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SCOBX vs. RRRRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCOBX vs. RRRRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS International Growth Fund (SCOBX) and DWS RREEF Real Estate Securities Fund (RRRRX). The values are adjusted to include any dividend payments, if applicable.

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SCOBX vs. RRRRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
RRRRX
DWS RREEF Real Estate Securities Fund
2.68%-0.72%6.11%12.35%-27.32%43.02%-4.84%29.66%-3.21%6.43%

Returns By Period

In the year-to-date period, SCOBX achieves a -7.80% return, which is significantly lower than RRRRX's 2.68% return. Over the past 10 years, SCOBX has outperformed RRRRX with an annualized return of 6.12%, while RRRRX has yielded a comparatively lower 4.92% 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%

RRRRX

1D
0.33%
1M
-7.06%
YTD
2.68%
6M
0.63%
1Y
0.82%
3Y*
5.91%
5Y*
3.21%
10Y*
4.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCOBX vs. RRRRX - Expense Ratio Comparison

SCOBX has a 0.92% expense ratio, which is higher than RRRRX's 0.61% expense ratio.


Return for Risk

SCOBX vs. RRRRX — Risk / Return Rank

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

SCOBX
SCOBX Risk / Return Rank: 1212
Overall Rank
SCOBX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SCOBX Sortino Ratio Rank: 1212
Sortino Ratio Rank
SCOBX Omega Ratio Rank: 1212
Omega Ratio Rank
SCOBX Calmar Ratio Rank: 1313
Calmar Ratio Rank
SCOBX Martin Ratio Rank: 1414
Martin Ratio Rank

RRRRX
RRRRX Risk / Return Rank: 88
Overall Rank
RRRRX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
RRRRX Sortino Ratio Rank: 77
Sortino Ratio Rank
RRRRX Omega Ratio Rank: 77
Omega Ratio Rank
RRRRX Calmar Ratio Rank: 99
Calmar Ratio Rank
RRRRX Martin Ratio Rank: 99
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.

SCOBX vs. RRRRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS International Growth Fund (SCOBX) and DWS RREEF Real Estate Securities Fund (RRRRX). 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.


SCOBXRRRRXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.11

+0.18

Sortino ratio

Return per unit of downside risk

0.55

0.26

+0.29

Omega ratio

Gain probability vs. loss probability

1.07

1.04

+0.04

Calmar ratio

Return relative to maximum drawdown

0.32

0.14

+0.18

Martin ratio

Return relative to average drawdown

1.21

0.56

+0.65

SCOBX vs. RRRRX - Sharpe Ratio Comparison

The current SCOBX Sharpe Ratio is 0.29, which is higher than the RRRRX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of SCOBX and RRRRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCOBXRRRRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.11

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.17

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.24

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.33

+0.09

Correlation

The correlation between SCOBX and RRRRX is 0.54, 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. RRRRX - Dividend Comparison

SCOBX's dividend yield for the trailing twelve months is around 5.10%, more than RRRRX's 2.47% yield.


TTM20252024202320222021202020192018201720162015
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%
RRRRX
DWS RREEF Real Estate Securities Fund
2.47%2.02%2.77%1.82%4.44%7.68%3.53%7.94%4.56%4.97%12.39%13.74%

Drawdowns

SCOBX vs. RRRRX - Drawdown Comparison

The maximum SCOBX drawdown since its inception was -62.65%, smaller than the maximum RRRRX drawdown of -74.05%. Use the drawdown chart below to compare losses from any high point for SCOBX and RRRRX.


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Drawdown Indicators


SCOBXRRRRXDifference

Max Drawdown

Largest peak-to-trough decline

-62.65%

-74.05%

+11.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-12.03%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-40.92%

-34.31%

-6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-40.92%

-41.14%

+0.22%

Current Drawdown

Current decline from peak

-12.41%

-11.68%

-0.73%

Average Drawdown

Average peak-to-trough decline

-11.57%

-12.61%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.06%

+0.41%

Volatility

SCOBX vs. RRRRX - Volatility Comparison

DWS International Growth Fund (SCOBX) has a higher volatility of 6.00% compared to DWS RREEF Real Estate Securities Fund (RRRRX) at 4.24%. This indicates that SCOBX's price experiences larger fluctuations and is considered to be riskier than RRRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCOBXRRRRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

4.24%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

9.09%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

15.93%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

18.52%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

20.64%

-3.28%