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

Performance

SCQGX vs. SCDGX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SCQGX achieves a 3.45% return, which is significantly lower than SCDGX's 11.02% return. Over the past 10 years, SCQGX has outperformed SCDGX with an annualized return of 15.72%, while SCDGX has yielded a comparatively lower 14.69% annualized return.


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%

SCDGX

1D
0.55%
1M
1.63%
6M
8.99%
YTD
11.02%
1Y
22.56%
3Y*
17.92%
5Y*
11.95%
10Y*
14.69%
ALL TIME*
9.49%
*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. SCDGX - 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%
SCDGX
DWS Core Equity Fund
11.02%16.32%20.01%25.55%-15.61%25.54%16.14%35.68%-6.06%21.52%

Correlation

The correlation between SCQGX and SCDGX is 0.91, 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.

0.91

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

0.89

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1992

0.89

The correlation between SCQGX and SCDGX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

SCQGX vs. SCDGX — 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

SCDGX
SCDGX Risk / Return Rank: 5858
Overall Rank
SCDGX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SCDGX Sortino Ratio Rank: 5656
Sortino Ratio Rank
SCDGX Omega Ratio Rank: 5454
Omega Ratio Rank
SCDGX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SCDGX Martin Ratio Rank: 6363
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. SCDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Large Cap Focus Growth Fund (SCQGX) and DWS Core Equity Fund (SCDGX). 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.


SCQGXSCDGXDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.09

1.28

-0.18

Calmar ratioReturn relative to maximum drawdown

0.51

2.17

-1.66

Martin ratioReturn relative to average drawdown

1.58

8.58

-7.00

SCQGX vs. SCDGX - Sharpe Ratio Comparison

The current SCQGX Sharpe Ratio is 0.47, which is lower than the SCDGX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SCQGX and SCDGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SCQGX vs. SCDGX - Drawdown Comparison

The maximum SCQGX drawdown since its inception was -64.09%, which is greater than SCDGX's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for SCQGX and SCDGX.


Loading charts...

Drawdown Indicators


SCQGXSCDGXDifference

Max Drawdown

Largest peak-to-trough decline

-64.09%

-55.85%

-8.24%

Max Drawdown (1Y)

Largest decline over 1 year

-17.77%

-9.54%

-8.23%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-20.72%

-3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-37.69%

-22.77%

-14.92%

Max Drawdown (10Y)

Largest decline over 10 years

-37.69%

-35.07%

-2.62%

Current Drawdown

Current decline from peak

-6.82%

-0.85%

-5.97%

Average Drawdown

Average peak-to-trough decline

-19.14%

-8.54%

-10.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

2.40%

+3.28%

Volatility

SCQGX vs. SCDGX - Volatility Comparison

DWS Large Cap Focus Growth Fund (SCQGX) has a higher volatility of 5.61% compared to DWS Core Equity Fund (SCDGX) at 3.79%. This indicates that SCQGX's price experiences larger fluctuations and is considered to be riskier than SCDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SCQGXSCDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

3.79%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

15.47%

10.32%

+5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

19.02%

13.17%

+5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.39%

17.20%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.17%

18.40%

+2.77%

SCQGX vs. SCDGX - Expense Ratio Comparison

SCQGX has a 0.83% expense ratio, which is higher than SCDGX's 0.55% expense ratio.


Dividends

SCQGX vs. SCDGX - Dividend Comparison

SCQGX's dividend yield for the trailing twelve months is around 15.02%, more than SCDGX's 9.43% yield.


PositionTTM20252024202320222021202020192018201720162015
SCDGX
DWS Core Equity Fund
9.43%10.50%9.11%5.12%9.28%14.09%6.70%8.88%14.12%6.15%6.92%8.72%
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


With a correlation of 0.91, SCQGX and SCDGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SCQGX has higher volatility (5.61%) compared to SCDGX (3.79%). In terms of maximum drawdown, SCQGX dropped -64.09% vs SCDGX's -55.85%.

SCDGX currently has the higher Sharpe Ratio (1.57 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

Find the right allocation for SCQGX and SCDGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer