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SCINX vs. PLUSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCINX vs. PLUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS CROCI International Fund (SCINX) and DWS Multi-Asset Moderate Allocation Fund (PLUSX). The values are adjusted to include any dividend payments, if applicable.

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SCINX vs. PLUSX - 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%
PLUSX
DWS Multi-Asset Moderate Allocation Fund
-2.93%13.39%8.31%13.89%-14.98%13.24%8.21%19.71%-7.64%13.81%

Returns By Period

In the year-to-date period, SCINX achieves a 1.17% return, which is significantly higher than PLUSX's -2.93% return. Over the past 10 years, SCINX has outperformed PLUSX with an annualized return of 8.95%, while PLUSX has yielded a comparatively lower 6.57% 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%

PLUSX

1D
-0.13%
1M
-6.17%
YTD
-2.93%
6M
-0.83%
1Y
10.69%
3Y*
9.10%
5Y*
4.81%
10Y*
6.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCINX vs. PLUSX - Expense Ratio Comparison

SCINX has a 0.91% expense ratio, which is higher than PLUSX's 0.60% expense ratio.


Return for Risk

SCINX vs. PLUSX — 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

PLUSX
PLUSX Risk / Return Rank: 5353
Overall Rank
PLUSX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PLUSX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PLUSX Omega Ratio Rank: 5454
Omega Ratio Rank
PLUSX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PLUSX Martin Ratio Rank: 5757
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. PLUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI International Fund (SCINX) and DWS Multi-Asset Moderate Allocation Fund (PLUSX). 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.


SCINXPLUSXDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.00

+0.81

Sortino ratio

Return per unit of downside risk

2.35

1.46

+0.89

Omega ratio

Gain probability vs. loss probability

1.35

1.22

+0.14

Calmar ratio

Return relative to maximum drawdown

2.07

1.20

+0.88

Martin ratio

Return relative to average drawdown

7.99

5.52

+2.47

SCINX vs. PLUSX - Sharpe Ratio Comparison

The current SCINX Sharpe Ratio is 1.81, which is higher than the PLUSX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SCINX and PLUSX, 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


SCINXPLUSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.00

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.45

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.58

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.35

-0.03

Correlation

The correlation between SCINX and PLUSX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SCINX vs. PLUSX - Dividend Comparison

SCINX's dividend yield for the trailing twelve months is around 2.72%, less than PLUSX's 2.78% 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%
PLUSX
DWS Multi-Asset Moderate Allocation Fund
2.78%2.70%41.59%5.78%2.99%9.67%4.22%5.80%5.55%5.58%6.05%10.87%

Drawdowns

SCINX vs. PLUSX - Drawdown Comparison

The maximum SCINX drawdown since its inception was -63.90%, which is greater than PLUSX's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for SCINX and PLUSX.


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Drawdown Indicators


SCINXPLUSXDifference

Max Drawdown

Largest peak-to-trough decline

-63.90%

-53.39%

-10.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-8.03%

-4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-20.77%

-9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

-25.65%

-9.94%

Current Drawdown

Current decline from peak

-10.91%

-6.63%

-4.28%

Average Drawdown

Average peak-to-trough decline

-16.95%

-7.56%

-9.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

1.77%

+1.56%

Volatility

SCINX vs. PLUSX - Volatility Comparison

DWS CROCI International Fund (SCINX) has a higher volatility of 5.61% compared to DWS Multi-Asset Moderate Allocation Fund (PLUSX) at 3.08%. This indicates that SCINX's price experiences larger fluctuations and is considered to be riskier than PLUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCINXPLUSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

3.08%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

6.16%

+3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

10.99%

+4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

10.72%

+4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

11.35%

+4.69%