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MGINX vs. SCMTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGINX vs. SCMTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Global Macro Fund (MGINX) and DWS Intermediate Tax-Free Fund (SCMTX). The values are adjusted to include any dividend payments, if applicable.

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MGINX vs. SCMTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGINX
DWS Global Macro Fund
0.35%14.73%3.56%9.15%-6.87%6.36%2.26%12.61%0.33%13.65%
SCMTX
DWS Intermediate Tax-Free Fund
-0.07%4.51%1.71%5.08%-8.21%1.21%5.34%8.27%0.73%3.55%

Returns By Period

In the year-to-date period, MGINX achieves a 0.35% return, which is significantly higher than SCMTX's -0.07% return. Over the past 10 years, MGINX has outperformed SCMTX with an annualized return of 5.90%, while SCMTX has yielded a comparatively lower 1.95% annualized return.


MGINX

1D
1.61%
1M
-4.70%
YTD
0.35%
6M
2.57%
1Y
11.90%
3Y*
7.37%
5Y*
4.26%
10Y*
5.90%

SCMTX

1D
0.18%
1M
-2.05%
YTD
-0.07%
6M
1.43%
1Y
4.37%
3Y*
2.88%
5Y*
0.81%
10Y*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGINX vs. SCMTX - Expense Ratio Comparison

MGINX has a 0.79% expense ratio, which is higher than SCMTX's 0.48% expense ratio.


Return for Risk

MGINX vs. SCMTX — Risk / Return Rank

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

MGINX
MGINX Risk / Return Rank: 7676
Overall Rank
MGINX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MGINX Sortino Ratio Rank: 8181
Sortino Ratio Rank
MGINX Omega Ratio Rank: 7777
Omega Ratio Rank
MGINX Calmar Ratio Rank: 6868
Calmar Ratio Rank
MGINX Martin Ratio Rank: 7575
Martin Ratio Rank

SCMTX
SCMTX Risk / Return Rank: 6060
Overall Rank
SCMTX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SCMTX Sortino Ratio Rank: 5959
Sortino Ratio Rank
SCMTX Omega Ratio Rank: 8181
Omega Ratio Rank
SCMTX Calmar Ratio Rank: 5151
Calmar Ratio Rank
SCMTX Martin Ratio Rank: 4545
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.

MGINX vs. SCMTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Global Macro Fund (MGINX) and DWS Intermediate Tax-Free Fund (SCMTX). 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.


MGINXSCMTXDifference

Sharpe ratio

Return per unit of total volatility

1.52

1.26

+0.27

Sortino ratio

Return per unit of downside risk

2.15

1.66

+0.49

Omega ratio

Gain probability vs. loss probability

1.31

1.34

-0.03

Calmar ratio

Return relative to maximum drawdown

1.73

1.42

+0.31

Martin ratio

Return relative to average drawdown

7.72

5.07

+2.65

MGINX vs. SCMTX - Sharpe Ratio Comparison

The current MGINX Sharpe Ratio is 1.52, which is comparable to the SCMTX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of MGINX and SCMTX, 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


MGINXSCMTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.26

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.27

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.59

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.48

-1.01

Correlation

The correlation between MGINX and SCMTX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MGINX vs. SCMTX - Dividend Comparison

MGINX's dividend yield for the trailing twelve months is around 2.25%, less than SCMTX's 3.62% yield.


TTM20252024202320222021202020192018201720162015
MGINX
DWS Global Macro Fund
2.25%1.82%2.15%2.88%4.76%1.20%0.81%3.23%6.82%0.00%0.00%0.00%
SCMTX
DWS Intermediate Tax-Free Fund
3.62%3.26%2.90%2.16%1.70%2.22%3.65%5.20%2.95%2.64%2.56%2.53%

Drawdowns

MGINX vs. SCMTX - Drawdown Comparison

The maximum MGINX drawdown since its inception was -63.39%, which is greater than SCMTX's maximum drawdown of -12.59%. Use the drawdown chart below to compare losses from any high point for MGINX and SCMTX.


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Drawdown Indicators


MGINXSCMTXDifference

Max Drawdown

Largest peak-to-trough decline

-63.39%

-12.59%

-50.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-3.56%

-3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-12.16%

-12.59%

+0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-15.12%

-12.59%

-2.53%

Current Drawdown

Current decline from peak

-5.25%

-2.31%

-2.94%

Average Drawdown

Average peak-to-trough decline

-13.83%

-1.45%

-12.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

0.99%

+0.58%

Volatility

MGINX vs. SCMTX - Volatility Comparison

DWS Global Macro Fund (MGINX) has a higher volatility of 3.52% compared to DWS Intermediate Tax-Free Fund (SCMTX) at 1.03%. This indicates that MGINX's price experiences larger fluctuations and is considered to be riskier than SCMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGINXSCMTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

1.03%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

5.88%

1.55%

+4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

8.03%

3.67%

+4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.67%

3.07%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.50%

3.30%

+4.20%