SCDGX vs. RTX
SCDGX (DWS Core Equity Fund) is Large Cap Blend Equities fund managed by DWS, while RTX (RTX Corporation) is a stock. Over the past 10 years, SCDGX returned 14.97%/yr vs 15.84%/yr for RTX. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
SCDGX vs. RTX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCDGX achieves a 9.70% return, which is significantly higher than RTX's -0.11% return. Over the past 10 years, SCDGX has underperformed RTX with an annualized return of 14.97%, while RTX has yielded a comparatively higher 15.84% annualized return.
SCDGX
- 1D
- 0.97%
- 1M
- -0.00%
- YTD
- 9.70%
- 6M
- 9.40%
- 1Y
- 26.93%
- 3Y*
- 19.12%
- 5Y*
- 12.82%
- 10Y*
- 14.97%
RTX
- 1D
- -2.03%
- 1M
- 2.72%
- YTD
- -0.11%
- 6M
- -1.34%
- 1Y
- 25.97%
- 3Y*
- 25.98%
- 5Y*
- 18.57%
- 10Y*
- 15.84%
SCDGX vs. RTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCDGX DWS Core Equity Fund | 9.70% | 16.32% | 20.01% | 25.55% | -15.61% | 25.54% | 16.14% | 35.68% | -6.06% | 21.52% |
RTX RTX Corporation | -0.11% | 61.44% | 40.76% | -14.44% | 20.01% | 23.27% | -7.70% | 43.82% | -14.66% | 19.13% |
Correlation
The correlation between SCDGX and RTX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1990 | 0.57 |
Over the past year, the correlation between SCDGX and RTX has dropped to 0.24 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCDGX vs. RTX — Risk / Return Rank
SCDGX
RTX
SCDGX vs. RTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Core Equity Fund (SCDGX) and RTX Corporation (RTX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCDGX | RTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.20 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 1.35 | +1.52 |
| Martin ratioReturn relative to average drawdown | 12.05 | 3.58 | +8.47 |
Loading charts...
Drawdowns
SCDGX vs. RTX - Drawdown Comparison
The maximum SCDGX drawdown since its inception was -55.85%, roughly equal to the maximum RTX drawdown of -55.14%. Use the drawdown chart below to compare losses from any high point for SCDGX and RTX.
Loading charts...
Drawdown Indicators
| SCDGX | RTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.85% | -55.14% | -0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -19.32% | +9.89% |
Max Drawdown (3Y)Largest decline over 3 years | -20.72% | -28.99% | +8.27% |
Max Drawdown (5Y)Largest decline over 5 years | -22.77% | -32.84% | +10.07% |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | -51.98% | +16.91% |
Current DrawdownCurrent decline from peak | -2.16% | -13.94% | +11.78% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -13.03% | +4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 7.28% | -5.04% |
Volatility
SCDGX vs. RTX - Volatility Comparison
The current volatility for DWS Core Equity Fund (SCDGX) is 5.13%, while RTX Corporation (RTX) has a volatility of 9.46%. This indicates that SCDGX experiences smaller price fluctuations and is considered to be less risky than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCDGX | RTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 9.46% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 18.94% | -8.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 24.59% | -11.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 24.03% | -6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.44% | 27.84% | -9.40% |
Dividends
SCDGX vs. RTX - Dividend Comparison
SCDGX's dividend yield for the trailing twelve months is around 9.70%, more than RTX's 1.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTX RTX Corporation | 1.52% | 1.46% | 2.14% | 2.76% | 2.14% | 2.33% | 21.21% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% |
SCDGX DWS Core Equity Fund | 9.70% | 10.50% | 9.11% | 5.12% | 9.28% | 14.09% | 6.70% | 8.88% | 14.12% | 6.15% | 6.92% | 8.72% |
Frequently Asked Questions
SCDGX and RTX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RTX has higher volatility (9.46%) compared to SCDGX (5.13%). In terms of maximum drawdown, SCDGX dropped -55.85% vs RTX's -55.14%.
SCDGX currently has the higher Sharpe Ratio (2.13 vs 1.06), 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.
Find the right allocation for SCDGX and RTX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer