield.


TTM20252024202320222021202020192018201720162015
KDHAX
DWS CROCI Equity Dividend Fd
16.43%15.94%9.07%5.94%6.24%9.57%5.53%7.13%12.23%1.60%1.81%2.34%
SCQGX
DWS Large Cap Focus Growth Fund
18.12%15.53%8.91%1.75%4.85%8.53%4.11%5.59%6.16%3.68%7.44%15.37%

Drawdowns

KDHAX vs. SCQGX - Drawdown Comparison

The maximum KDHAX drawdown since its inception was -65.77%, roughly equal to the maximum SCQGX drawdown of -64.09%. Use the drawdown chart below to compare losses from any high point for KDHAX and SCQGX.


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Drawdown Indicators


KDHAXSCQGXDifference

Max Drawdown

Largest peak-to-trough decline

-65.77%

-64.09%

-1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-17.77%

+5.17%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

-37.69%

+20.78%

Max Drawdown (10Y)

Largest decline over 10 years

-40.08%

-37.69%

-2.39%

Current Drawdown

Current decline from peak

-9.05%

-17.77%

+8.72%

Average Drawdown

Average peak-to-trough decline

-9.41%

-19.29%

+9.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

4.95%

-0.48%

Volatility

KDHAX vs. SCQGX - Volatility Comparison

The current volatility for DWS CROCI Equity Dividend Fd (KDHAX) is 3.51%, while DWS Large Cap Focus Growth Fund (SCQGX) has a volatility of 6.01%. This indicates that KDHAX experiences smaller price fluctuations and is considered to be less risky than SCQGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KDHAXSCQGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

6.01%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

13.03%

-3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

17.48%

22.54%

-5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

21.94%

-8.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

20.95%

-4.12%