SCGSX vs. DFRTX

Last updated Jun 24, 2026

SCGSX (DWS Capital Growth Fund) and DFRTX (DWS Floating Rate Fund) are both mutual funds - SCGSX is a Large Cap Growth Equities fund managed by DWS, while DFRTX is a Bank Loan fund managed by DWS. At a 0.23 correlation, their price movements are largely independent. SCGSX charges 0.66%/yr vs 0.78%/yr for DFRTX.

Performance

SCGSX vs. DFRTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Capital Growth Fund (SCGSX) and DWS Floating Rate Fund (DFRTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SCGSX

• 1D: -1.43%
• 1M: -0.82%
• YTD: 2.90%
• 6M: 1.92%
• 1Y: 12.51%
• 3Y*: 17.85%
• 5Y*: 9.12%
• 10Y*: 16.04%

DFRTX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCGSX vs. DFRTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCGSX DWS Capital Growth Fund	2.90%	12.34%	26.27%	38.61%	-30.88%	22.41%	38.60%	36.98%	-1.96%	26.27%
DFRTX DWS Floating Rate Fund	0.51%	3.50%	7.82%	11.54%	-1.54%	3.85%	1.12%	8.66%	-0.49%	1.68%

Correlation

The correlation between SCGSX and DFRTX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jun 29, 2007	0.23

Return for Risk

SCGSX vs. DFRTX — Risk / Return Rank

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

SCGSX

SCGSX Risk / Return Rank: 10
SCGSX Sharpe Ratio Rank: 11
SCGSX Sortino Ratio Rank: 11
SCGSX Omega Ratio Rank: 11
SCGSX Calmar Ratio Rank: 8
SCGSX Martin Ratio Rank: 9

DFRTX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SCGSX vs. DFRTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Capital Growth Fund (SCGSX) and DWS Floating Rate Fund (DFRTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SCGSX	DFRTX	Difference
Sharpe ratio: Return per unit of total volatility	0.81	—	—
Sortino ratio: Return per unit of downside risk	1.20	—	—
Omega ratio: Gain probability vs. loss probability	1.15	—	—
Calmar ratio: Return relative to maximum drawdown	0.76	—	—
Martin ratio: Return relative to average drawdown	2.41	—	—

Drawdowns

Drawdown Indicators

	SCGSX	DFRTX	Difference
Max Drawdown Largest peak-to-trough decline	-50.63%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-18.09%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.75%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.81%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.81%	—	—
Current Drawdown Current decline from peak	-4.64%	—	—
Average Drawdown Average peak-to-trough decline	-12.78%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.67%	—	—

Volatility

Volatility by Period

	SCGSX	DFRTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.29%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.82%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.88%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.00%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.59%	—	—

SCGSX vs. DFRTX - Expense Ratio Comparison

SCGSX has a 0.66% expense ratio, which is lower than DFRTX's 0.78% expense ratio.

Dividends

SCGSX vs. DFRTX - Dividend Comparison

SCGSX's dividend yield for the trailing twelve months is around 7.41%, more than DFRTX's 4.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFRTX DWS Floating Rate Fund	4.24%	6.04%	8.77%	8.33%	4.36%	3.41%	3.84%	4.90%	4.30%	4.49%	4.86%	4.73%
SCGSX DWS Capital Growth Fund	7.41%	7.62%	9.06%	7.18%	7.81%	6.64%	5.59%	5.98%	17.00%	9.08%	8.49%	11.02%

Frequently Asked Questions

Can I hold both SCGSX and DFRTX in my portfolio?

SCGSX and DFRTX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.