SCPIX vs. AAAAX
Compare and contrast key facts about DWS S&P 500 Index Fund (SCPIX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
SCPIX is a passively managed fund by DWS that tracks the performance of the S&P 500 Index. It was launched on Aug 29, 1997. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
SCPIX vs. AAAAX - Performance Comparison
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SCPIX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCPIX DWS S&P 500 Index Fund | -7.12% | 17.21% | 24.65% | 25.97% | -18.46% | 27.85% | 18.21% | 34.99% | -4.58% | 21.43% |
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, SCPIX achieves a -7.12% return, which is significantly lower than AAAAX's 8.59% return. Over the past 10 years, SCPIX has outperformed AAAAX with an annualized return of 13.65%, while AAAAX has yielded a comparatively lower 7.28% annualized return.
SCPIX
- 1D
- -0.40%
- 1M
- -7.70%
- YTD
- -7.12%
- 6M
- -4.73%
- 1Y
- 14.09%
- 3Y*
- 16.74%
- 5Y*
- 10.93%
- 10Y*
- 13.65%
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%
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SCPIX vs. AAAAX - Expense Ratio Comparison
SCPIX has a 0.29% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
SCPIX vs. AAAAX — Risk / Return Rank
SCPIX
AAAAX
SCPIX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS S&P 500 Index Fund (SCPIX) 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.
| SCPIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.49 | -0.66 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.00 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.80 | -0.83 |
Martin ratioReturn relative to average drawdown | 4.72 | 9.69 | -4.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCPIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.49 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.56 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.58 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.38 | +0.06 |
Correlation
The correlation between SCPIX and AAAAX 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
SCPIX vs. AAAAX - Dividend Comparison
SCPIX's dividend yield for the trailing twelve months is around 4.68%, more than AAAAX's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCPIX DWS S&P 500 Index Fund | 4.68% | 4.09% | 5.65% | 7.18% | 5.57% | 5.28% | 6.91% | 7.88% | 8.14% | 6.05% | 4.83% | 4.04% |
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
SCPIX vs. AAAAX - Drawdown Comparison
The maximum SCPIX drawdown since its inception was -55.46%, which is greater than AAAAX's maximum drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SCPIX and AAAAX.
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Drawdown Indicators
| SCPIX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.46% | -40.47% | -14.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -9.55% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -22.62% | -2.04% |
Max Drawdown (10Y)Largest decline over 10 years | -33.85% | -29.41% | -4.44% |
Current DrawdownCurrent decline from peak | -8.94% | -4.57% | -4.37% |
Average DrawdownAverage peak-to-trough decline | -10.69% | -6.89% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 1.77% | +0.80% |
Volatility
SCPIX vs. AAAAX - Volatility Comparison
DWS S&P 500 Index Fund (SCPIX) has a higher volatility of 4.00% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.03%. This indicates that SCPIX'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.
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Volatility by Period
| SCPIX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 3.03% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 7.22% | +1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.89% | 11.60% | +6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 12.18% | +4.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 12.66% | +5.41% |