SCOBX vs. DFRPX

Last updated Jun 4, 2026

SCOBX (DWS International Growth Fund) and DFRPX (DWS Floating Rate Fund Class S) are both mutual funds - SCOBX is a Foreign Large Cap Equities fund managed by DWS, while DFRPX is a Bank Loan fund actively managed by DWS. At a 0.29 correlation, their price movements are largely independent. SCOBX charges 0.92%/yr vs 0.87%/yr for DFRPX.

Performance

SCOBX vs. DFRPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS International Growth Fund (SCOBX) and DWS Floating Rate Fund Class S (DFRPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SCOBX

• 1D: 0.19%
• 1M: 6.25%
• YTD: 8.60%
• 6M: 10.16%
• 1Y: 15.82%
• 3Y*: 13.87%
• 5Y*: 3.70%
• 10Y*: 7.63%

DFRPX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SCOBX vs. DFRPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCOBX DWS International Growth Fund	8.60%	19.45%	9.37%	15.76%	-29.24%	8.23%	22.49%	31.61%	-16.88%	25.45%
DFRPX DWS Floating Rate Fund Class S	0.38%	3.45%	7.72%	11.42%	-1.52%	3.75%	0.89%	8.69%	-0.58%	1.57%

Correlation

The correlation between SCOBX and DFRPX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007	0.29

The correlation between SCOBX and DFRPX shifts across timeframes, from 0.21 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

SCOBX vs. DFRPX — Risk / Return Rank

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

SCOBX

SCOBX Risk / Return Rank: 15
SCOBX Sharpe Ratio Rank: 14
SCOBX Sortino Ratio Rank: 15
SCOBX Omega Ratio Rank: 14
SCOBX Calmar Ratio Rank: 14
SCOBX Martin Ratio Rank: 17

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.

SCOBX vs. DFRPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS International Growth Fund (SCOBX) and DWS Floating Rate Fund Class S (DFRPX). 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.

	SCOBX	DFRPX	Difference
Sharpe ratio: Return per unit of total volatility	1.05	—	—
Sortino ratio: Return per unit of downside risk	1.60	—	—
Omega ratio: Gain probability vs. loss probability	1.19	—	—
Calmar ratio: Return relative to maximum drawdown	1.27	—	—
Martin ratio: Return relative to average drawdown	4.61	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SCOBX	DFRPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	—	—

Drawdowns

Drawdown Indicators

	SCOBX	DFRPX	Difference
Max Drawdown Largest peak-to-trough decline	-62.65%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.41%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.86%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-40.92%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.92%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-11.53%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	—	—

Volatility

Volatility by Period

	SCOBX	DFRPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.14%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.06%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.52%	—	—

SCOBX vs. DFRPX - Expense Ratio Comparison

SCOBX has a 0.92% expense ratio, which is higher than DFRPX's 0.87% expense ratio.

Dividends

SCOBX vs. DFRPX - Dividend Comparison

SCOBX's dividend yield for the trailing twelve months is around 4.33%, less than DFRPX's 5.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFRPX DWS Floating Rate Fund Class S	5.11%	5.99%	8.67%	8.22%	4.25%	3.31%	3.75%	4.80%	4.21%	4.39%	4.76%	4.63%
SCOBX DWS International Growth Fund	4.33%	4.70%	3.37%	1.57%	3.78%	3.70%	0.81%	1.01%	1.29%	0.46%	0.14%	0.00%

Frequently Asked Questions

Can I hold both SCOBX and DFRPX in my portfolio?

SCOBX and DFRPX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.