SCOBX vs. MGHYX
Compare and contrast key facts about DWS International Growth Fund (SCOBX) and DWS Global High Income Fund (MGHYX).
SCOBX is managed by DWS. It was launched on Jul 22, 1986. MGHYX is managed by DWS. It was launched on Mar 16, 1998.
Performance
SCOBX vs. MGHYX - Performance Comparison
Loading graphics...
SCOBX vs. MGHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCOBX DWS International Growth Fund | -7.80% | 19.45% | 9.37% | 15.76% | -29.24% | 8.23% | 22.49% | 31.61% | -16.88% | 25.45% |
MGHYX DWS Global High Income Fund | -0.82% | 9.82% | 6.99% | 11.17% | -11.67% | 3.22% | 6.83% | 16.36% | -1.85% | 6.49% |
Returns By Period
In the year-to-date period, SCOBX achieves a -7.80% return, which is significantly lower than MGHYX's -0.82% return. Over the past 10 years, SCOBX has outperformed MGHYX with an annualized return of 6.12%, while MGHYX has yielded a comparatively lower 5.02% annualized return.
SCOBX
- 1D
- -0.12%
- 1M
- -12.07%
- YTD
- -7.80%
- 6M
- -6.17%
- 1Y
- 5.86%
- 3Y*
- 8.26%
- 5Y*
- 1.51%
- 10Y*
- 6.12%
MGHYX
- 1D
- 0.16%
- 1M
- -1.72%
- YTD
- -0.82%
- 6M
- 0.88%
- 1Y
- 8.46%
- 3Y*
- 7.61%
- 5Y*
- 3.38%
- 10Y*
- 5.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCOBX vs. MGHYX - Expense Ratio Comparison
SCOBX has a 0.92% expense ratio, which is higher than MGHYX's 0.60% expense ratio.
Return for Risk
SCOBX vs. MGHYX — Risk / Return Rank
SCOBX
MGHYX
SCOBX vs. MGHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS International Growth Fund (SCOBX) and DWS Global High Income Fund (MGHYX). 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 | MGHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 1.94 | -1.65 |
Sortino ratioReturn per unit of downside risk | 0.55 | 2.55 | -2.00 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.53 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 2.51 | -2.19 |
Martin ratioReturn relative to average drawdown | 1.21 | 10.62 | -9.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SCOBX | MGHYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 1.94 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.67 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.85 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.02 | +0.40 |
Correlation
The correlation between SCOBX and MGHYX is 0.41, 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
SCOBX vs. MGHYX - Dividend Comparison
SCOBX's dividend yield for the trailing twelve months is around 5.10%, less than MGHYX's 7.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCOBX DWS International Growth Fund | 5.10% | 4.70% | 3.37% | 1.57% | 3.78% | 3.70% | 0.81% | 1.01% | 1.29% | 0.46% | 0.14% | 0.00% |
MGHYX DWS Global High Income Fund | 7.37% | 7.17% | 5.58% | 4.35% | 5.81% | 4.20% | 5.81% | 5.63% | 6.96% | 3.76% | 0.00% | 0.00% |
Drawdowns
SCOBX vs. MGHYX - Drawdown Comparison
The maximum SCOBX drawdown since its inception was -62.65%, which is greater than MGHYX's maximum drawdown of -53.47%. Use the drawdown chart below to compare losses from any high point for SCOBX and MGHYX.
Loading graphics...
Drawdown Indicators
| SCOBX | MGHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.65% | -53.47% | -9.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -2.93% | -9.48% |
Max Drawdown (5Y)Largest decline over 5 years | -40.92% | -15.93% | -24.99% |
Max Drawdown (10Y)Largest decline over 10 years | -40.92% | -21.84% | -19.08% |
Current DrawdownCurrent decline from peak | -12.41% | -2.03% | -10.38% |
Average DrawdownAverage peak-to-trough decline | -11.57% | -24.27% | +12.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 0.73% | +2.74% |
Volatility
SCOBX vs. MGHYX - Volatility Comparison
DWS International Growth Fund (SCOBX) has a higher volatility of 6.00% compared to DWS Global High Income Fund (MGHYX) at 1.34%. This indicates that SCOBX's price experiences larger fluctuations and is considered to be riskier than MGHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SCOBX | MGHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 1.34% | +4.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 2.29% | +8.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 4.32% | +12.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.87% | 5.07% | +12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 5.90% | +11.46% |