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SCGSX vs. RRRRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCGSX vs. RRRRX - Performance Comparison

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

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SCGSX vs. RRRRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCGSX
DWS Capital Growth Fund
-14.32%12.34%26.27%38.61%-30.88%22.41%38.60%36.98%-1.96%26.27%
RRRRX
DWS RREEF Real Estate Securities Fund
2.68%-0.72%6.11%12.35%-27.32%43.02%-4.84%29.66%-3.21%6.43%

Returns By Period

In the year-to-date period, SCGSX achieves a -14.32% return, which is significantly lower than RRRRX's 2.68% return. Over the past 10 years, SCGSX has outperformed RRRRX with an annualized return of 13.55%, while RRRRX has yielded a comparatively lower 4.92% annualized return.


SCGSX

1D
-0.87%
1M
-9.41%
YTD
-14.32%
6M
-14.91%
1Y
4.68%
3Y*
14.02%
5Y*
7.30%
10Y*
13.55%

RRRRX

1D
0.33%
1M
-7.06%
YTD
2.68%
6M
0.63%
1Y
0.82%
3Y*
5.91%
5Y*
3.21%
10Y*
4.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCGSX vs. RRRRX - Expense Ratio Comparison

SCGSX has a 0.66% expense ratio, which is higher than RRRRX's 0.61% expense ratio.


Return for Risk

SCGSX vs. RRRRX — Risk / Return Rank

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

SCGSX
SCGSX Risk / Return Rank: 99
Overall Rank
SCGSX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SCGSX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SCGSX Omega Ratio Rank: 1111
Omega Ratio Rank
SCGSX Calmar Ratio Rank: 88
Calmar Ratio Rank
SCGSX Martin Ratio Rank: 88
Martin Ratio Rank

RRRRX
RRRRX Risk / Return Rank: 88
Overall Rank
RRRRX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
RRRRX Sortino Ratio Rank: 77
Sortino Ratio Rank
RRRRX Omega Ratio Rank: 77
Omega Ratio Rank
RRRRX Calmar Ratio Rank: 99
Calmar Ratio Rank
RRRRX Martin Ratio Rank: 99
Martin Ratio Rank
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. RRRRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Capital Growth Fund (SCGSX) and DWS RREEF Real Estate Securities Fund (RRRRX). 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.


SCGSXRRRRXDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.11

+0.11

Sortino ratio

Return per unit of downside risk

0.49

0.26

+0.23

Omega ratio

Gain probability vs. loss probability

1.07

1.04

+0.03

Calmar ratio

Return relative to maximum drawdown

0.09

0.14

-0.05

Martin ratio

Return relative to average drawdown

0.31

0.56

-0.24

SCGSX vs. RRRRX - Sharpe Ratio Comparison

The current SCGSX Sharpe Ratio is 0.23, which is higher than the RRRRX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of SCGSX and RRRRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCGSXRRRRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.11

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.17

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.24

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.33

+0.05

Correlation

The correlation between SCGSX and RRRRX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SCGSX vs. RRRRX - Dividend Comparison

SCGSX's dividend yield for the trailing twelve months is around 8.90%, more than RRRRX's 2.47% yield.


TTM20252024202320222021202020192018201720162015
SCGSX
DWS Capital Growth Fund
8.90%7.62%9.06%7.18%7.81%6.64%5.59%5.98%17.00%9.08%8.49%11.02%
RRRRX
DWS RREEF Real Estate Securities Fund
2.47%2.02%2.77%1.82%4.44%7.68%3.53%7.94%4.56%4.97%12.39%13.74%

Drawdowns

SCGSX vs. RRRRX - Drawdown Comparison

The maximum SCGSX drawdown since its inception was -50.63%, smaller than the maximum RRRRX drawdown of -74.05%. Use the drawdown chart below to compare losses from any high point for SCGSX and RRRRX.


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Drawdown Indicators


SCGSXRRRRXDifference

Max Drawdown

Largest peak-to-trough decline

-50.63%

-74.05%

+23.42%

Max Drawdown (1Y)

Largest decline over 1 year

-18.09%

-12.03%

-6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-35.81%

-34.31%

-1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-35.81%

-41.14%

+5.33%

Current Drawdown

Current decline from peak

-18.09%

-11.68%

-6.41%

Average Drawdown

Average peak-to-trough decline

-12.85%

-12.61%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.25%

3.06%

+2.19%

Volatility

SCGSX vs. RRRRX - Volatility Comparison

DWS Capital Growth Fund (SCGSX) has a higher volatility of 5.48% compared to DWS RREEF Real Estate Securities Fund (RRRRX) at 4.24%. This indicates that SCGSX's price experiences larger fluctuations and is considered to be riskier than RRRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCGSXRRRRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

4.24%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

9.09%

+2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

15.93%

+5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.76%

18.52%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

20.64%

-0.24%