PortfoliosLab logoPortfoliosLab logo
SCQGX vs. FCGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCQGX vs. FCGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Large Cap Focus Growth Fund (SCQGX) and Fidelity Series Growth Company Fund (FCGSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SCQGX vs. FCGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCQGX
DWS Large Cap Focus Growth Fund
-10.60%15.68%29.47%41.14%-33.56%23.59%40.77%37.33%-1.92%25.13%
FCGSX
Fidelity Series Growth Company Fund
-2.49%25.52%38.00%45.97%-32.15%25.13%70.01%39.75%-4.03%37.69%

Returns By Period

In the year-to-date period, SCQGX achieves a -10.60% return, which is significantly lower than FCGSX's -2.49% return. Over the past 10 years, SCQGX has underperformed FCGSX with an annualized return of 14.54%, while FCGSX has yielded a comparatively higher 21.96% annualized return.


SCQGX

1D
4.31%
1M
-6.53%
YTD
-10.60%
6M
-9.31%
1Y
14.08%
3Y*
18.07%
5Y*
8.86%
10Y*
14.54%

FCGSX

1D
4.44%
1M
-4.59%
YTD
-2.49%
6M
1.86%
1Y
38.78%
3Y*
28.90%
5Y*
14.89%
10Y*
21.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCQGX vs. FCGSX - Expense Ratio Comparison

SCQGX has a 0.83% expense ratio, which is higher than FCGSX's 0.00% expense ratio.


Return for Risk

SCQGX vs. FCGSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCQGX
SCQGX Risk / Return Rank: 2121
Overall Rank
SCQGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SCQGX Sortino Ratio Rank: 2626
Sortino Ratio Rank
SCQGX Omega Ratio Rank: 2323
Omega Ratio Rank
SCQGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SCQGX Martin Ratio Rank: 1818
Martin Ratio Rank

FCGSX
FCGSX Risk / Return Rank: 8888
Overall Rank
FCGSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FCGSX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FCGSX Omega Ratio Rank: 8282
Omega Ratio Rank
FCGSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FCGSX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCQGX vs. FCGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Large Cap Focus Growth Fund (SCQGX) and Fidelity Series Growth Company Fund (FCGSX). 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.


SCQGXFCGSXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.66

-0.99

Sortino ratio

Return per unit of downside risk

1.13

2.34

-1.21

Omega ratio

Gain probability vs. loss probability

1.15

1.33

-0.18

Calmar ratio

Return relative to maximum drawdown

0.67

2.98

-2.31

Martin ratio

Return relative to average drawdown

2.42

13.43

-11.01

SCQGX vs. FCGSX - Sharpe Ratio Comparison

The current SCQGX Sharpe Ratio is 0.67, which is lower than the FCGSX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of SCQGX and FCGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SCQGXFCGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.66

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.63

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.95

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.88

-0.43

Correlation

The correlation between SCQGX and FCGSX is 0.94, 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

SCQGX vs. FCGSX - Dividend Comparison

SCQGX's dividend yield for the trailing twelve months is around 17.38%, more than FCGSX's 10.74% yield.


TTM20252024202320222021202020192018201720162015
SCQGX
DWS Large Cap Focus Growth Fund
17.38%15.53%8.91%1.75%4.85%8.53%4.11%5.59%6.16%3.68%7.44%15.37%
FCGSX
Fidelity Series Growth Company Fund
10.74%10.48%12.49%3.13%0.61%38.65%31.99%11.06%13.21%10.51%2.44%0.25%

Drawdowns

SCQGX vs. FCGSX - Drawdown Comparison

The maximum SCQGX drawdown since its inception was -64.09%, which is greater than FCGSX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for SCQGX and FCGSX.


Loading graphics...

Drawdown Indicators


SCQGXFCGSXDifference

Max Drawdown

Largest peak-to-trough decline

-64.09%

-38.77%

-25.32%

Max Drawdown (1Y)

Largest decline over 1 year

-17.77%

-13.10%

-4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-37.69%

-38.77%

+1.08%

Max Drawdown (10Y)

Largest decline over 10 years

-37.69%

-38.77%

+1.08%

Current Drawdown

Current decline from peak

-14.22%

-6.44%

-7.78%

Average Drawdown

Average peak-to-trough decline

-19.29%

-7.05%

-12.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

2.91%

+2.03%

Volatility

SCQGX vs. FCGSX - Volatility Comparison

The current volatility for DWS Large Cap Focus Growth Fund (SCQGX) is 7.60%, while Fidelity Series Growth Company Fund (FCGSX) has a volatility of 8.15%. This indicates that SCQGX experiences smaller price fluctuations and is considered to be less risky than FCGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SCQGXFCGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

8.15%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

14.39%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

22.89%

24.14%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.02%

23.69%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.99%

23.19%

-2.20%