SCPIX vs. SPIDX

The year-to-date returns for both stocks are quite close, with SCPIX having a -3.38% return and SPIDX slightly lower at -3.42%. Over the past 10 years, SCPIX has underperformed SPIDX with an annualized return of 7.18%, while SPIDX has yielded a comparatively higher 11.65% annualized return.

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Both SCPIX and SPIDX have an expense ratio of 0.29%.

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

The current SCPIX Sharpe Ratio is 0.26, which is lower than the SPIDX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of SCPIX and SPIDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SCPIX's dividend yield for the trailing twelve months is around 5.86%, more than SPIDX's 1.01% yield.

The maximum SCPIX drawdown since its inception was -55.47%, roughly equal to the maximum SPIDX drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for SCPIX and SPIDX. For additional features, visit the drawdowns tool.

DWS S&P 500 Index Fund (SCPIX) and Invesco S&P 500 Index Fund (SPIDX) have volatilities of 6.85% and 6.83%, 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.