SCGSX vs. SCQGX
SCGSX (DWS Capital Growth Fund) and SCQGX (DWS Large Cap Focus Growth Fund) are both Large Cap Growth Equities funds from DWS. Over the past 10 years, SCGSX returned 15.92%/yr vs 16.72%/yr for SCQGX. With a 0.99 correlation, they move nearly in lockstep. SCGSX charges 0.66%/yr vs 0.83%/yr for SCQGX.
Performance
SCGSX vs. SCQGX - Performance Comparison
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Returns By Period
In the year-to-date period, SCGSX achieves a 4.40% return, which is significantly lower than SCQGX's 7.36% return. Over the past 10 years, SCGSX has underperformed SCQGX with an annualized return of 15.92%, while SCQGX has yielded a comparatively higher 16.72% annualized return.
SCGSX
- 1D
- 1.91%
- 1M
- 0.62%
- YTD
- 4.40%
- 6M
- 4.19%
- 1Y
- 15.25%
- 3Y*
- 18.08%
- 5Y*
- 9.89%
- 10Y*
- 15.92%
SCQGX
- 1D
- 1.86%
- 1M
- 0.68%
- YTD
- 7.36%
- 6M
- 6.96%
- 1Y
- 23.68%
- 3Y*
- 21.57%
- 5Y*
- 11.49%
- 10Y*
- 16.72%
SCGSX vs. SCQGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCGSX DWS Capital Growth Fund | 4.40% | 12.34% | 26.27% | 38.61% | -30.88% | 22.41% | 38.60% | 36.98% | -1.96% | 26.27% |
SCQGX DWS Large Cap Focus Growth Fund | 7.36% | 15.68% | 29.47% | 41.14% | -33.56% | 23.59% | 40.77% | 37.33% | -1.92% | 25.13% |
Correlation
The correlation between SCGSX and SCQGX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.99 |
The correlation between SCGSX and SCQGX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
SCGSX vs. SCQGX — Risk / Return Rank
SCGSX
SCQGX
SCGSX vs. SCQGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Capital Growth Fund (SCGSX) and DWS Large Cap Focus Growth Fund (SCQGX). 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 | SCQGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.31 | -0.50 |
| Martin ratioReturn relative to average drawdown | 2.58 | 4.40 | -1.82 |
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Drawdowns
SCGSX vs. SCQGX - Drawdown Comparison
The maximum SCGSX drawdown since its inception was -50.63%, smaller than the maximum SCQGX drawdown of -64.09%. Use the drawdown chart below to compare losses from any high point for SCGSX and SCQGX.
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Drawdown Indicators
| SCGSX | SCQGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.63% | -64.09% | +13.46% |
Max Drawdown (1Y)Largest decline over 1 year | -18.09% | -17.77% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -21.75% | -23.77% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -35.81% | -37.69% | +1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -35.81% | -37.69% | +1.88% |
Current DrawdownCurrent decline from peak | -3.25% | -3.30% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -12.78% | -19.18% | +6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.66% | 5.25% | +0.41% |
Volatility
SCGSX vs. SCQGX - Volatility Comparison
DWS Capital Growth Fund (SCGSX) and DWS Large Cap Focus Growth Fund (SCQGX) have volatilities of 7.22% and 7.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCGSX | SCQGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.22% | 7.43% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.74% | 14.72% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.80% | 18.15% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.99% | 22.23% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.58% | 21.14% | -0.56% |
SCGSX vs. SCQGX - Expense Ratio Comparison
SCGSX has a 0.66% expense ratio, which is lower than SCQGX's 0.83% expense ratio.
Dividends
SCGSX vs. SCQGX - Dividend Comparison
SCGSX's dividend yield for the trailing twelve months is around 7.30%, less than SCQGX's 14.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCGSX DWS Capital Growth Fund | 7.30% | 7.62% | 9.06% | 7.18% | 7.81% | 6.64% | 5.59% | 5.98% | 17.00% | 9.08% | 8.49% | 11.02% |
SCQGX DWS Large Cap Focus Growth Fund | 14.47% | 15.53% | 8.91% | 1.75% | 4.85% | 8.53% | 4.11% | 5.59% | 6.16% | 3.68% | 7.44% | 15.37% |
Frequently Asked Questions
With a correlation of 0.98, SCGSX and SCQGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SCQGX has higher volatility (7.43%) compared to SCGSX (7.22%). In terms of maximum drawdown, SCGSX dropped -50.63% vs SCQGX's -64.09%.
SCQGX currently has the higher Sharpe Ratio (1.28 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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