PortfoliosLab logoPortfoliosLab logo
SCORX vs. AAAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCORX vs. AAAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant Core Fund (SCORX) and DWS RREEF Real Assets Fund - Class A (AAAAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SCORX vs. AAAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCORX
Sextant Core Fund
-1.03%14.20%9.80%9.85%-10.39%12.12%10.37%20.01%-4.61%14.58%
AAAAX
DWS RREEF Real Assets Fund - Class A
8.59%12.82%5.24%2.30%-9.91%23.45%3.71%21.42%-5.36%14.67%

Returns By Period

In the year-to-date period, SCORX achieves a -1.03% return, which is significantly lower than AAAAX's 8.59% return. Both investments have delivered pretty close results over the past 10 years, with SCORX having a 7.45% annualized return and AAAAX not far behind at 7.28%.


SCORX

1D
-0.05%
1M
-6.43%
YTD
-1.03%
6M
-0.80%
1Y
13.85%
3Y*
9.87%
5Y*
5.99%
10Y*
7.45%

AAAAX

1D
0.36%
1M
-4.37%
YTD
8.59%
6M
10.72%
1Y
16.80%
3Y*
9.80%
5Y*
6.74%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCORX vs. AAAAX - Expense Ratio Comparison

SCORX has a 0.90% expense ratio, which is lower than AAAAX's 1.22% expense ratio.


Return for Risk

SCORX vs. AAAAX — Risk / Return Rank

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

SCORX
SCORX Risk / Return Rank: 7777
Overall Rank
SCORX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SCORX Sortino Ratio Rank: 7979
Sortino Ratio Rank
SCORX Omega Ratio Rank: 7272
Omega Ratio Rank
SCORX Calmar Ratio Rank: 8181
Calmar Ratio Rank
SCORX Martin Ratio Rank: 7777
Martin Ratio Rank

AAAAX
AAAAX Risk / Return Rank: 8181
Overall Rank
AAAAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AAAAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
AAAAX Omega Ratio Rank: 7979
Omega Ratio Rank
AAAAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
AAAAX Martin Ratio Rank: 8989
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.

SCORX vs. AAAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Core Fund (SCORX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.


SCORXAAAAXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.49

-0.11

Sortino ratio

Return per unit of downside risk

1.98

2.00

-0.02

Omega ratio

Gain probability vs. loss probability

1.27

1.30

-0.03

Calmar ratio

Return relative to maximum drawdown

1.97

1.80

+0.17

Martin ratio

Return relative to average drawdown

7.45

9.69

-2.24

SCORX vs. AAAAX - Sharpe Ratio Comparison

The current SCORX Sharpe Ratio is 1.38, which is comparable to the AAAAX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SCORX and AAAAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SCORXAAAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.49

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.56

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.58

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.38

+0.11

Correlation

The correlation between SCORX and AAAAX is 0.79, 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

SCORX vs. AAAAX - Dividend Comparison

SCORX's dividend yield for the trailing twelve months is around 2.17%, less than AAAAX's 3.26% yield.


TTM20252024202320222021202020192018201720162015
SCORX
Sextant Core Fund
2.17%2.14%2.78%1.61%1.51%3.13%1.42%5.99%1.43%1.36%1.48%4.95%
AAAAX
DWS RREEF Real Assets Fund - Class A
3.26%3.54%2.45%2.08%4.17%2.31%1.33%1.81%1.61%1.52%1.47%2.15%

Drawdowns

SCORX vs. AAAAX - Drawdown Comparison

The maximum SCORX drawdown since its inception was -32.34%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SCORX and AAAAX.


Loading graphics...

Drawdown Indicators


SCORXAAAAXDifference

Max Drawdown

Largest peak-to-trough decline

-32.34%

-40.47%

+8.13%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-9.55%

+2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-17.05%

-22.62%

+5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-21.10%

-29.41%

+8.31%

Current Drawdown

Current decline from peak

-6.62%

-4.57%

-2.05%

Average Drawdown

Average peak-to-trough decline

-4.32%

-6.89%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.77%

+0.04%

Volatility

SCORX vs. AAAAX - Volatility Comparison

Sextant Core Fund (SCORX) has a higher volatility of 3.53% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.03%. This indicates that SCORX's price experiences larger fluctuations and is considered to be riskier than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SCORXAAAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.03%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.52%

7.22%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

11.60%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.10%

12.18%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.69%

12.66%

-2.97%