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SCINX vs. PTSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCINX vs. PTSIX - Performance Comparison

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

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SCINX vs. PTSIX - 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%
PTSIX
PIMCO RAE PLUS International Fund
7.77%35.74%2.54%18.35%-11.35%-56.03%0.48%18.29%-16.33%28.37%

Returns By Period

In the year-to-date period, SCINX achieves a 1.17% return, which is significantly lower than PTSIX's 7.77% return. Over the past 10 years, SCINX has outperformed PTSIX with an annualized return of 8.95%, while PTSIX has yielded a comparatively lower 0.25% 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%

PTSIX

1D
0.52%
1M
-7.19%
YTD
7.77%
6M
16.86%
1Y
36.40%
3Y*
18.32%
5Y*
-8.79%
10Y*
0.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCINX vs. PTSIX - Expense Ratio Comparison

SCINX has a 0.91% expense ratio, which is higher than PTSIX's 0.82% expense ratio.


Return for Risk

SCINX vs. PTSIX — 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

PTSIX
PTSIX Risk / Return Rank: 9292
Overall Rank
PTSIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PTSIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PTSIX Omega Ratio Rank: 9292
Omega Ratio Rank
PTSIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PTSIX Martin Ratio Rank: 9393
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. PTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI International Fund (SCINX) and PIMCO RAE PLUS International Fund (PTSIX). 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.


SCINXPTSIXDifference

Sharpe ratio

Return per unit of total volatility

1.81

2.25

-0.44

Sortino ratio

Return per unit of downside risk

2.35

2.77

-0.42

Omega ratio

Gain probability vs. loss probability

1.35

1.44

-0.08

Calmar ratio

Return relative to maximum drawdown

2.07

2.53

-0.46

Martin ratio

Return relative to average drawdown

7.99

11.73

-3.74

SCINX vs. PTSIX - Sharpe Ratio Comparison

The current SCINX Sharpe Ratio is 1.81, which is comparable to the PTSIX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SCINX and PTSIX, 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


SCINXPTSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

2.25

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

-0.29

+0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.01

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.10

+0.23

Correlation

The correlation between SCINX and PTSIX is 0.71, 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. PTSIX - Dividend Comparison

SCINX's dividend yield for the trailing twelve months is around 2.72%, less than PTSIX's 4.33% 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%
PTSIX
PIMCO RAE PLUS International Fund
4.33%3.62%7.01%3.18%67.07%64.36%7.45%3.49%29.39%7.86%0.84%3.54%

Drawdowns

SCINX vs. PTSIX - Drawdown Comparison

The maximum SCINX drawdown since its inception was -63.90%, smaller than the maximum PTSIX drawdown of -72.38%. Use the drawdown chart below to compare losses from any high point for SCINX and PTSIX.


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Drawdown Indicators


SCINXPTSIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.90%

-72.38%

+8.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-11.66%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-72.38%

+42.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

-72.38%

+36.79%

Current Drawdown

Current decline from peak

-10.91%

-42.10%

+31.19%

Average Drawdown

Average peak-to-trough decline

-16.95%

-25.01%

+8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.77%

+0.56%

Volatility

SCINX vs. PTSIX - Volatility Comparison

DWS CROCI International Fund (SCINX) and PIMCO RAE PLUS International Fund (PTSIX) have volatilities of 5.61% and 5.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCINXPTSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

5.66%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

9.03%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

15.17%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

30.91%

-15.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

25.08%

-9.04%