SCDGX vs. SWPPX
Compare and contrast key facts about DWS Core Equity Fund (SCDGX) and Schwab S&P 500 Index Fund (SWPPX).
SCDGX is managed by DWS. It was launched on May 31, 1929. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
SCDGX vs. SWPPX - Performance Comparison
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SCDGX vs. SWPPX - 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% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
The year-to-date returns for both investments are quite close, with SCDGX having a -7.39% return and SWPPX slightly higher at -7.07%. Both investments have delivered pretty close results over the past 10 years, with SCDGX having a 13.19% annualized return and SWPPX not far ahead at 13.71%.
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%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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SCDGX vs. SWPPX - Expense Ratio Comparison
SCDGX has a 0.55% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
SCDGX vs. SWPPX — Risk / Return Rank
SCDGX
SWPPX
SCDGX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Core Equity Fund (SCDGX) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | 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 | 5.14 | -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 | SWPPX | 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 | 0.76 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.48 | +0.03 |
Correlation
The correlation between SCDGX and SWPPX 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. SWPPX - Dividend Comparison
SCDGX's dividend yield for the trailing twelve months is around 11.48%, more than SWPPX's 1.19% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
SCDGX vs. SWPPX - Drawdown Comparison
The maximum SCDGX drawdown since its inception was -55.85%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SCDGX and SWPPX.
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Drawdown Indicators
| SCDGX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.85% | -55.06% | -0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -12.10% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -22.77% | -24.51% | +1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | -33.80% | -1.27% |
Current DrawdownCurrent decline from peak | -9.43% | -8.89% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -10.00% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.49% | +0.35% |
Volatility
SCDGX vs. SWPPX - Volatility Comparison
The current volatility for DWS Core Equity Fund (SCDGX) is 3.94%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.29%. This indicates that SCDGX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCDGX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 4.29% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 9.11% | -0.05% |
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% | 16.89% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 18.19% | +0.17% |