SCGSX vs. POGAX

In the year-to-date period, SCGSX achieves a 0.91% return, which is significantly higher than POGAX's -1.64% return. Over the past 10 years, SCGSX has underperformed POGAX with an annualized return of 13.77%, while POGAX has yielded a comparatively higher 15.51% annualized return.

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SCGSX has a 0.66% expense ratio, which is lower than POGAX's 0.99% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DWS Capital Growth Fund (SCGSX) and Putnam Growth Opportunities Fund (POGAX). 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.

The current SCGSX Sharpe Ratio is 0.66, which is comparable to the POGAX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of SCGSX and POGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SCGSX's dividend yield for the trailing twelve months is around 8.98%, more than POGAX's 4.66% yield.

The maximum SCGSX drawdown since its inception was -54.56%, smaller than the maximum POGAX drawdown of -76.55%. Use the drawdown chart below to compare losses from any high point for SCGSX and POGAX.

The current volatility for DWS Capital Growth Fund (SCGSX) is 5.12%, while Putnam Growth Opportunities Fund (POGAX) has a volatility of 5.54%. This indicates that SCGSX experiences smaller price fluctuations and is considered to be less risky than POGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.