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SCDGX vs. SCINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCDGX vs. SCINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Core Equity Fund (SCDGX) and DWS CROCI International Fund (SCINX). The values are adjusted to include any dividend payments, if applicable.

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SCDGX vs. SCINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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, SCDGX achieves a -7.39% return, which is significantly lower than SCINX's 1.17% return. Over the past 10 years, SCDGX has outperformed SCINX with an annualized return of 13.19%, while SCINX has yielded a comparatively lower 8.95% annualized return.


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%

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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SCDGX vs. SCINX - Expense Ratio Comparison

SCDGX has a 0.55% expense ratio, which is lower than SCINX's 0.91% expense ratio.


Return for Risk

SCDGX vs. SCINX — Risk / Return Rank

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

SCDGX
SCDGX Risk / Return Rank: 4040
Overall Rank
SCDGX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SCDGX Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCDGX Omega Ratio Rank: 4545
Omega Ratio Rank
SCDGX Calmar Ratio Rank: 3333
Calmar Ratio Rank
SCDGX Martin Ratio Rank: 4141
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.

SCDGX vs. SCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Core Equity Fund (SCDGX) 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.


SCDGXSCINXDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.81

-1.00

Sortino ratio

Return per unit of downside risk

1.28

2.35

-1.08

Omega ratio

Gain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratio

Return relative to maximum drawdown

0.90

2.07

-1.17

Martin ratio

Return relative to average drawdown

4.16

7.99

-3.83

SCDGX vs. SCINX - Sharpe Ratio Comparison

The current SCDGX Sharpe Ratio is 0.81, which is lower than the SCINX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SCDGX 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


SCDGXSCINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.81

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.64

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.56

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.33

+0.18

Correlation

The correlation between SCDGX and SCINX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SCDGX vs. SCINX - Dividend Comparison

SCDGX's dividend yield for the trailing twelve months is around 11.48%, more than SCINX's 2.72% yield.


TTM20252024202320222021202020192018201720162015
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%
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

SCDGX vs. SCINX - Drawdown Comparison

The maximum SCDGX drawdown since its inception was -55.85%, smaller than the maximum SCINX drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for SCDGX and SCINX.


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Drawdown Indicators


SCDGXSCINXDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

-63.90%

+8.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-12.28%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.77%

-30.06%

+7.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

-35.59%

+0.52%

Current Drawdown

Current decline from peak

-9.43%

-10.91%

+1.48%

Average Drawdown

Average peak-to-trough decline

-8.61%

-16.95%

+8.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

3.33%

-0.49%

Volatility

SCDGX vs. SCINX - Volatility Comparison

The current volatility for DWS Core Equity Fund (SCDGX) is 3.94%, while DWS CROCI International Fund (SCINX) has a volatility of 5.61%. This indicates that SCDGX 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


SCDGXSCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

5.61%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

9.92%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

15.63%

+2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

15.71%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

16.04%

+2.32%