SCPIX vs. SCDGX
Compare and contrast key facts about DWS S&P 500 Index Fund (SCPIX) and DWS Core Equity Fund (SCDGX).
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. SCDGX is managed by DWS. It was launched on May 31, 1929.
Performance
SCPIX vs. SCDGX - Performance Comparison
Loading graphics...
SCPIX vs. SCDGX - 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% |
SCDGX DWS Core Equity Fund | -7.39% | 16.32% | 20.01% | 25.55% | -15.61% | 25.54% | 16.14% | 35.68% | -6.06% | 21.52% |
Returns By Period
The year-to-date returns for both stocks are quite close, with SCPIX having a -7.12% return and SCDGX slightly lower at -7.39%. Both investments have delivered pretty close results over the past 10 years, with SCPIX having a 13.65% annualized return and SCDGX not far behind at 13.19%.
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%
SCDGX
- 1D
- -0.42%
- 1M
- -7.41%
- YTD
- -7.39%
- 6M
- -4.90%
- 1Y
- 14.06%
- 3Y*
- 15.04%
- 5Y*
- 10.36%
- 10Y*
- 13.19%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SCPIX vs. SCDGX - Expense Ratio Comparison
SCPIX has a 0.29% expense ratio, which is lower than SCDGX's 0.55% expense ratio.
Return for Risk
SCPIX vs. SCDGX — Risk / Return Rank
SCPIX
SCDGX
SCPIX vs. SCDGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS S&P 500 Index Fund (SCPIX) and DWS Core Equity Fund (SCDGX). 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 | SCDGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.81 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.28 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.90 | +0.07 |
Martin ratioReturn relative to average drawdown | 4.72 | 4.16 | +0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SCPIX | SCDGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.81 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.61 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.72 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.51 | -0.07 |
Correlation
The correlation between SCPIX and SCDGX is 0.97, 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. SCDGX - Dividend Comparison
SCPIX's dividend yield for the trailing twelve months is around 4.68%, less than SCDGX's 11.48% 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% |
SCDGX DWS Core Equity Fund | 11.48% | 10.50% | 9.11% | 5.12% | 9.28% | 14.09% | 6.70% | 8.88% | 14.12% | 6.15% | 6.92% | 8.72% |
Drawdowns
SCPIX vs. SCDGX - Drawdown Comparison
The maximum SCPIX drawdown since its inception was -55.46%, roughly equal to the maximum SCDGX drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for SCPIX and SCDGX.
Loading graphics...
Drawdown Indicators
| SCPIX | SCDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.46% | -55.85% | +0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -12.78% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -22.77% | -1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -33.85% | -35.07% | +1.22% |
Current DrawdownCurrent decline from peak | -8.94% | -9.43% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -10.69% | -8.61% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.84% | -0.27% |
Volatility
SCPIX vs. SCDGX - Volatility Comparison
DWS S&P 500 Index Fund (SCPIX) and DWS Core Equity Fund (SCDGX) have volatilities of 4.00% and 3.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SCPIX | SCDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 3.94% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 9.06% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.89% | 18.23% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 17.03% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 18.36% | -0.29% |