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

Correlation

The correlation between SCOBX and SCQGX is 0.72, 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.


-0.50.00.51.00.7

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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-6.53%
-1.18%
SCOBX
SCQGX

Key characteristics

Sharpe Ratio

SCOBX:

0.51

SCQGX:

0.95

Sortino Ratio

SCOBX:

0.80

SCQGX:

1.26

Omega Ratio

SCOBX:

1.10

SCQGX:

1.19

Calmar Ratio

SCOBX:

0.27

SCQGX:

0.87

Martin Ratio

SCOBX:

2.11

SCQGX:

4.51

Ulcer Index

SCOBX:

3.34%

SCQGX:

3.94%

Daily Std Dev

SCOBX:

13.71%

SCQGX:

18.80%

Max Drawdown

SCOBX:

-62.65%

SCQGX:

-65.18%

Current Drawdown

SCOBX:

-19.38%

SCQGX:

-11.88%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SCOBX at -0.56% and SCQGX at -0.56%. Over the past 10 years, SCOBX has underperformed SCQGX with an annualized return of 4.50%, while SCQGX has yielded a comparatively higher 8.08% annualized return.


SCOBX

YTD

-0.56%

1M

-6.71%

6M

-6.53%

1Y

6.34%

5Y*

1.89%

10Y*

4.50%

SCQGX

YTD

-0.56%

1M

-3.55%

6M

-1.18%

1Y

17.58%

5Y*

8.89%

10Y*

8.08%

*Annualized

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. SCQGX - Expense Ratio Comparison

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


SCOBX
DWS International Growth Fund
Expense ratio chart for SCOBX: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%
Expense ratio chart for SCQGX: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%

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 4040
Overall Rank
The Sharpe Ratio Rank of SCOBX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCOBX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SCOBX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SCOBX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SCOBX is 4343
Martin Ratio Rank

SCQGX
The Risk-Adjusted Performance Rank of SCQGX is 6666
Overall Rank
The Sharpe Ratio Rank of SCQGX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of SCQGX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SCQGX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SCQGX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCQGX is 6666
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.


Sharpe ratio
The chart of Sharpe ratio for SCOBX, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.000.510.95
The chart of Sortino ratio for SCOBX, currently valued at 0.80, compared to the broader market0.002.004.006.008.0010.000.801.26
The chart of Omega ratio for SCOBX, currently valued at 1.10, compared to the broader market1.002.003.001.101.19
The chart of Calmar ratio for SCOBX, currently valued at 0.27, compared to the broader market0.005.0010.0015.000.270.87
The chart of Martin ratio for SCOBX, currently valued at 2.11, compared to the broader market0.0020.0040.0060.002.114.51
SCOBX
SCQGX

The current SCOBX Sharpe Ratio is 0.51, which is lower than the SCQGX Sharpe Ratio of 0.95. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.51
0.95
SCOBX
SCQGX

Dividends

SCOBX vs. SCQGX - Dividend Comparison

Neither SCOBX nor SCQGX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SCOBX
DWS International Growth Fund
0.00%0.00%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 -62.65%, roughly equal to the maximum SCQGX 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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-19.38%
-11.88%
SCOBX
SCQGX

Volatility

SCOBX vs. SCQGX - Volatility Comparison

The current volatility for DWS International Growth Fund (SCOBX) is 4.43%, while DWS Large Cap Focus Growth Fund (SCQGX) has a volatility of 10.26%. 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.43%
10.26%
SCOBX
SCQGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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