PortfoliosLab logoPortfoliosLab logo
SCMBX vs. ICVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCMBX vs. ICVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Managed Municipal Bond Fund (SCMBX) and iShares Convertible Bond ETF (ICVT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SCMBX achieves a 1.64% return, which is significantly lower than ICVT's 25.28% return. Over the past 10 years, SCMBX has underperformed ICVT with an annualized return of 1.82%, while ICVT has yielded a comparatively higher 13.99% annualized return.


SCMBX

1D
0.25%
1M
0.95%
YTD
1.64%
6M
1.88%
1Y
7.06%
3Y*
3.73%
5Y*
0.13%
10Y*
1.82%

ICVT

1D
-0.97%
1M
7.16%
YTD
25.28%
6M
24.31%
1Y
42.20%
3Y*
21.04%
5Y*
7.79%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCMBX vs. ICVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCMBX
DWS Managed Municipal Bond Fund
1.64%3.21%2.52%6.64%-12.83%2.09%4.72%8.93%0.21%5.58%
ICVT
iShares Convertible Bond ETF
25.28%18.10%10.61%15.35%-20.66%-0.66%61.01%21.76%-0.27%16.38%

Correlation

The correlation between SCMBX and ICVT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2015

0.05

The correlation between SCMBX and ICVT shifts across timeframes, from 0.05 (all time) to 0.16 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

SCMBX vs. ICVT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCMBX
SCMBX Risk / Return Rank: 6161
Overall Rank
SCMBX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SCMBX Sortino Ratio Rank: 7777
Sortino Ratio Rank
SCMBX Omega Ratio Rank: 8686
Omega Ratio Rank
SCMBX Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCMBX Martin Ratio Rank: 3636
Martin Ratio Rank

ICVT
ICVT Risk / Return Rank: 8787
Overall Rank
ICVT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ICVT Sortino Ratio Rank: 8484
Sortino Ratio Rank
ICVT Omega Ratio Rank: 8484
Omega Ratio Rank
ICVT Calmar Ratio Rank: 9090
Calmar Ratio Rank
ICVT Martin Ratio Rank: 8989
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.

SCMBX vs. ICVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Managed Municipal Bond Fund (SCMBX) and iShares Convertible Bond ETF (ICVT). 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.


SCMBXICVTDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.59

1.52

+0.07

Calmar ratioReturn relative to maximum drawdown

2.41

5.62

-3.21

Martin ratioReturn relative to average drawdown

7.99

20.48

-12.49

SCMBX vs. ICVT - Sharpe Ratio Comparison

The current SCMBX Sharpe Ratio is 2.38, which is comparable to the ICVT Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of SCMBX and ICVT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SCMBXICVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

2.95

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.59

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.91

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.78

+0.49

Drawdowns

SCMBX vs. ICVT - Drawdown Comparison

The maximum SCMBX drawdown since its inception was -18.17%, smaller than the maximum ICVT drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for SCMBX and ICVT.


Loading charts...

Drawdown Indicators


SCMBXICVTDifference

Max Drawdown

Largest peak-to-trough decline

-18.17%

-33.25%

+15.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-7.55%

+4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-7.02%

-11.22%

+4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-18.17%

-29.95%

+11.78%

Max Drawdown (10Y)

Largest decline over 10 years

-18.17%

-33.25%

+15.08%

Current Drawdown

Current decline from peak

-0.57%

-0.97%

+0.40%

Average Drawdown

Average peak-to-trough decline

-2.23%

-9.50%

+7.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

2.07%

-1.18%

Volatility

SCMBX vs. ICVT - Volatility Comparison

The current volatility for DWS Managed Municipal Bond Fund (SCMBX) is 1.22%, while iShares Convertible Bond ETF (ICVT) has a volatility of 5.53%. This indicates that SCMBX experiences smaller price fluctuations and is considered to be less risky than ICVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SCMBXICVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

5.53%

-4.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

11.69%

-9.38%

Volatility (1Y)

Calculated over the trailing 1-year period

3.02%

14.36%

-11.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

13.23%

-8.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.32%

15.50%

-11.18%

SCMBX vs. ICVT - Expense Ratio Comparison

SCMBX has a 0.54% expense ratio, which is higher than ICVT's 0.20% expense ratio.


Dividends

SCMBX vs. ICVT - Dividend Comparison

SCMBX's dividend yield for the trailing twelve months is around 3.74%, more than ICVT's 1.30% yield.


PositionTTM20252024202320222021202020192018201720162015
ICVT
iShares Convertible Bond ETF
1.30%1.73%2.19%1.85%1.93%7.70%3.98%1.86%4.82%2.56%3.06%1.57%
SCMBX
DWS Managed Municipal Bond Fund
3.74%4.46%3.49%2.64%2.36%3.27%3.57%4.32%3.42%3.31%3.87%3.99%

Frequently Asked Questions


SCMBX and ICVT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICVT has higher volatility (5.53%) compared to SCMBX (1.22%). In terms of maximum drawdown, SCMBX dropped -18.17% vs ICVT's -33.25%.

ICVT currently has the higher Sharpe Ratio (2.95 vs 2.38), 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 SCMBX and ICVT

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

Open Portfolio Optimizer