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SCPIX vs. PRGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCPIX vs. PRGFX - Performance Comparison

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

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SCPIX vs. PRGFX - 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%
PRGFX
T. Rowe Price Growth Stock Fund
-14.51%15.64%38.36%45.33%-40.12%19.86%36.92%30.83%-1.04%33.57%

Returns By Period

In the year-to-date period, SCPIX achieves a -7.12% return, which is significantly higher than PRGFX's -14.51% return. Both investments have delivered pretty close results over the past 10 years, with SCPIX having a 13.65% annualized return and PRGFX not far behind at 13.64%.


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%

PRGFX

1D
-0.47%
1M
-8.95%
YTD
-14.51%
6M
-13.74%
1Y
9.27%
3Y*
19.62%
5Y*
6.83%
10Y*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCPIX vs. PRGFX - Expense Ratio Comparison

SCPIX has a 0.29% expense ratio, which is lower than PRGFX's 0.63% expense ratio.


Return for Risk

SCPIX vs. PRGFX — 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

PRGFX
PRGFX Risk / Return Rank: 1616
Overall Rank
PRGFX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PRGFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PRGFX Omega Ratio Rank: 1818
Omega Ratio Rank
PRGFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PRGFX Martin Ratio Rank: 1313
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. PRGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS S&P 500 Index Fund (SCPIX) and T. Rowe Price Growth Stock Fund (PRGFX). 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.


SCPIXPRGFXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.42

+0.41

Sortino ratio

Return per unit of downside risk

1.32

0.77

+0.55

Omega ratio

Gain probability vs. loss probability

1.20

1.10

+0.09

Calmar ratio

Return relative to maximum drawdown

0.97

0.34

+0.63

Martin ratio

Return relative to average drawdown

4.72

1.18

+3.54

SCPIX vs. PRGFX - Sharpe Ratio Comparison

The current SCPIX Sharpe Ratio is 0.83, which is higher than the PRGFX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of SCPIX and PRGFX, 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


SCPIXPRGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.42

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.30

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.62

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.54

-0.10

Correlation

The correlation between SCPIX and PRGFX is 0.93, 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. PRGFX - Dividend Comparison

SCPIX's dividend yield for the trailing twelve months is around 4.68%, less than PRGFX's 15.89% 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%
PRGFX
T. Rowe Price Growth Stock Fund
15.89%13.58%13.26%3.34%3.55%9.34%3.51%1.81%9.09%13.57%2.22%7.23%

Drawdowns

SCPIX vs. PRGFX - Drawdown Comparison

The maximum SCPIX drawdown since its inception was -55.46%, roughly equal to the maximum PRGFX drawdown of -54.01%. Use the drawdown chart below to compare losses from any high point for SCPIX and PRGFX.


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Drawdown Indicators


SCPIXPRGFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.46%

-54.01%

-1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-18.02%

+5.89%

Max Drawdown (5Y)

Largest decline over 5 years

-24.66%

-46.44%

+21.78%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-46.44%

+12.59%

Current Drawdown

Current decline from peak

-8.94%

-18.02%

+9.08%

Average Drawdown

Average peak-to-trough decline

-10.69%

-10.70%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

5.26%

-2.69%

Volatility

SCPIX vs. PRGFX - Volatility Comparison

The current volatility for DWS S&P 500 Index Fund (SCPIX) is 4.00%, while T. Rowe Price Growth Stock Fund (PRGFX) has a volatility of 5.44%. This indicates that SCPIX experiences smaller price fluctuations and is considered to be less risky than PRGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCPIXPRGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

5.44%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

12.08%

-3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.89%

21.66%

-3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

23.06%

-6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

22.03%

-3.96%