SCDGX vs. SSSYX
Compare and contrast key facts about DWS Core Equity Fund (SCDGX) and State Street Equity 500 Index Fund Class K (SSSYX).
SCDGX is managed by DWS. It was launched on May 31, 1929. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
SCDGX vs. SSSYX - Performance Comparison
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SCDGX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
The year-to-date returns for both investments are quite close, with SCDGX having a -7.39% return and SSSYX 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 SSSYX not far ahead at 13.69%.
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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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SCDGX vs. SSSYX - Expense Ratio Comparison
SCDGX has a 0.55% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
SCDGX vs. SSSYX — Risk / Return Rank
SCDGX
SSSYX
SCDGX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Core Equity Fund (SCDGX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | 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 | 1.06 | -0.16 |
Martin ratioReturn relative to average drawdown | 4.16 | 5.13 | -0.98 |
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 | SSSYX | 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 | 0.68 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.11 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.11 | +0.40 |
Correlation
The correlation between SCDGX and SSSYX is 0.97, 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. SSSYX - Dividend Comparison
SCDGX's dividend yield for the trailing twelve months is around 11.48%, more than SSSYX's 1.55% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
SCDGX vs. SSSYX - Drawdown Comparison
The maximum SCDGX drawdown since its inception was -55.85%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for SCDGX and SSSYX.
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Drawdown Indicators
| SCDGX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.85% | -91.48% | +35.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -12.10% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -22.77% | -24.49% | +1.72% |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | -91.48% | +56.41% |
Current DrawdownCurrent decline from peak | -9.43% | -8.88% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -4.20% | -4.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.49% | +0.35% |
Volatility
SCDGX vs. SSSYX - Volatility Comparison
The current volatility for DWS Core Equity Fund (SCDGX) is 3.94%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that SCDGX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCDGX | SSSYX | 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% | 9.08% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 18.10% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 16.85% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 124.43% | -106.07% |