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SCOBX vs. SCQGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCOBX and SCQGX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

SCOBX vs. SCQGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS International Growth Fund (SCOBX) and DWS Large Cap Focus Growth Fund (SCQGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SCOBX:

0.46

SCQGX:

0.12

Sortino Ratio

SCOBX:

0.80

SCQGX:

0.30

Omega Ratio

SCOBX:

1.11

SCQGX:

1.04

Calmar Ratio

SCOBX:

0.32

SCQGX:

0.08

Martin Ratio

SCOBX:

2.07

SCQGX:

0.24

Ulcer Index

SCOBX:

4.07%

SCQGX:

10.08%

Daily Std Dev

SCOBX:

17.95%

SCQGX:

25.69%

Max Drawdown

SCOBX:

-70.10%

SCQGX:

-65.18%

Current Drawdown

SCOBX:

-13.31%

SCQGX:

-16.19%

Returns By Period

In the year-to-date period, SCOBX achieves a 8.64% return, which is significantly higher than SCQGX's -5.42% return. Over the past 10 years, SCOBX has underperformed SCQGX with an annualized return of 4.41%, while SCQGX has yielded a comparatively higher 6.68% annualized return.


SCOBX

YTD

8.64%

1M

10.79%

6M

3.35%

1Y

8.00%

5Y*

6.19%

10Y*

4.41%

SCQGX

YTD

-5.42%

1M

9.61%

6M

-12.61%

1Y

2.81%

5Y*

7.59%

10Y*

6.68%

*Annualized

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SCOBX vs. SCQGX - Expense Ratio Comparison

SCOBX has a 0.92% expense ratio, which is higher than SCQGX's 0.83% expense ratio.


Risk-Adjusted Performance

SCOBX vs. SCQGX — Risk-Adjusted Performance Rank

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

SCOBX
The Risk-Adjusted Performance Rank of SCOBX is 5656
Overall Rank
The Sharpe Ratio Rank of SCOBX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SCOBX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SCOBX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SCOBX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of SCOBX is 6262
Martin Ratio Rank

SCQGX
The Risk-Adjusted Performance Rank of SCQGX is 3030
Overall Rank
The Sharpe Ratio Rank of SCQGX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCQGX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SCQGX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SCQGX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SCQGX is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCOBX vs. SCQGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS International Growth Fund (SCOBX) and DWS Large Cap Focus Growth Fund (SCQGX). 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.


The current SCOBX Sharpe Ratio is 0.46, which is higher than the SCQGX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of SCOBX and SCQGX, 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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Dividends

SCOBX vs. SCQGX - Dividend Comparison

SCOBX's dividend yield for the trailing twelve months is around 1.39%, while SCQGX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SCOBX
DWS International Growth Fund
1.39%1.51%1.57%0.66%2.10%0.81%1.01%1.29%0.46%0.14%0.00%0.90%
SCQGX
DWS Large Cap Focus Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.12%0.11%0.12%0.18%0.18%0.00%

Drawdowns

SCOBX vs. SCQGX - Drawdown Comparison

The maximum SCOBX drawdown since its inception was -70.10%, which is greater than SCQGX's maximum drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for SCOBX and SCQGX. For additional features, visit the drawdowns tool.


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Volatility

SCOBX vs. SCQGX - Volatility Comparison

The current volatility for DWS International Growth Fund (SCOBX) is 4.62%, while DWS Large Cap Focus Growth Fund (SCQGX) has a volatility of 8.34%. This indicates that SCOBX experiences smaller price fluctuations and is considered to be less risky than SCQGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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