PLUSX vs. SCOBX

Last updated Apr 1, 2026

Compare and contrast key facts about DWS Multi-Asset Moderate Allocation Fund (PLUSX) and DWS International Growth Fund (SCOBX).

PLUSX is managed by DWS. It was launched on Oct 31, 2004. SCOBX is managed by DWS. It was launched on Jul 22, 1986.

Performance

PLUSX vs. SCOBX - Performance Comparison

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

PLUSX vs. SCOBX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SCOBX DWS International Growth Fund	-7.80%	19.45%	9.37%	15.76%	-29.24%	8.23%	22.49%	31.61%	-16.88%	25.45%

Returns By Period

In the year-to-date period, PLUSX achieves a -2.93% return, which is significantly higher than SCOBX's -7.80% return. Over the past 10 years, PLUSX has outperformed SCOBX with an annualized return of 6.57%, while SCOBX has yielded a comparatively lower 6.12% 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%

SCOBX

• 1D: -0.12%
• 1M: -12.07%
• YTD: -7.80%
• 6M: -6.17%
• 1Y: 5.86%
• 3Y*: 8.26%
• 5Y*: 1.51%
• 10Y*: 6.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLUSX vs. SCOBX - Expense Ratio Comparison

PLUSX has a 0.60% expense ratio, which is lower than SCOBX's 0.92% expense ratio.

SCOBX

DWS International Growth Fund

PLUSX

DWS Multi-Asset Moderate Allocation Fund

Return for Risk

PLUSX vs. SCOBX — Risk / Return Rank

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

PLUSX

PLUSX Risk / Return Rank: 53
PLUSX Sharpe Ratio Rank: 53
PLUSX Sortino Ratio Rank: 53
PLUSX Omega Ratio Rank: 54
PLUSX Calmar Ratio Rank: 48
PLUSX Martin Ratio Rank: 57

SCOBX

SCOBX Risk / Return Rank: 12
SCOBX Sharpe Ratio Rank: 12
SCOBX Sortino Ratio Rank: 12
SCOBX Omega Ratio Rank: 12
SCOBX Calmar Ratio Rank: 13
SCOBX Martin Ratio Rank: 14

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. SCOBX - Risk-Adjusted Trends Comparison

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

	PLUSX	SCOBX	Difference
Sharpe ratio Return per unit of total volatility	1.00	0.29	+0.71
Sortino ratio Return per unit of downside risk	1.46	0.55	+0.91
Omega ratio Gain probability vs. loss probability	1.22	1.07	+0.14
Calmar ratio Return relative to maximum drawdown	1.20	0.32	+0.87
Martin ratio Return relative to average drawdown	5.52	1.21	+4.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PLUSX vs. SCOBX - Sharpe Ratio Comparison

The current PLUSX Sharpe Ratio is 1.00, which is higher than the SCOBX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of PLUSX and SCOBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PLUSX	SCOBX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	0.29	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.08	+0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.35	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.41	-0.06

Correlation

The correlation between PLUSX and SCOBX is 0.91, 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. SCOBX - Dividend Comparison

PLUSX's dividend yield for the trailing twelve months is around 2.78%, less than SCOBX's 5.10% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCOBX DWS International Growth Fund	5.10%	4.70%	3.37%	1.57%	3.78%	3.70%	0.81%	1.01%	1.29%	0.46%	0.14%	0.00%

Drawdowns

PLUSX vs. SCOBX - Drawdown Comparison

The maximum PLUSX drawdown since its inception was -53.39%, smaller than the maximum SCOBX drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for PLUSX and SCOBX.

Drawdown Indicators

	PLUSX	SCOBX	Difference
Max Drawdown Largest peak-to-trough decline	-53.39%	-62.65%	+9.26%
Max Drawdown (1Y) Largest decline over 1 year	-8.03%	-12.41%	+4.38%
Max Drawdown (5Y) Largest decline over 5 years	-20.77%	-40.92%	+20.15%
Max Drawdown (10Y) Largest decline over 10 years	-25.65%	-40.92%	+15.27%
Current Drawdown Current decline from peak	-6.63%	-12.41%	+5.78%
Average Drawdown Average peak-to-trough decline	-7.56%	-11.57%	+4.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.77%	3.47%	-1.70%

Volatility

PLUSX vs. SCOBX - Volatility Comparison

The current volatility for DWS Multi-Asset Moderate Allocation Fund (PLUSX) is 3.08%, while DWS International Growth Fund (SCOBX) has a volatility of 6.00%. This indicates that PLUSX experiences smaller price fluctuations and is considered to be less risky than SCOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLUSX	SCOBX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	6.00%	-2.92%
Volatility (6M) Calculated over the trailing 6-month period	6.16%	10.63%	-4.47%
Volatility (1Y) Calculated over the trailing 1-year period	10.99%	17.25%	-6.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.72%	17.87%	-7.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.35%	17.36%	-6.01%