SCDGX vs. FLCPX
Compare and contrast key facts about DWS Core Equity Fund (SCDGX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX).
SCDGX is managed by DWS. It was launched on May 31, 1929. FLCPX is managed by Fidelity. It was launched on Feb 2, 2016.
Performance
SCDGX vs. FLCPX - Performance Comparison
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SCDGX vs. FLCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCDGX DWS Core Equity Fund | -7.39% | 16.32% | 20.01% | 25.55% | -15.61% | 25.54% | 16.14% | 35.68% | -6.06% | 21.52% |
FLCPX Fidelity SAI U.S. Large Cap Index Fund | -7.05% | 17.84% | 25.08% | 26.25% | -18.06% | 28.61% | 18.24% | 31.59% | -4.38% | 21.74% |
Returns By Period
The year-to-date returns for both investments are quite close, with SCDGX having a -7.39% return and FLCPX slightly higher at -7.05%. Both investments have delivered pretty close results over the past 10 years, with SCDGX having a 13.19% annualized return and FLCPX not far ahead at 13.75%.
SCDGX
- 1D
- -0.42%
- 1M
- -7.41%
- YTD
- -7.39%
- 6M
- -4.90%
- 1Y
- 14.06%
- 3Y*
- 15.04%
- 5Y*
- 10.36%
- 10Y*
- 13.19%
FLCPX
- 1D
- -0.39%
- 1M
- -7.70%
- YTD
- -7.05%
- 6M
- -4.58%
- 1Y
- 14.45%
- 3Y*
- 17.20%
- 5Y*
- 11.42%
- 10Y*
- 13.75%
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SCDGX vs. FLCPX - Expense Ratio Comparison
SCDGX has a 0.55% expense ratio, which is higher than FLCPX's 0.02% expense ratio.
Return for Risk
SCDGX vs. FLCPX — Risk / Return Rank
SCDGX
FLCPX
SCDGX vs. FLCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Core Equity Fund (SCDGX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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.
| SCDGX | FLCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.84 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.30 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.00 | -0.10 |
Martin ratioReturn relative to average drawdown | 4.16 | 4.86 | -0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCDGX | FLCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.84 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.67 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.76 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.82 | -0.31 |
Correlation
The correlation between SCDGX and FLCPX is 0.98, 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
SCDGX vs. FLCPX - Dividend Comparison
SCDGX's dividend yield for the trailing twelve months is around 11.48%, more than FLCPX's 0.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCDGX DWS Core Equity Fund | 11.48% | 10.50% | 9.11% | 5.12% | 9.28% | 14.09% | 6.70% | 8.88% | 14.12% | 6.15% | 6.92% | 8.72% |
FLCPX Fidelity SAI U.S. Large Cap Index Fund | 0.60% | 0.56% | 6.11% | 7.05% | 11.23% | 10.38% | 3.93% | 1.74% | 2.18% | 1.57% | 0.76% | 0.00% |
Drawdowns
SCDGX vs. FLCPX - Drawdown Comparison
The maximum SCDGX drawdown since its inception was -55.85%, which is greater than FLCPX's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for SCDGX and FLCPX.
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Drawdown Indicators
| SCDGX | FLCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.85% | -33.87% | -21.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -12.14% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -22.77% | -24.40% | +1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | -33.87% | -1.20% |
Current DrawdownCurrent decline from peak | -9.43% | -8.89% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -4.24% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.56% | +0.28% |
Volatility
SCDGX vs. FLCPX - Volatility Comparison
The current volatility for DWS Core Equity Fund (SCDGX) is 3.94%, while Fidelity SAI U.S. Large Cap Index Fund (FLCPX) has a volatility of 4.24%. This indicates that SCDGX experiences smaller price fluctuations and is considered to be less risky than FLCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCDGX | FLCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 4.24% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 9.09% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 18.14% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 17.03% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 18.12% | +0.24% |