SCPIX vs. SCGSX
Compare and contrast key facts about DWS S&P 500 Index Fund (SCPIX) and DWS Capital Growth Fund (SCGSX).
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. SCGSX is managed by DWS. It was launched on Jul 14, 2000.
Performance
SCPIX vs. SCGSX - Performance Comparison
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SCPIX vs. SCGSX - 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% |
SCGSX DWS Capital Growth Fund | -14.32% | 12.34% | 26.27% | 38.61% | -30.88% | 22.41% | 38.60% | 36.98% | -1.96% | 26.27% |
Returns By Period
In the year-to-date period, SCPIX achieves a -7.12% return, which is significantly higher than SCGSX's -14.32% return. Both investments have delivered pretty close results over the past 10 years, with SCPIX having a 13.65% annualized return and SCGSX not far behind at 13.55%.
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%
SCGSX
- 1D
- -0.87%
- 1M
- -9.41%
- YTD
- -14.32%
- 6M
- -14.91%
- 1Y
- 4.68%
- 3Y*
- 14.02%
- 5Y*
- 7.30%
- 10Y*
- 13.55%
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SCPIX vs. SCGSX - Expense Ratio Comparison
SCPIX has a 0.29% expense ratio, which is lower than SCGSX's 0.66% expense ratio.
Return for Risk
SCPIX vs. SCGSX — Risk / Return Rank
SCPIX
SCGSX
SCPIX vs. SCGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS S&P 500 Index Fund (SCPIX) and DWS Capital Growth Fund (SCGSX). 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 | SCGSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.23 | +0.61 |
Sortino ratioReturn per unit of downside risk | 1.32 | 0.49 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.07 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.09 | +0.88 |
Martin ratioReturn relative to average drawdown | 4.72 | 0.31 | +4.40 |
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 | SCGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.23 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.35 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.67 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.38 | +0.06 |
Correlation
The correlation between SCPIX and SCGSX is 0.95, 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. SCGSX - Dividend Comparison
SCPIX's dividend yield for the trailing twelve months is around 4.68%, less than SCGSX's 8.90% 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% |
SCGSX DWS Capital Growth Fund | 8.90% | 7.62% | 9.06% | 7.18% | 7.81% | 6.64% | 5.59% | 5.98% | 17.00% | 9.08% | 8.49% | 11.02% |
Drawdowns
SCPIX vs. SCGSX - Drawdown Comparison
The maximum SCPIX drawdown since its inception was -55.46%, which is greater than SCGSX's maximum drawdown of -50.63%. Use the drawdown chart below to compare losses from any high point for SCPIX and SCGSX.
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Drawdown Indicators
| SCPIX | SCGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.46% | -50.63% | -4.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -18.09% | +5.96% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -35.81% | +11.15% |
Max Drawdown (10Y)Largest decline over 10 years | -33.85% | -35.81% | +1.96% |
Current DrawdownCurrent decline from peak | -8.94% | -18.09% | +9.15% |
Average DrawdownAverage peak-to-trough decline | -10.69% | -12.85% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 5.25% | -2.68% |
Volatility
SCPIX vs. SCGSX - Volatility Comparison
The current volatility for DWS S&P 500 Index Fund (SCPIX) is 4.00%, while DWS Capital Growth Fund (SCGSX) has a volatility of 5.48%. This indicates that SCPIX experiences smaller price fluctuations and is considered to be less risky than SCGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCPIX | SCGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 5.48% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 11.86% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.89% | 21.03% | -3.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 20.76% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 20.40% | -2.33% |