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SCINX vs. KHYAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCINX vs. KHYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS CROCI International Fund (SCINX) and DWS High Income Fund (KHYAX). The values are adjusted to include any dividend payments, if applicable.

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SCINX vs. KHYAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCINX
DWS CROCI International Fund
1.17%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%
KHYAX
DWS High Income Fund
-1.11%7.54%7.02%11.44%-9.15%3.94%5.95%14.65%-2.46%7.18%

Returns By Period

In the year-to-date period, SCINX achieves a 1.17% return, which is significantly higher than KHYAX's -1.11% return. Over the past 10 years, SCINX has outperformed KHYAX with an annualized return of 8.95%, while KHYAX has yielded a comparatively lower 5.39% annualized return.


SCINX

1D
0.03%
1M
-10.46%
YTD
1.17%
6M
11.04%
1Y
29.12%
3Y*
17.69%
5Y*
10.06%
10Y*
8.95%

KHYAX

1D
0.00%
1M
-1.93%
YTD
-1.11%
6M
0.40%
1Y
6.76%
3Y*
6.98%
5Y*
3.62%
10Y*
5.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCINX vs. KHYAX - Expense Ratio Comparison

SCINX has a 0.91% expense ratio, which is lower than KHYAX's 0.94% expense ratio.


Return for Risk

SCINX vs. KHYAX — Risk / Return Rank

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

SCINX
SCINX Risk / Return Rank: 8585
Overall Rank
SCINX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 8787
Sortino Ratio Rank
SCINX Omega Ratio Rank: 8686
Omega Ratio Rank
SCINX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SCINX Martin Ratio Rank: 8181
Martin Ratio Rank

KHYAX
KHYAX Risk / Return Rank: 8989
Overall Rank
KHYAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
KHYAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
KHYAX Omega Ratio Rank: 9494
Omega Ratio Rank
KHYAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
KHYAX Martin Ratio Rank: 8989
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.

SCINX vs. KHYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI International Fund (SCINX) and DWS High Income Fund (KHYAX). 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.


SCINXKHYAXDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.84

-0.04

Sortino ratio

Return per unit of downside risk

2.35

2.41

-0.06

Omega ratio

Gain probability vs. loss probability

1.35

1.50

-0.15

Calmar ratio

Return relative to maximum drawdown

2.07

2.11

-0.04

Martin ratio

Return relative to average drawdown

7.99

9.89

-1.90

SCINX vs. KHYAX - Sharpe Ratio Comparison

The current SCINX Sharpe Ratio is 1.81, which is comparable to the KHYAX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SCINX and KHYAX, 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


SCINXKHYAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.84

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.74

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.92

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

1.03

-0.71

Correlation

The correlation between SCINX and KHYAX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SCINX vs. KHYAX - Dividend Comparison

SCINX's dividend yield for the trailing twelve months is around 2.72%, less than KHYAX's 6.67% yield.


TTM20252024202320222021202020192018201720162015
SCINX
DWS CROCI International Fund
2.72%2.75%3.20%3.55%3.48%3.89%1.80%3.39%3.73%2.49%3.76%3.52%
KHYAX
DWS High Income Fund
6.67%5.41%6.08%5.70%5.33%4.50%4.47%4.86%5.67%5.24%5.03%5.84%

Drawdowns

SCINX vs. KHYAX - Drawdown Comparison

The maximum SCINX drawdown since its inception was -63.90%, which is greater than KHYAX's maximum drawdown of -31.54%. Use the drawdown chart below to compare losses from any high point for SCINX and KHYAX.


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Drawdown Indicators


SCINXKHYAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.90%

-31.54%

-32.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-2.97%

-9.31%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-13.22%

-16.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

-22.42%

-13.17%

Current Drawdown

Current decline from peak

-10.91%

-2.15%

-8.76%

Average Drawdown

Average peak-to-trough decline

-16.95%

-4.42%

-12.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

0.63%

+2.70%

Volatility

SCINX vs. KHYAX - Volatility Comparison

DWS CROCI International Fund (SCINX) has a higher volatility of 5.61% compared to DWS High Income Fund (KHYAX) at 1.16%. This indicates that SCINX's price experiences larger fluctuations and is considered to be riskier than KHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCINXKHYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

1.16%

+4.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

1.86%

+8.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

3.71%

+11.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

4.88%

+10.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

5.89%

+10.15%