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SCINX vs. SSLCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCINX vs. SSLCX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SCINX achieves a 15.72% return, which is significantly higher than SSLCX's 10.96% return. Both investments have delivered pretty close results over the past 10 years, with SCINX having a 10.37% annualized return and SSLCX not far behind at 10.14%.


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%

SSLCX

1D
-0.07%
1M
-4.13%
6M
5.45%
YTD
10.96%
1Y
14.31%
3Y*
10.85%
5Y*
6.56%
10Y*
10.14%
ALL TIME*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. SSLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SSLCX
DWS Small Cap Core Fund
10.96%4.99%9.85%13.09%-13.53%41.16%14.65%21.72%-14.28%11.63%

Correlation

The correlation between SCINX and SSLCX is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (3Y)
Balances recent behavior with more history.

0.54

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.61

Correlation (10Y)
Provides a long-term view across more market conditions.

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.64

The correlation between SCINX and SSLCX shifts across timeframes, from 0.49 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SCINX vs. SSLCX — Risk / Return Rank

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

SCINX
SCINX Risk / Return Rank: 8888
Overall Rank
SCINX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SCINX Omega Ratio Rank: 8989
Omega Ratio Rank
SCINX Calmar Ratio Rank: 8585
Calmar Ratio Rank
SCINX Martin Ratio Rank: 7878
Martin Ratio Rank

SSLCX
SSLCX Risk / Return Rank: 2626
Overall Rank
SSLCX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SSLCX Sortino Ratio Rank: 2424
Sortino Ratio Rank
SSLCX Omega Ratio Rank: 2323
Omega Ratio Rank
SSLCX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SSLCX Martin Ratio Rank: 2929
Martin Ratio Rank
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. SSLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI International Fund (SCINX) and DWS Small Cap Core Fund (SSLCX). 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.


SCINXSSLCXDifference
Sharpe ratioReturn per unit of total volatility

+1.80

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.47

1.15

+0.32

Calmar ratioReturn relative to maximum drawdown

2.95

1.41

+1.54

Martin ratioReturn relative to average drawdown

9.42

4.16

+5.26

SCINX vs. SSLCX - Sharpe Ratio Comparison

The current SCINX Sharpe Ratio is 2.63, which is higher than the SSLCX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SCINX and SSLCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCINX vs. SSLCX - Drawdown Comparison

The maximum SCINX drawdown since its inception was -63.90%, roughly equal to the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for SCINX and SSLCX.


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Drawdown Indicators


SCINXSSLCXDifference

Max Drawdown

Largest peak-to-trough decline

-63.90%

-63.14%

-0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-8.78%

-3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-14.23%

-17.34%

+3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-29.91%

-22.57%

-7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

-48.07%

+12.48%

Current Drawdown

Current decline from peak

0.00%

-6.08%

+6.08%

Average Drawdown

Average peak-to-trough decline

-16.84%

-11.25%

-5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

2.99%

+0.84%

Volatility

SCINX vs. SSLCX - Volatility Comparison

DWS CROCI International Fund (SCINX) and DWS Small Cap Core Fund (SSLCX) have volatilities of 3.87% and 3.81%, 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


SCINXSSLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

3.81%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

10.83%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.81%

15.06%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.81%

17.18%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

20.97%

-5.19%

SCINX vs. SSLCX - Expense Ratio Comparison

SCINX has a 0.91% expense ratio, which is lower than SSLCX's 0.95% expense ratio.


Dividends

SCINX vs. SSLCX - Dividend Comparison

SCINX's dividend yield for the trailing twelve months is around 2.38%, more than SSLCX's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SSLCX
DWS Small Cap Core Fund
1.09%1.21%1.52%0.68%1.07%1.67%0.35%0.16%5.99%5.78%0.60%8.42%

Frequently Asked Questions


SCINX and SSLCX have a correlation of 0.49, 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 SSLCX (3.81%). In terms of maximum drawdown, SCINX dropped -63.90% vs SSLCX's -63.14%.

SCINX currently has the higher Sharpe Ratio (2.63 vs 0.83), 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.

Portfolio Optimizer

Find the right allocation for SCINX and SSLCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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