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SCINX vs. KTCAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCINX vs. KTCAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SCINX achieves a 8.99% return, which is significantly lower than KTCAX's 29.66% return. Over the past 10 years, SCINX has underperformed KTCAX with an annualized return of 9.65%, while KTCAX has yielded a comparatively higher 23.42% annualized return.


SCINX

1D
-0.15%
1M
3.15%
YTD
8.99%
6M
12.22%
1Y
32.10%
3Y*
21.31%
5Y*
10.27%
10Y*
9.65%

KTCAX

1D
1.62%
1M
16.78%
YTD
29.66%
6M
27.50%
1Y
56.01%
3Y*
37.14%
5Y*
20.33%
10Y*
23.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCINX vs. KTCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCINX
DWS CROCI International Fund
8.99%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%
KTCAX
DWS Science and Technology Fund
29.66%21.21%40.51%57.73%-36.66%22.68%46.12%42.35%-1.03%35.79%

Correlation

The correlation between SCINX and KTCAX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jan 3, 1990

0.49

The correlation between SCINX and KTCAX shifts across timeframes, from 0.44 (1 year) to 0.57 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SCINX vs. KTCAX — Risk / Return Rank

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

SCINX
SCINX Risk / Return Rank: 5151
Overall Rank
SCINX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SCINX Omega Ratio Rank: 5555
Omega Ratio Rank
SCINX Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCINX Martin Ratio Rank: 4040
Martin Ratio Rank

KTCAX
KTCAX Risk / Return Rank: 7272
Overall Rank
KTCAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
KTCAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
KTCAX Omega Ratio Rank: 6767
Omega Ratio Rank
KTCAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
KTCAX Martin Ratio Rank: 6161
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. KTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI International Fund (SCINX) and DWS Science and Technology Fund (KTCAX). 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.


SCINXKTCAXDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.41

1.46

-0.05

Calmar ratioReturn relative to maximum drawdown

2.55

3.49

-0.94

Martin ratioReturn relative to average drawdown

8.66

12.10

-3.44

SCINX vs. KTCAX - Sharpe Ratio Comparison

The current SCINX Sharpe Ratio is 2.25, which is comparable to the KTCAX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of SCINX and KTCAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCINXKTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

2.80

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.82

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.98

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.38

-0.04

Drawdowns

SCINX vs. KTCAX - Drawdown Comparison

The maximum SCINX drawdown since its inception was -63.90%, smaller than the maximum KTCAX drawdown of -82.20%. Use the drawdown chart below to compare losses from any high point for SCINX and KTCAX.


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Drawdown Indicators


SCINXKTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.90%

-82.20%

+18.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-16.60%

+4.32%

Max Drawdown (3Y)

Largest decline over 3 years

-14.23%

-25.52%

+11.29%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-42.37%

+12.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

-42.37%

+6.78%

Current Drawdown

Current decline from peak

-4.02%

0.00%

-4.02%

Average Drawdown

Average peak-to-trough decline

-16.90%

-27.90%

+11.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

4.77%

-1.17%

Volatility

SCINX vs. KTCAX - Volatility Comparison

The current volatility for DWS CROCI International Fund (SCINX) is 4.29%, while DWS Science and Technology Fund (KTCAX) has a volatility of 5.85%. This indicates that SCINX experiences smaller price fluctuations and is considered to be less risky than KTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCINXKTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

5.85%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

16.48%

-5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.92%

20.71%

-6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

24.99%

-9.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

24.10%

-8.02%

SCINX vs. KTCAX - Expense Ratio Comparison

SCINX has a 0.91% expense ratio, which is higher than KTCAX's 0.89% expense ratio.


Dividends

SCINX vs. KTCAX - Dividend Comparison

SCINX's dividend yield for the trailing twelve months is around 2.52%, less than KTCAX's 6.42% yield.


PositionTTM20252024202320222021202020192018201720162015
KTCAX
DWS Science and Technology Fund
6.42%8.32%10.15%11.73%6.31%10.93%7.36%8.99%14.35%4.50%2.32%11.97%
SCINX
DWS CROCI International Fund
2.52%2.75%3.20%3.55%3.48%3.89%1.80%3.39%3.73%2.49%3.76%3.52%

Frequently Asked Questions


SCINX and KTCAX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KTCAX has higher volatility (5.85%) compared to SCINX (4.29%). In terms of maximum drawdown, SCINX dropped -63.90% vs KTCAX's -82.20%.

KTCAX currently has the higher Sharpe Ratio (2.80 vs 2.25), 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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