SCPIX vs. SCOBX
Compare and contrast key facts about DWS S&P 500 Index Fund (SCPIX) and DWS International Growth Fund (SCOBX).
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. SCOBX is managed by DWS. It was launched on Jul 22, 1986.
Performance
SCPIX vs. SCOBX - Performance Comparison
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SCPIX vs. SCOBX - 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% |
SCOBX DWS International Growth Fund | -7.80% | 19.45% | 9.37% | 15.76% | -29.24% | 8.23% | 22.49% | 31.61% | -16.88% | 25.45% |
Returns By Period
In the year-to-date period, SCPIX achieves a -7.12% return, which is significantly higher than SCOBX's -7.80% return. Over the past 10 years, SCPIX has outperformed SCOBX with an annualized return of 13.65%, while SCOBX has yielded a comparatively lower 6.12% 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%
SCOBX
- 1D
- -0.12%
- 1M
- -12.07%
- YTD
- -7.80%
- 6M
- -6.17%
- 1Y
- 5.86%
- 3Y*
- 8.26%
- 5Y*
- 1.51%
- 10Y*
- 6.12%
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SCPIX vs. SCOBX - Expense Ratio Comparison
SCPIX has a 0.29% expense ratio, which is lower than SCOBX's 0.92% expense ratio.
Return for Risk
SCPIX vs. SCOBX — Risk / Return Rank
SCPIX
SCOBX
SCPIX vs. SCOBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS S&P 500 Index Fund (SCPIX) and DWS International Growth Fund (SCOBX). 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 | SCOBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.29 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.32 | 0.55 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.07 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.32 | +0.65 |
Martin ratioReturn relative to average drawdown | 4.72 | 1.21 | +3.51 |
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 | SCOBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.29 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.08 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.35 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.41 | +0.03 |
Correlation
The correlation between SCPIX and SCOBX is 0.80, 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. SCOBX - Dividend Comparison
SCPIX's dividend yield for the trailing twelve months is around 4.68%, less than SCOBX's 5.10% 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% |
SCOBX DWS International Growth Fund | 5.10% | 4.70% | 3.37% | 1.57% | 3.78% | 3.70% | 0.81% | 1.01% | 1.29% | 0.46% | 0.14% | 0.00% |
Drawdowns
SCPIX vs. SCOBX - Drawdown Comparison
The maximum SCPIX drawdown since its inception was -55.46%, smaller than the maximum SCOBX drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for SCPIX and SCOBX.
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Drawdown Indicators
| SCPIX | SCOBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.46% | -62.65% | +7.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -12.41% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -40.92% | +16.26% |
Max Drawdown (10Y)Largest decline over 10 years | -33.85% | -40.92% | +7.07% |
Current DrawdownCurrent decline from peak | -8.94% | -12.41% | +3.47% |
Average DrawdownAverage peak-to-trough decline | -10.69% | -11.57% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 3.47% | -0.90% |
Volatility
SCPIX vs. SCOBX - Volatility Comparison
The current volatility for DWS S&P 500 Index Fund (SCPIX) is 4.00%, while DWS International Growth Fund (SCOBX) has a volatility of 6.00%. This indicates that SCPIX experiences smaller price fluctuations and is considered to be less risky than SCOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCPIX | SCOBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 6.00% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 10.63% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.89% | 17.25% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 17.87% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 17.36% | +0.71% |