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SCQGX vs. ANFFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCQGX vs. ANFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Large Cap Focus Growth Fund (SCQGX) and American Funds The New Economy Fund Class F-1 (ANFFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCQGX achieves a 3.45% return, which is significantly lower than ANFFX's 15.40% return. Both investments have delivered pretty close results over the past 10 years, with SCQGX having a 15.72% annualized return and ANFFX not far behind at 15.41%.


SCQGX

1D
1.10%
1M
-1.56%
6M
4.57%
YTD
3.45%
1Y
11.49%
3Y*
18.70%
5Y*
9.23%
10Y*
15.72%
ALL TIME*
9.43%

ANFFX

1D
1.18%
1M
-3.54%
6M
11.04%
YTD
15.40%
1Y
37.35%
3Y*
25.56%
5Y*
11.79%
10Y*
15.41%
ALL TIME*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SCQGX vs. ANFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCQGX
DWS Large Cap Focus Growth Fund
3.45%15.68%29.47%41.14%-33.56%23.59%40.77%37.33%-1.92%25.13%
ANFFX
American Funds The New Economy Fund Class F-1
15.40%30.96%23.52%29.10%-29.69%11.98%33.43%26.38%-4.41%34.27%

Correlation

The correlation between SCQGX and ANFFX is 0.86, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.86

Correlation (3Y)
Balances recent behavior with more history.

0.89

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2001

0.91

The correlation between SCQGX and ANFFX has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

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Return for Risk

SCQGX vs. ANFFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCQGX
SCQGX Risk / Return Rank: 1111
Overall Rank
SCQGX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SCQGX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SCQGX Omega Ratio Rank: 1111
Omega Ratio Rank
SCQGX Calmar Ratio Rank: 1010
Calmar Ratio Rank
SCQGX Martin Ratio Rank: 1111
Martin Ratio Rank

ANFFX
ANFFX Risk / Return Rank: 6868
Overall Rank
ANFFX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ANFFX Sortino Ratio Rank: 6060
Sortino Ratio Rank
ANFFX Omega Ratio Rank: 6060
Omega Ratio Rank
ANFFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
ANFFX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCQGX vs. ANFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Large Cap Focus Growth Fund (SCQGX) and American Funds The New Economy Fund Class F-1 (ANFFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCQGXANFFXDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.09

1.29

-0.20

Calmar ratioReturn relative to maximum drawdown

0.51

2.61

-2.10

Martin ratioReturn relative to average drawdown

1.58

9.62

-8.04

SCQGX vs. ANFFX - Sharpe Ratio Comparison

The current SCQGX Sharpe Ratio is 0.47, which is lower than the ANFFX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of SCQGX and ANFFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCQGX vs. ANFFX - Drawdown Comparison

The maximum SCQGX drawdown since its inception was -64.09%, which is greater than ANFFX's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for SCQGX and ANFFX.


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Drawdown Indicators


SCQGXANFFXDifference

Max Drawdown

Largest peak-to-trough decline

-64.09%

-55.37%

-8.72%

Max Drawdown (1Y)

Largest decline over 1 year

-17.77%

-13.36%

-4.41%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-20.81%

-2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-37.69%

-37.10%

-0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-37.69%

-37.10%

-0.59%

Current Drawdown

Current decline from peak

-6.82%

-6.91%

+0.09%

Average Drawdown

Average peak-to-trough decline

-19.14%

-11.32%

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

3.62%

+2.06%

Volatility

SCQGX vs. ANFFX - Volatility Comparison

The current volatility for DWS Large Cap Focus Growth Fund (SCQGX) is 5.61%, while American Funds The New Economy Fund Class F-1 (ANFFX) has a volatility of 7.66%. This indicates that SCQGX experiences smaller price fluctuations and is considered to be less risky than ANFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCQGXANFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

7.66%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

15.47%

17.20%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

19.02%

20.45%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.39%

19.99%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.17%

19.31%

+1.86%

SCQGX vs. ANFFX - Expense Ratio Comparison

SCQGX has a 0.83% expense ratio, which is higher than ANFFX's 0.78% expense ratio.


Dividends

SCQGX vs. ANFFX - Dividend Comparison

SCQGX's dividend yield for the trailing twelve months is around 15.02%, more than ANFFX's 8.58% yield.


PositionTTM20252024202320222021202020192018201720162015
ANFFX
American Funds The New Economy Fund Class F-1
8.58%9.90%9.56%3.89%0.00%7.53%2.45%7.26%9.84%8.19%2.13%6.07%
SCQGX
DWS Large Cap Focus Growth Fund
15.02%15.53%8.91%1.75%4.85%8.53%4.11%5.59%6.16%3.68%7.44%15.37%

Frequently Asked Questions


SCQGX and ANFFX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANFFX has higher volatility (7.66%) compared to SCQGX (5.61%). In terms of maximum drawdown, SCQGX dropped -64.09% vs ANFFX's -55.37%.

ANFFX currently has the higher Sharpe Ratio (1.71 vs 0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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