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SCPIX vs. KTCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCPIX vs. KTCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS S&P 500 Index Fund (SCPIX) and DWS Science and Technology Fund (KTCAX). The values are adjusted to include any dividend payments, if applicable.

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SCPIX vs. KTCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
KTCAX
DWS Science and Technology Fund
-12.14%21.21%40.51%57.73%-36.66%22.68%46.12%42.35%-1.03%35.79%

Returns By Period

In the year-to-date period, SCPIX achieves a -7.12% return, which is significantly higher than KTCAX's -12.14% return. Over the past 10 years, SCPIX has underperformed KTCAX with an annualized return of 13.65%, while KTCAX has yielded a comparatively higher 18.81% 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%

KTCAX

1D
-1.63%
1M
-9.00%
YTD
-12.14%
6M
-10.67%
1Y
21.18%
3Y*
25.10%
5Y*
12.33%
10Y*
18.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCPIX vs. KTCAX - Expense Ratio Comparison

SCPIX has a 0.29% expense ratio, which is lower than KTCAX's 0.89% expense ratio.


Return for Risk

SCPIX vs. KTCAX — Risk / Return Rank

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

SCPIX
SCPIX Risk / Return Rank: 4343
Overall Rank
SCPIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SCPIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
SCPIX Omega Ratio Rank: 4646
Omega Ratio Rank
SCPIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
SCPIX Martin Ratio Rank: 4747
Martin Ratio Rank

KTCAX
KTCAX Risk / Return Rank: 3737
Overall Rank
KTCAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
KTCAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
KTCAX Omega Ratio Rank: 4242
Omega Ratio Rank
KTCAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
KTCAX Martin Ratio Rank: 2626
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.

SCPIX vs. KTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS S&P 500 Index Fund (SCPIX) and DWS Science and Technology Fund (KTCAX). 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.


SCPIXKTCAXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.83

0.00

Sortino ratio

Return per unit of downside risk

1.32

1.34

-0.02

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

0.97

0.83

+0.14

Martin ratio

Return relative to average drawdown

4.72

2.79

+1.93

SCPIX vs. KTCAX - Sharpe Ratio Comparison

The current SCPIX Sharpe Ratio is 0.83, which is comparable to the KTCAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SCPIX and KTCAX, 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


SCPIXKTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.83

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.50

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.79

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.35

+0.09

Correlation

The correlation between SCPIX and KTCAX is 0.85, 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. KTCAX - Dividend Comparison

SCPIX's dividend yield for the trailing twelve months is around 4.68%, less than KTCAX's 9.47% yield.


TTM20252024202320222021202020192018201720162015
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%
KTCAX
DWS Science and Technology Fund
9.47%8.32%10.15%11.73%6.31%10.93%7.36%8.99%14.35%4.50%2.32%11.97%

Drawdowns

SCPIX vs. KTCAX - Drawdown Comparison

The maximum SCPIX drawdown since its inception was -55.46%, smaller than the maximum KTCAX drawdown of -82.20%. Use the drawdown chart below to compare losses from any high point for SCPIX and KTCAX.


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Drawdown Indicators


SCPIXKTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.46%

-82.20%

+26.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-16.60%

+4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.66%

-42.37%

+17.71%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-42.37%

+8.52%

Current Drawdown

Current decline from peak

-8.94%

-16.60%

+7.66%

Average Drawdown

Average peak-to-trough decline

-10.69%

-27.98%

+17.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

4.93%

-2.36%

Volatility

SCPIX vs. KTCAX - Volatility Comparison

The current volatility for DWS S&P 500 Index Fund (SCPIX) is 4.00%, while DWS Science and Technology Fund (KTCAX) has a volatility of 7.13%. This indicates that SCPIX experiences smaller price fluctuations and is considered to be less risky than KTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCPIXKTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

7.13%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

15.91%

-6.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.89%

25.62%

-7.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

24.82%

-8.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

23.92%

-5.85%