SCGSX vs. DESGX
Compare and contrast key facts about DWS Capital Growth Fund (SCGSX) and DWS ESG Core Equity Fund (DESGX).
SCGSX is managed by DWS. It was launched on Jul 14, 2000. DESGX is managed by DWS. It was launched on Jul 31, 2005.
Performance
SCGSX vs. DESGX - Performance Comparison
Loading graphics...
SCGSX vs. DESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCGSX DWS Capital Growth Fund | -10.89% | 12.34% | 26.27% | 38.61% | -30.88% | 22.41% | 38.60% | 36.98% | -1.96% | 26.27% |
DESGX DWS ESG Core Equity Fund | -3.89% | 18.92% | 23.55% | 26.68% | -15.56% | 28.99% | 19.13% | 28.18% | -17.30% | 13.02% |
Returns By Period
In the year-to-date period, SCGSX achieves a -10.89% return, which is significantly lower than DESGX's -3.89% return. Over the past 10 years, SCGSX has outperformed DESGX with an annualized return of 14.00%, while DESGX has yielded a comparatively lower 11.70% annualized return.
SCGSX
- 1D
- 4.01%
- 1M
- -6.16%
- YTD
- -10.89%
- 6M
- -11.58%
- 1Y
- 8.09%
- 3Y*
- 15.52%
- 5Y*
- 7.77%
- 10Y*
- 14.00%
DESGX
- 1D
- 3.01%
- 1M
- -5.15%
- YTD
- -3.89%
- 6M
- 0.59%
- 1Y
- 21.52%
- 3Y*
- 18.19%
- 5Y*
- 12.39%
- 10Y*
- 11.70%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCGSX vs. DESGX - Expense Ratio Comparison
SCGSX has a 0.66% expense ratio, which is higher than DESGX's 0.64% expense ratio.
Return for Risk
SCGSX vs. DESGX — Risk / Return Rank
SCGSX
DESGX
SCGSX vs. DESGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Capital Growth Fund (SCGSX) and DWS ESG Core Equity Fund (DESGX). 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.
| SCGSX | DESGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 1.20 | -0.78 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.81 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.27 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.34 | 1.54 | -1.20 |
Martin ratioReturn relative to average drawdown | 1.19 | 7.36 | -6.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SCGSX | DESGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 1.20 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.73 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.64 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.49 | -0.10 |
Correlation
The correlation between SCGSX and DESGX is 0.89, 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
SCGSX vs. DESGX - Dividend Comparison
SCGSX's dividend yield for the trailing twelve months is around 8.56%, more than DESGX's 5.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCGSX DWS Capital Growth Fund | 8.56% | 7.62% | 9.06% | 7.18% | 7.81% | 6.64% | 5.59% | 5.98% | 17.00% | 9.08% | 8.49% | 11.02% |
DESGX DWS ESG Core Equity Fund | 5.99% | 5.76% | 7.94% | 2.80% | 4.21% | 12.80% | 4.06% | 7.61% | 21.12% | 3.53% | 6.49% | 7.25% |
Drawdowns
SCGSX vs. DESGX - Drawdown Comparison
The maximum SCGSX drawdown since its inception was -50.63%, smaller than the maximum DESGX drawdown of -58.26%. Use the drawdown chart below to compare losses from any high point for SCGSX and DESGX.
Loading graphics...
Drawdown Indicators
| SCGSX | DESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.63% | -58.26% | +7.63% |
Max Drawdown (1Y)Largest decline over 1 year | -18.09% | -13.18% | -4.91% |
Max Drawdown (5Y)Largest decline over 5 years | -35.81% | -22.01% | -13.80% |
Max Drawdown (10Y)Largest decline over 10 years | -35.81% | -34.68% | -1.13% |
Current DrawdownCurrent decline from peak | -14.81% | -6.66% | -8.15% |
Average DrawdownAverage peak-to-trough decline | -12.85% | -8.17% | -4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.25% | 2.76% | +2.49% |
Volatility
SCGSX vs. DESGX - Volatility Comparison
DWS Capital Growth Fund (SCGSX) has a higher volatility of 7.00% compared to DWS ESG Core Equity Fund (DESGX) at 5.33%. This indicates that SCGSX's price experiences larger fluctuations and is considered to be riskier than DESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SCGSX | DESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 5.33% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 9.97% | +2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.37% | 18.79% | +2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.83% | 17.13% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.44% | 18.21% | +2.23% |