SCGSX vs. DFRTX

Last updated Jun 4, 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: 0.32%
• 1M: 7.09%
• YTD: 7.91%
• 6M: 6.78%
• 1Y: 18.82%
• 3Y*: 20.34%
• 5Y*: 11.59%
• 10Y*: 16.12%

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	7.91%	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 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jul 2, 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: 16
SCGSX Sharpe Ratio Rank: 20
SCGSX Sortino Ratio Rank: 18
SCGSX Omega Ratio Rank: 19
SCGSX Calmar Ratio Rank: 11
SCGSX Martin Ratio Rank: 12

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.

	SCGSX	DFRTX	Difference
Sharpe ratio: Return per unit of total volatility	1.26	—	—
Sortino ratio: Return per unit of downside risk	1.78	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	1.09	—	—
Martin ratio: Return relative to average drawdown	3.52	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SCGSX	DFRTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.26	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	—	—

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	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-12.80%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.56%	—	—

Volatility

Volatility by Period

	SCGSX	DFRTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.26%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.62%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.82%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.48%	—	—

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 7.07%, more than DFRTX's 4.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFRTX DWS Floating Rate Fund	4.84%	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	7.07%	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 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.