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RRRRX vs. SCINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RRRRX vs. SCINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS RREEF Real Estate Securities Fund (RRRRX) 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, RRRRX achieves a 11.12% return, which is significantly higher than SCINX's 8.99% return. Over the past 10 years, RRRRX has underperformed SCINX with an annualized return of 5.70%, while SCINX has yielded a comparatively higher 9.65% annualized return.


RRRRX

1D
0.34%
1M
-0.98%
YTD
11.12%
6M
9.86%
1Y
10.06%
3Y*
9.11%
5Y*
2.46%
10Y*
5.70%

SCINX

1D
-0.15%
1M
3.15%
YTD
8.99%
6M
12.22%
1Y
32.10%
3Y*
21.31%
5Y*
10.27%
10Y*
9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RRRRX vs. SCINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RRRRX
DWS RREEF Real Estate Securities Fund
11.12%-0.72%6.11%12.35%-27.32%43.02%-4.84%29.66%-3.21%6.43%
SCINX
DWS CROCI International Fund
8.99%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%

Correlation

The correlation between RRRRX and SCINX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2000

0.47

The correlation between RRRRX and SCINX has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.

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Return for Risk

RRRRX vs. SCINX — Risk / Return Rank

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

RRRRX
RRRRX Risk / Return Rank: 1010
Overall Rank
RRRRX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
RRRRX Sortino Ratio Rank: 99
Sortino Ratio Rank
RRRRX Omega Ratio Rank: 99
Omega Ratio Rank
RRRRX Calmar Ratio Rank: 1313
Calmar Ratio Rank
RRRRX Martin Ratio Rank: 1212
Martin Ratio Rank

SCINX
SCINX Risk / Return Rank: 5151
Overall Rank
SCINX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SCINX Omega Ratio Rank: 5555
Omega Ratio Rank
SCINX Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCINX Martin Ratio Rank: 4040
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.

RRRRX vs. SCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Estate Securities Fund (RRRRX) 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.


RRRRXSCINXDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-2.09

Omega ratioGain probability vs. loss probability

1.13

1.41

-0.28

Calmar ratioReturn relative to maximum drawdown

1.23

2.55

-1.32

Martin ratioReturn relative to average drawdown

3.61

8.66

-5.05

RRRRX vs. SCINX - Sharpe Ratio Comparison

The current RRRRX Sharpe Ratio is 0.74, which is lower than the SCINX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of RRRRX 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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Sharpe Ratios by Period


RRRRXSCINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

2.25

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.65

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.60

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.34

0.00

Drawdowns

RRRRX vs. SCINX - Drawdown Comparison

The maximum RRRRX drawdown since its inception was -74.05%, which is greater than SCINX's maximum drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for RRRRX and SCINX.


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Drawdown Indicators


RRRRXSCINXDifference

Max Drawdown

Largest peak-to-trough decline

-74.05%

-63.90%

-10.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-12.28%

+4.52%

Max Drawdown (3Y)

Largest decline over 3 years

-18.46%

-14.23%

-4.23%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

-30.06%

-4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

-35.59%

-5.55%

Current Drawdown

Current decline from peak

-4.42%

-4.02%

-0.40%

Average Drawdown

Average peak-to-trough decline

-12.56%

-16.90%

+4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.60%

-0.97%

Volatility

RRRRX vs. SCINX - Volatility Comparison

The current volatility for DWS RREEF Real Estate Securities Fund (RRRRX) is 3.81%, while DWS CROCI International Fund (SCINX) has a volatility of 4.29%. This indicates that RRRRX 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


RRRRXSCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

4.29%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

10.72%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.94%

13.92%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

15.83%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%

16.08%

+4.56%

RRRRX vs. SCINX - Expense Ratio Comparison

RRRRX has a 0.61% expense ratio, which is lower than SCINX's 0.91% expense ratio.


Dividends

RRRRX vs. SCINX - Dividend Comparison

RRRRX's dividend yield for the trailing twelve months is around 2.28%, less than SCINX's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
RRRRX
DWS RREEF Real Estate Securities Fund
2.28%2.02%2.77%1.82%4.44%7.68%3.53%7.94%4.56%4.97%12.39%13.74%
SCINX
DWS CROCI International Fund
2.52%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


RRRRX and SCINX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCINX has higher volatility (4.29%) compared to RRRRX (3.81%). In terms of maximum drawdown, RRRRX dropped -74.05% vs SCINX's -63.90%.

SCINX currently has the higher Sharpe Ratio (2.25 vs 0.74), 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.

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