PortfoliosLab logoPortfoliosLab logo
SCINX vs. SSLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

SCINX vs. SSLCX - 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%
SSLCX
DWS Small Cap Core Fund
0.38%4.99%9.85%13.09%-13.53%41.16%14.65%21.72%-14.28%11.63%

Returns By Period

In the year-to-date period, SCINX achieves a 1.17% return, which is significantly higher than SSLCX's 0.38% return. Over the past 10 years, SCINX has underperformed SSLCX with an annualized return of 8.95%, while SSLCX has yielded a comparatively higher 9.91% 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%

SSLCX

1D
-1.07%
1M
-3.24%
YTD
0.38%
6M
-2.12%
1Y
8.58%
3Y*
8.94%
5Y*
5.62%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCINX vs. SSLCX - Expense Ratio Comparison

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


Return for Risk

SCINX vs. SSLCX — 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

SSLCX
SSLCX Risk / Return Rank: 1919
Overall Rank
SSLCX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SSLCX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SSLCX Omega Ratio Rank: 1717
Omega Ratio Rank
SSLCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SSLCX Martin Ratio Rank: 1919
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. 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.


SCINXSSLCXDifference

Sharpe ratio

Return per unit of total volatility

1.81

0.50

+1.31

Sortino ratio

Return per unit of downside risk

2.35

0.81

+1.54

Omega ratio

Gain probability vs. loss probability

1.35

1.11

+0.25

Calmar ratio

Return relative to maximum drawdown

2.07

0.62

+1.45

Martin ratio

Return relative to average drawdown

7.99

2.03

+5.96

SCINX vs. SSLCX - Sharpe Ratio Comparison

The current SCINX Sharpe Ratio is 1.81, which is higher than the SSLCX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SCINX and SSLCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SCINXSSLCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

0.50

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.32

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.47

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.37

-0.04

Correlation

The correlation between SCINX and SSLCX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SCINX vs. SSLCX - Dividend Comparison

SCINX's dividend yield for the trailing twelve months is around 2.72%, more than SSLCX's 1.20% 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%
SSLCX
DWS Small Cap Core Fund
1.20%1.21%1.52%0.68%1.07%1.67%0.35%0.16%5.99%5.78%0.60%8.42%

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.


Loading graphics...

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%

-10.06%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-22.57%

-7.49%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

-48.07%

+12.48%

Current Drawdown

Current decline from peak

-10.91%

-5.55%

-5.36%

Average Drawdown

Average peak-to-trough decline

-16.95%

-11.38%

-5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.09%

+0.24%

Volatility

SCINX vs. SSLCX - Volatility Comparison

DWS CROCI International Fund (SCINX) has a higher volatility of 5.61% compared to DWS Small Cap Core Fund (SSLCX) at 4.67%. This indicates that SCINX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SCINXSSLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

4.67%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

11.01%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

17.54%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

17.64%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

21.06%

-5.02%