SCINX vs. PLUSX

Last updated Jun 4, 2026

SCINX (DWS CROCI International Fund) and PLUSX (DWS Multi-Asset Moderate Allocation Fund) are both mutual funds - SCINX is a Foreign Large Cap Equities fund managed by DWS, while PLUSX is a Diversified Portfolio fund managed by DWS. Over the past 10 years, SCINX returned 9.65%/yr vs 7.65%/yr for PLUSX. Their correlation of 0.83 suggests significant overlap in exposure. SCINX charges 0.91%/yr vs 0.60%/yr for PLUSX.

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.

Returns By Period

The year-to-date returns for both stocks are quite close, with SCINX having a 8.99% return and PLUSX slightly lower at 8.80%. Over the past 10 years, SCINX has outperformed PLUSX with an annualized return of 9.65%, while PLUSX has yielded a comparatively lower 7.65% 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%

PLUSX

• 1D: 0.35%
• 1M: 3.77%
• YTD: 8.80%
• 6M: 9.22%
• 1Y: 19.50%
• 3Y*: 13.08%
• 5Y*: 6.21%
• 10Y*: 7.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCINX vs. PLUSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
PLUSX DWS Multi-Asset Moderate Allocation Fund	8.80%	13.39%	8.31%	13.89%	-14.98%	13.24%	8.21%	19.71%	-7.64%	13.81%

Correlation

The correlation between SCINX and PLUSX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (10Y) Calculated over the trailing 10-year period	0.78
Correlation (All Time) Calculated using the full available price history since Nov 3, 2004	0.83

The correlation between SCINX and PLUSX shifts across timeframes, from 0.72 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

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: 51
SCINX Sharpe Ratio Rank: 59
SCINX Sortino Ratio Rank: 57
SCINX Omega Ratio Rank: 55
SCINX Calmar Ratio Rank: 45
SCINX Martin Ratio Rank: 40

PLUSX

PLUSX Risk / Return Rank: 66
PLUSX Sharpe Ratio Rank: 68
PLUSX Sortino Ratio Rank: 67
PLUSX Omega Ratio Rank: 67
PLUSX Calmar Ratio Rank: 61
PLUSX Martin Ratio Rank: 68

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.

	SCINX	PLUSX	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.41	-0.16
Sortino ratio: Return per unit of downside risk	3.16	3.42	-0.26
Omega ratio: Gain probability vs. loss probability	1.41	1.46	-0.05
Calmar ratio: Return relative to maximum drawdown	2.55	2.99	-0.44
Martin ratio: Return relative to average drawdown	8.66	13.09	-4.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCINX vs. PLUSX - Sharpe Ratio Comparison

The current SCINX Sharpe Ratio is 2.25, which is comparable to the PLUSX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of SCINX and PLUSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCINX	PLUSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	2.41	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.58	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.67	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.39	-0.05

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.

Drawdown Indicators

	SCINX	PLUSX	Difference
Max Drawdown Largest peak-to-trough decline	-63.90%	-53.39%	-10.51%
Max Drawdown (1Y) Largest decline over 1 year	-12.28%	-6.63%	-5.65%
Max Drawdown (3Y) Largest decline over 3 years	-14.23%	-11.31%	-2.92%
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	-4.02%	0.00%	-4.02%
Average Drawdown Average peak-to-trough decline	-16.90%	-7.51%	-9.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.60%	1.51%	+2.09%

Volatility

SCINX vs. PLUSX - Volatility Comparison

DWS CROCI International Fund (SCINX) has a higher volatility of 4.29% compared to DWS Multi-Asset Moderate Allocation Fund (PLUSX) at 2.63%. 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.

Volatility by Period

	SCINX	PLUSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.29%	2.63%	+1.66%
Volatility (6M) Calculated over the trailing 6-month period	10.72%	6.46%	+4.26%
Volatility (1Y) Calculated over the trailing 1-year period	13.92%	8.24%	+5.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.83%	10.75%	+5.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.08%	11.39%	+4.69%

SCINX vs. PLUSX - Expense Ratio Comparison

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

Dividends

SCINX vs. PLUSX - Dividend Comparison

SCINX's dividend yield for the trailing twelve months is around 2.52%, more than PLUSX's 2.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PLUSX DWS Multi-Asset Moderate Allocation Fund	2.48%	2.70%	41.59%	5.78%	2.99%	9.67%	4.22%	5.80%	5.55%	5.58%	6.05%	10.87%
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

Can I hold both SCINX and PLUSX in my portfolio?

SCINX and PLUSX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCINX or PLUSX?

SCINX has higher volatility (4.29%) compared to PLUSX (2.63%). In terms of maximum drawdown, SCINX dropped -63.90% vs PLUSX's -53.39%.

Which has better risk-adjusted returns?

PLUSX currently has the higher Sharpe Ratio (2.41 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.