SCINX vs. MGINX
SCINX (DWS CROCI International Fund) and MGINX (DWS Global Macro Fund) are both mutual funds - SCINX is a Foreign Large Cap Equities fund managed by DWS, while MGINX is a Tactical Allocation fund managed by DWS. Over the past 10 years, SCINX returned 10.37%/yr vs 5.64%/yr for MGINX. Their correlation of 0.87 means they have usually moved in the same direction. SCINX charges 0.91%/yr vs 0.79%/yr for MGINX.
Performance
SCINX vs. MGINX - Performance Comparison
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Returns By Period
In the year-to-date period, SCINX achieves a 15.72% return, which is significantly higher than MGINX's 3.15% return. Over the past 10 years, SCINX has outperformed MGINX with an annualized return of 10.37%, while MGINX has yielded a comparatively lower 5.64% annualized return.
SCINX
- 1D
- 1.47%
- 1M
- 4.96%
- 6M
- 8.41%
- YTD
- 15.72%
- 1Y
- 37.00%
- 3Y*
- 21.33%
- 5Y*
- 12.20%
- 10Y*
- 10.37%
- ALL TIME*
- 6.16%
MGINX
- 1D
- 1.04%
- 1M
- 0.00%
- 6M
- -1.38%
- YTD
- 3.15%
- 1Y
- 10.69%
- 3Y*
- 7.69%
- 5Y*
- 4.57%
- 10Y*
- 5.64%
- ALL TIME*
- 7.97%
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 |
SCINX vs. MGINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCINX DWS CROCI International Fund | 15.72% | 44.99% | 2.37% | 18.85% | -13.29% | 9.30% | 3.00% | 21.45% | -14.47% | 22.01% |
MGINX DWS Global Macro Fund | 3.15% | 14.73% | 3.56% | 9.15% | -6.87% | 6.36% | 2.26% | 12.61% | 0.33% | 13.65% |
Correlation
The correlation between SCINX and MGINX is 0.79, 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. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since May 15, 1995 | 0.87 |
The correlation between SCINX and MGINX shifts across timeframes, from 0.76 (3 years) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SCINX vs. MGINX — Risk / Return Rank
SCINX
MGINX
SCINX vs. MGINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS CROCI International Fund (SCINX) and DWS Global Macro Fund (MGINX). 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.
| SCINX | MGINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.24 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 1.44 | +1.51 |
| Martin ratioReturn relative to average drawdown | 9.42 | 4.60 | +4.82 |
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Drawdowns
SCINX vs. MGINX - Drawdown Comparison
The maximum SCINX drawdown since its inception was -63.90%, roughly equal to the maximum MGINX drawdown of -63.39%. Use the drawdown chart below to compare losses from any high point for SCINX and MGINX.
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Drawdown Indicators
| SCINX | MGINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.90% | -63.39% | -0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -7.41% | -4.87% |
Max Drawdown (3Y)Largest decline over 3 years | -14.23% | -7.41% | -6.82% |
Max Drawdown (5Y)Largest decline over 5 years | -29.91% | -12.16% | -17.75% |
Max Drawdown (10Y)Largest decline over 10 years | -35.59% | -15.12% | -20.47% |
Current DrawdownCurrent decline from peak | 0.00% | -2.61% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -16.84% | -13.71% | -3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.31% | +1.52% |
Volatility
SCINX vs. MGINX - Volatility Comparison
DWS CROCI International Fund (SCINX) has a higher volatility of 3.87% compared to DWS Global Macro Fund (MGINX) at 2.20%. This indicates that SCINX's price experiences larger fluctuations and is considered to be riskier than MGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCINX | MGINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 2.20% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 6.94% | +4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.81% | 8.10% | +5.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 6.97% | +8.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 7.17% | +8.61% |
SCINX vs. MGINX - Expense Ratio Comparison
SCINX has a 0.91% expense ratio, which is higher than MGINX's 0.79% expense ratio.
Dividends
SCINX vs. MGINX - Dividend Comparison
SCINX's dividend yield for the trailing twelve months is around 2.38%, more than MGINX's 1.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGINX DWS Global Macro Fund | 1.78% | 1.82% | 2.15% | 2.88% | 4.76% | 1.20% | 0.81% | 3.23% | 6.82% | 0.00% | 0.00% | 0.00% |
SCINX DWS CROCI International Fund | 2.38% | 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 MGINX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCINX has higher volatility (3.87%) compared to MGINX (2.20%). In terms of maximum drawdown, SCINX dropped -63.90% vs MGINX's -63.39%.
SCINX currently has the higher Sharpe Ratio (2.63 vs 1.32), 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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