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SCOBX vs. TOLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCOBX vs. TOLIX - Performance Comparison

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

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SCOBX vs. TOLIX - 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%
TOLIX
DWS RREEF Global Infrastructure Fund
9.00%12.73%11.98%1.93%-9.26%20.37%-1.90%29.21%-11.05%13.61%

Returns By Period

In the year-to-date period, SCOBX achieves a -7.80% return, which is significantly lower than TOLIX's 9.00% return. Over the past 10 years, SCOBX has underperformed TOLIX with an annualized return of 6.12%, while TOLIX has yielded a comparatively higher 7.12% 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%

TOLIX

1D
0.42%
1M
-4.57%
YTD
9.00%
6M
8.46%
1Y
14.76%
3Y*
11.49%
5Y*
7.92%
10Y*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCOBX vs. TOLIX - Expense Ratio Comparison

SCOBX has a 0.92% expense ratio, which is lower than TOLIX's 1.03% expense ratio.


Return for Risk

SCOBX vs. TOLIX — 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

TOLIX
TOLIX Risk / Return Rank: 6868
Overall Rank
TOLIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TOLIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
TOLIX Omega Ratio Rank: 5858
Omega Ratio Rank
TOLIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
TOLIX Martin Ratio Rank: 7979
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. TOLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS International Growth Fund (SCOBX) and DWS RREEF Global Infrastructure Fund (TOLIX). 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.


SCOBXTOLIXDifference

Sharpe ratio

Return per unit of total volatility

0.29

1.16

-0.87

Sortino ratio

Return per unit of downside risk

0.55

1.57

-1.02

Omega ratio

Gain probability vs. loss probability

1.07

1.23

-0.15

Calmar ratio

Return relative to maximum drawdown

0.32

1.81

-1.49

Martin ratio

Return relative to average drawdown

1.21

7.72

-6.51

SCOBX vs. TOLIX - Sharpe Ratio Comparison

The current SCOBX Sharpe Ratio is 0.29, which is lower than the TOLIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of SCOBX and TOLIX, 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


SCOBXTOLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

1.16

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.57

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.45

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.44

-0.03

Correlation

The correlation between SCOBX and TOLIX 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.


Dividends

SCOBX vs. TOLIX - Dividend Comparison

SCOBX's dividend yield for the trailing twelve months is around 5.10%, less than TOLIX's 10.04% 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%
TOLIX
DWS RREEF Global Infrastructure Fund
10.04%10.99%9.47%2.67%8.92%6.06%1.68%2.00%2.57%2.10%1.34%1.86%

Drawdowns

SCOBX vs. TOLIX - Drawdown Comparison

The maximum SCOBX drawdown since its inception was -62.65%, which is greater than TOLIX's maximum drawdown of -42.68%. Use the drawdown chart below to compare losses from any high point for SCOBX and TOLIX.


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Drawdown Indicators


SCOBXTOLIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.65%

-42.68%

-19.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-8.74%

-3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-40.92%

-25.01%

-15.91%

Max Drawdown (10Y)

Largest decline over 10 years

-40.92%

-35.19%

-5.73%

Current Drawdown

Current decline from peak

-12.41%

-4.68%

-7.73%

Average Drawdown

Average peak-to-trough decline

-11.57%

-7.15%

-4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.05%

+1.42%

Volatility

SCOBX vs. TOLIX - Volatility Comparison

DWS International Growth Fund (SCOBX) has a higher volatility of 6.00% compared to DWS RREEF Global Infrastructure Fund (TOLIX) at 3.72%. This indicates that SCOBX's price experiences larger fluctuations and is considered to be riskier than TOLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCOBXTOLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

3.72%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

7.61%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

13.04%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

14.07%

+3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

15.87%

+1.49%