SCGVX vs. SGSCX
SCGVX (Sands Capital Global Growth Fund) and SGSCX (DWS Global Small Cap Fund) are both Global Equities funds. Over the past 10 years, SCGVX returned 9.66%/yr vs 8.34%/yr for SGSCX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. SCGVX charges 1.15%/yr vs 1.12%/yr for SGSCX.
Performance
SCGVX vs. SGSCX - Performance Comparison
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Returns By Period
In the year-to-date period, SCGVX achieves a -1.81% return, which is significantly lower than SGSCX's 18.42% return. Over the past 10 years, SCGVX has outperformed SGSCX with an annualized return of 9.66%, while SGSCX has yielded a comparatively lower 8.34% annualized return.
SCGVX
- 1D
- 2.31%
- 1M
- -4.19%
- 6M
- 1.92%
- YTD
- -1.81%
- 1Y
- -1.27%
- 3Y*
- 9.36%
- 5Y*
- -1.87%
- 10Y*
- 9.66%
- ALL TIME*
- 9.38%
SGSCX
- 1D
- 2.28%
- 1M
- -1.84%
- 6M
- 9.13%
- YTD
- 18.42%
- 1Y
- 36.35%
- 3Y*
- 15.81%
- 5Y*
- 7.63%
- 10Y*
- 8.34%
- ALL TIME*
- 8.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SCGVX vs. SGSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | -1.81% | 10.68% | 15.64% | 31.49% | -43.49% | 9.56% | 49.33% | 29.89% | -2.97% | 38.38% |
SGSCX DWS Global Small Cap Fund | 18.42% | 20.22% | 5.35% | 24.62% | -24.63% | 15.10% | 16.98% | 22.29% | -21.96% | 19.80% |
Correlation
The correlation between SCGVX and SGSCX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | 0.78 |
The correlation between SCGVX and SGSCX has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.
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Return for Risk
SCGVX vs. SGSCX — Risk / Return Rank
SCGVX
SGSCX
SCGVX vs. SGSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sands Capital Global Growth Fund (SCGVX) and DWS Global Small Cap Fund (SGSCX). 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.
| SCGVX | SGSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.36 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 3.66 | -3.83 |
| Martin ratioReturn relative to average drawdown | -0.50 | 12.87 | -13.38 |
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Drawdowns
SCGVX vs. SGSCX - Drawdown Comparison
The maximum SCGVX drawdown since its inception was -53.96%, smaller than the maximum SGSCX drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for SCGVX and SGSCX.
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Drawdown Indicators
| SCGVX | SGSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -62.26% | +8.30% |
Max Drawdown (1Y)Largest decline over 1 year | -21.39% | -9.54% | -11.85% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -22.37% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -53.96% | -33.72% | -20.24% |
Max Drawdown (10Y)Largest decline over 10 years | -53.96% | -45.98% | -7.98% |
Current DrawdownCurrent decline from peak | -17.06% | -4.11% | -12.95% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -14.06% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 2.70% | +4.72% |
Volatility
SCGVX vs. SGSCX - Volatility Comparison
Sands Capital Global Growth Fund (SCGVX) has a higher volatility of 5.84% compared to DWS Global Small Cap Fund (SGSCX) at 4.97%. This indicates that SCGVX's price experiences larger fluctuations and is considered to be riskier than SGSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCGVX | SGSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 4.97% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 12.85% | +4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 16.51% | +3.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.90% | 19.00% | +6.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 19.39% | +3.71% |
SCGVX vs. SGSCX - Expense Ratio Comparison
SCGVX has a 1.15% expense ratio, which is higher than SGSCX's 1.12% expense ratio.
Dividends
SCGVX vs. SGSCX - Dividend Comparison
SCGVX's dividend yield for the trailing twelve months is around 47.43%, more than SGSCX's 8.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | 47.43% | 46.57% | 9.14% | 0.00% | 0.00% | 13.05% | 3.34% | 5.97% | 9.05% | 0.23% | 0.00% | 0.00% |
SGSCX DWS Global Small Cap Fund | 8.76% | 10.37% | 6.35% | 5.12% | 5.42% | 16.72% | 0.36% | 0.29% | 18.31% | 11.13% | 7.52% | 6.04% |
Frequently Asked Questions
SCGVX and SGSCX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGVX has higher volatility (5.84%) compared to SGSCX (4.97%). In terms of maximum drawdown, SCGVX dropped -53.96% vs SGSCX's -62.26%.
SGSCX currently has the higher Sharpe Ratio (2.12 vs -0.19), 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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