SCINX vs. SCQGX

Last updated Aug 1, 2026

SCINX (DWS CROCI International Fund) and SCQGX (DWS Large Cap Focus Growth Fund) are both mutual funds - SCINX is a Foreign Large Cap Equities fund managed by DWS, while SCQGX is a Large Cap Growth Equities fund managed by DWS. Over the past 10 years, SCINX returned 10.37%/yr vs 15.50%/yr for SCQGX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. SCINX charges 0.91%/yr vs 0.83%/yr for SCQGX.

Performance

SCINX vs. SCQGX - Performance Comparison

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

Returns By Period

In the year-to-date period, SCINX achieves a 15.72% return, which is significantly higher than SCQGX's 2.32% return. Over the past 10 years, SCINX has underperformed SCQGX with an annualized return of 10.37%, while SCQGX has yielded a comparatively higher 15.50% 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%

SCQGX

• 1D: 2.76%
• 1M: -2.64%
• 6M: 2.56%
• YTD: 2.32%
• 1Y: 10.28%
• 3Y*: 18.12%
• 5Y*: 8.99%
• 10Y*: 15.50%
• ALL TIME*: 9.39%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SCINX DWS CROCI International Fund	$0.00	$0.00	$0.00
SCQGX DWS Large Cap Focus Growth Fund	$0.00	$0.00	$0.00

SCINX vs. SCQGX - 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%
SCQGX DWS Large Cap Focus Growth Fund	2.32%	15.68%	29.47%	41.14%	-33.56%	23.59%	40.77%	37.33%	-1.92%	25.13%

Correlation

The correlation between SCINX and SCQGX is 0.47, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.47
Correlation (3Y) Balances recent behavior with more history.	0.47
Correlation (5Y) Shows whether the relationship held over a longer period.	0.57
Correlation (10Y) Provides a long-term view across more market conditions.	0.58
Correlation (All Time) Calculated using the full available price history since Jan 2, 1992	0.54

The correlation between SCINX and SCQGX shifts across timeframes, from 0.47 (3 years) to 0.58 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

SCINX vs. SCQGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCINX

SCINX Risk / Return Rank: 88
SCINX Sharpe Ratio Rank: 95
SCINX Sortino Ratio Rank: 93
SCINX Omega Ratio Rank: 89
SCINX Calmar Ratio Rank: 85
SCINX Martin Ratio Rank: 78

SCQGX

SCQGX Risk / Return Rank: 10
SCQGX Sharpe Ratio Rank: 10
SCQGX Sortino Ratio Rank: 11
SCQGX Omega Ratio Rank: 11
SCQGX Calmar Ratio Rank: 10
SCQGX Martin Ratio Rank: 10

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCINX vs. SCQGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI International Fund (SCINX) and DWS Large Cap Focus Growth Fund (SCQGX). 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	SCQGX	Difference
Sharpe ratio: Return per unit of total volatility	2.63	0.41	+2.22
Sortino ratio: Return per unit of downside risk	3.64	0.69	+2.94
Omega ratio: Gain probability vs. loss probability	1.47	1.09	+0.39
Calmar ratio: Return relative to maximum drawdown	2.95	0.44	+2.51
Martin ratio: Return relative to average drawdown	9.42	1.37	+8.04

SCINX vs. SCQGX - Sharpe Ratio Comparison

The current SCINX Sharpe Ratio is 2.63, which is higher than the SCQGX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SCINX and SCQGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCINX vs. SCQGX - Drawdown Comparison

The maximum SCINX drawdown since its inception was -63.90%, roughly equal to the maximum SCQGX drawdown of -64.09%. Use the drawdown chart below to compare losses from any high point for SCINX and SCQGX.

Drawdown Indicators

	SCINX	SCQGX	Difference
Max Drawdown Largest peak-to-trough decline	-63.90%	-64.09%	+0.19%
Max Drawdown (1Y) Largest decline over 1 year	-12.28%	-17.77%	+5.49%
Max Drawdown (3Y) Largest decline over 3 years	-14.23%	-23.77%	+9.54%
Max Drawdown (5Y) Largest decline over 5 years	-29.91%	-37.69%	+7.78%
Max Drawdown (10Y) Largest decline over 10 years	-35.59%	-37.69%	+2.10%
Current Drawdown Current decline from peak	0.00%	-7.84%	+7.84%
Average Drawdown Average peak-to-trough decline	-16.84%	-19.14%	+2.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.83%	5.66%	-1.83%

Volatility

SCINX vs. SCQGX - Volatility Comparison

The current volatility for DWS CROCI International Fund (SCINX) is 3.87%, while DWS Large Cap Focus Growth Fund (SCQGX) has a volatility of 5.47%. This indicates that SCINX experiences smaller price fluctuations and is considered to be less risky than SCQGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCINX	SCQGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	5.47%	-1.60%
Volatility (6M) Calculated over the trailing 6-month period	11.05%	15.43%	-4.38%
Volatility (1Y) Calculated over the trailing 1-year period	13.81%	18.99%	-5.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.81%	22.39%	-6.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.78%	21.17%	-5.39%

SCINX vs. SCQGX - Expense Ratio Comparison

SCINX has a 0.91% expense ratio, which is higher than SCQGX's 0.83% expense ratio.

Dividends

SCINX vs. SCQGX - Dividend Comparison

SCINX's dividend yield for the trailing twelve months is around 2.38%, less than SCQGX's 15.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCQGX DWS Large Cap Focus Growth Fund	15.18%	15.53%	8.91%	1.75%	4.85%	8.53%	4.11%	5.59%	6.16%	3.68%	7.44%	15.37%

Frequently Asked Questions

Can I hold both SCINX and SCQGX in my portfolio?

SCINX and SCQGX have a correlation of 0.47, 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 SCQGX?

SCQGX has higher volatility (5.47%) compared to SCINX (3.87%). In terms of maximum drawdown, SCINX dropped -63.90% vs SCQGX's -64.09%.

Which has better risk-adjusted returns?

SCINX currently has the higher Sharpe Ratio (2.63 vs 0.41), 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.