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PLUSX vs. SCINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLUSX vs. SCINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Multi-Asset Moderate Allocation Fund (PLUSX) and DWS CROCI International Fund (SCINX). The values are adjusted to include any dividend payments, if applicable.

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PLUSX vs. SCINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLUSX
DWS Multi-Asset Moderate Allocation Fund
-2.93%13.39%8.31%13.89%-14.98%13.24%8.21%19.71%-7.64%13.81%
SCINX
DWS CROCI International Fund
1.17%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%

Returns By Period

In the year-to-date period, PLUSX achieves a -2.93% return, which is significantly lower than SCINX's 1.17% return. Over the past 10 years, PLUSX has underperformed SCINX with an annualized return of 6.57%, while SCINX has yielded a comparatively higher 8.95% annualized return.


PLUSX

1D
-0.13%
1M
-6.17%
YTD
-2.93%
6M
-0.83%
1Y
10.69%
3Y*
9.10%
5Y*
4.81%
10Y*
6.57%

SCINX

1D
0.03%
1M
-10.46%
YTD
1.17%
6M
11.04%
1Y
29.12%
3Y*
17.69%
5Y*
10.06%
10Y*
8.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLUSX vs. SCINX - Expense Ratio Comparison

PLUSX has a 0.60% expense ratio, which is lower than SCINX's 0.91% expense ratio.


Return for Risk

PLUSX vs. SCINX — Risk / Return Rank

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

PLUSX
PLUSX Risk / Return Rank: 5353
Overall Rank
PLUSX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PLUSX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PLUSX Omega Ratio Rank: 5454
Omega Ratio Rank
PLUSX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PLUSX Martin Ratio Rank: 5757
Martin Ratio Rank

SCINX
SCINX Risk / Return Rank: 8585
Overall Rank
SCINX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 8787
Sortino Ratio Rank
SCINX Omega Ratio Rank: 8686
Omega Ratio Rank
SCINX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SCINX Martin Ratio Rank: 8181
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.

PLUSX vs. SCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Multi-Asset Moderate Allocation Fund (PLUSX) 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.


PLUSXSCINXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.81

-0.81

Sortino ratio

Return per unit of downside risk

1.46

2.35

-0.89

Omega ratio

Gain probability vs. loss probability

1.22

1.35

-0.14

Calmar ratio

Return relative to maximum drawdown

1.20

2.07

-0.88

Martin ratio

Return relative to average drawdown

5.52

7.99

-2.47

PLUSX vs. SCINX - Sharpe Ratio Comparison

The current PLUSX Sharpe Ratio is 1.00, which is lower than the SCINX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of PLUSX and SCINX, 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


PLUSXSCINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.81

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.64

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.56

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.33

+0.03

Correlation

The correlation between PLUSX and SCINX is 0.83, 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

PLUSX vs. SCINX - Dividend Comparison

PLUSX's dividend yield for the trailing twelve months is around 2.78%, more than SCINX's 2.72% yield.


TTM20252024202320222021202020192018201720162015
PLUSX
DWS Multi-Asset Moderate Allocation Fund
2.78%2.70%41.59%5.78%2.99%9.67%4.22%5.80%5.55%5.58%6.05%10.87%
SCINX
DWS CROCI International Fund
2.72%2.75%3.20%3.55%3.48%3.89%1.80%3.39%3.73%2.49%3.76%3.52%

Drawdowns

PLUSX vs. SCINX - Drawdown Comparison

The maximum PLUSX drawdown since its inception was -53.39%, smaller than the maximum SCINX drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for PLUSX and SCINX.


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Drawdown Indicators


PLUSXSCINXDifference

Max Drawdown

Largest peak-to-trough decline

-53.39%

-63.90%

+10.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

-12.28%

+4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-30.06%

+9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-25.65%

-35.59%

+9.94%

Current Drawdown

Current decline from peak

-6.63%

-10.91%

+4.28%

Average Drawdown

Average peak-to-trough decline

-7.56%

-16.95%

+9.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

3.33%

-1.56%

Volatility

PLUSX vs. SCINX - Volatility Comparison

The current volatility for DWS Multi-Asset Moderate Allocation Fund (PLUSX) is 3.08%, while DWS CROCI International Fund (SCINX) has a volatility of 5.61%. This indicates that PLUSX experiences smaller price fluctuations and is considered to be less risky 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


PLUSXSCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

5.61%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

6.16%

9.92%

-3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

10.99%

15.63%

-4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.72%

15.71%

-4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.35%

16.04%

-4.69%