SCDGX vs. VOO
Compare and contrast key facts about DWS Core Equity Fund (SCDGX) and Vanguard S&P 500 ETF (VOO).
SCDGX is managed by DWS. It was launched on May 31, 1929. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
SCDGX vs. VOO - Performance Comparison
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SCDGX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, SCDGX achieves a -7.39% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, SCDGX has underperformed VOO with an annualized return of 13.19%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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SCDGX vs. VOO - Expense Ratio Comparison
SCDGX has a 0.55% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
SCDGX vs. VOO — Risk / Return Rank
SCDGX
VOO
SCDGX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Core Equity Fund (SCDGX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.98 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.50 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.53 | -0.64 |
Martin ratioReturn relative to average drawdown | 4.16 | 7.29 | -3.14 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.98 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.70 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.78 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.83 | -0.32 |
Correlation
The correlation between SCDGX and VOO 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. VOO - Dividend Comparison
SCDGX's dividend yield for the trailing twelve months is around 11.48%, more than VOO'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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
SCDGX vs. VOO - Drawdown Comparison
The maximum SCDGX drawdown since its inception was -55.85%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SCDGX and VOO.
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Drawdown Indicators
| SCDGX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.85% | -33.99% | -21.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -11.98% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -22.77% | -24.52% | +1.75% |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | -33.99% | -1.08% |
Current DrawdownCurrent decline from peak | -9.43% | -6.29% | -3.14% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -3.72% | -4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.52% | +0.32% |
Volatility
SCDGX vs. VOO - Volatility Comparison
The current volatility for DWS Core Equity Fund (SCDGX) is 3.94%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that SCDGX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCDGX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 5.29% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 9.44% | -0.38% |
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% | 16.82% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 17.99% | +0.37% |