SCHLX vs. GGHCX
SCHLX (DWS Health and Wellness Fund) and GGHCX (Invesco Health Care Fund) are both Health & Biotech Equities funds. Over the past 10 years, SCHLX returned 8.08%/yr vs 7.72%/yr for GGHCX. Their correlation of 0.91 suggests significant overlap in exposure. SCHLX charges 0.84%/yr vs 1.04%/yr for GGHCX.
Performance
SCHLX vs. GGHCX - Performance Comparison
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Returns By Period
In the year-to-date period, SCHLX achieves a 0.99% return, which is significantly lower than GGHCX's 5.42% return. Both investments have delivered pretty close results over the past 10 years, with SCHLX having a 8.08% annualized return and GGHCX not far behind at 7.72%.
SCHLX
- 1D
- -0.16%
- 1M
- 5.13%
- 6M
- -1.06%
- YTD
- 0.99%
- 1Y
- 15.29%
- 3Y*
- 7.74%
- 5Y*
- 4.20%
- 10Y*
- 8.08%
GGHCX
- 1D
- 0.07%
- 1M
- 8.24%
- 6M
- 4.69%
- YTD
- 5.42%
- 1Y
- 19.55%
- 3Y*
- 9.04%
- 5Y*
- 3.36%
- 10Y*
- 7.72%
SCHLX vs. GGHCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHLX DWS Health and Wellness Fund | 0.99% | 12.67% | 3.62% | 5.56% | -7.22% | 15.43% | 15.40% | 22.40% | 3.50% | 19.37% |
GGHCX Invesco Health Care Fund | 5.42% | 15.48% | 3.96% | 3.05% | -13.53% | 12.05% | 14.52% | 32.01% | 0.27% | 15.51% |
Correlation
The correlation between SCHLX and GGHCX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | 0.91 |
The correlation between SCHLX and GGHCX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
SCHLX vs. GGHCX — Risk / Return Rank
SCHLX
GGHCX
SCHLX vs. GGHCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Health and Wellness Fund (SCHLX) and Invesco Health Care Fund (GGHCX). 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.
| SCHLX | GGHCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.40 | -0.26 |
| Martin ratioReturn relative to average drawdown | 2.56 | 3.09 | -0.53 |
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Drawdowns
SCHLX vs. GGHCX - Drawdown Comparison
The maximum SCHLX drawdown since its inception was -45.46%, which is greater than GGHCX's maximum drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for SCHLX and GGHCX.
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Drawdown Indicators
| SCHLX | GGHCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.46% | -40.23% | -5.23% |
Max Drawdown (1Y)Largest decline over 1 year | -13.08% | -13.53% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -17.73% | -16.86% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -18.62% | -25.37% | +6.75% |
Max Drawdown (10Y)Largest decline over 10 years | -27.47% | -29.34% | +1.87% |
Current DrawdownCurrent decline from peak | -2.47% | -1.14% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -8.81% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 6.11% | -0.31% |
Volatility
SCHLX vs. GGHCX - Volatility Comparison
DWS Health and Wellness Fund (SCHLX) has a higher volatility of 5.72% compared to Invesco Health Care Fund (GGHCX) at 4.89%. This indicates that SCHLX's price experiences larger fluctuations and is considered to be riskier than GGHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHLX | GGHCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 4.89% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 11.69% | 11.07% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 14.03% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 15.67% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 17.41% | -0.72% |
SCHLX vs. GGHCX - Expense Ratio Comparison
SCHLX has a 0.84% expense ratio, which is lower than GGHCX's 1.04% expense ratio.
Dividends
SCHLX vs. GGHCX - Dividend Comparison
SCHLX's dividend yield for the trailing twelve months is around 5.15%, less than GGHCX's 5.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGHCX Invesco Health Care Fund | 5.39% | 5.69% | 5.17% | 0.00% | 0.00% | 24.69% | 6.44% | 3.51% | 8.81% | 6.88% | 2.24% | 15.07% |
SCHLX DWS Health and Wellness Fund | 5.15% | 5.21% | 1.19% | 5.29% | 1.77% | 9.02% | 9.13% | 9.88% | 11.48% | 6.52% | 2.84% | 16.39% |
Frequently Asked Questions
SCHLX and GGHCX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHLX has higher volatility (5.72%) compared to GGHCX (4.89%). In terms of maximum drawdown, SCHLX dropped -45.46% vs GGHCX's -40.23%.
GGHCX currently has the higher Sharpe Ratio (1.35 vs 0.95), 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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