SCQGX vs. SCGSX
SCQGX (DWS Large Cap Focus Growth Fund) and SCGSX (DWS Capital Growth Fund) are both Large Cap Growth Equities funds from DWS. Over the past 10 years, SCQGX returned 16.84%/yr vs 16.04%/yr for SCGSX. With a 0.99 correlation, they move nearly in lockstep. SCQGX charges 0.83%/yr vs 0.66%/yr for SCGSX.
Performance
SCQGX vs. SCGSX - Performance Comparison
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Returns By Period
In the year-to-date period, SCQGX achieves a 5.77% return, which is significantly higher than SCGSX's 2.90% return. Both investments have delivered pretty close results over the past 10 years, with SCQGX having a 16.84% annualized return and SCGSX not far behind at 16.04%.
SCQGX
- 1D
- -1.48%
- 1M
- -0.80%
- YTD
- 5.77%
- 6M
- 4.60%
- 1Y
- 20.77%
- 3Y*
- 21.32%
- 5Y*
- 10.76%
- 10Y*
- 16.84%
SCGSX
- 1D
- -1.43%
- 1M
- -0.82%
- YTD
- 2.90%
- 6M
- 1.92%
- 1Y
- 12.51%
- 3Y*
- 17.85%
- 5Y*
- 9.12%
- 10Y*
- 16.04%
SCQGX vs. SCGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCQGX DWS Large Cap Focus Growth Fund | 5.77% | 15.68% | 29.47% | 41.14% | -33.56% | 23.59% | 40.77% | 37.33% | -1.92% | 25.13% |
SCGSX DWS Capital Growth Fund | 2.90% | 12.34% | 26.27% | 38.61% | -30.88% | 22.41% | 38.60% | 36.98% | -1.96% | 26.27% |
Correlation
The correlation between SCQGX and SCGSX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.99 |
The correlation between SCQGX and SCGSX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
SCQGX vs. SCGSX — Risk / Return Rank
SCQGX
SCGSX
SCQGX vs. SCGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Large Cap Focus Growth Fund (SCQGX) and DWS Capital Growth Fund (SCGSX). 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.
| SCQGX | SCGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.76 | +0.48 |
| Martin ratioReturn relative to average drawdown | 4.17 | 2.41 | +1.76 |
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Drawdowns
SCQGX vs. SCGSX - Drawdown Comparison
The maximum SCQGX drawdown since its inception was -64.09%, which is greater than SCGSX's maximum drawdown of -50.63%. Use the drawdown chart below to compare losses from any high point for SCQGX and SCGSX.
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Drawdown Indicators
| SCQGX | SCGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.09% | -50.63% | -13.46% |
Max Drawdown (1Y)Largest decline over 1 year | -17.77% | -18.09% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | -21.75% | -2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -37.69% | -35.81% | -1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -37.69% | -35.81% | -1.88% |
Current DrawdownCurrent decline from peak | -4.73% | -4.64% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -19.18% | -12.78% | -6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.26% | 5.67% | -0.41% |
Volatility
SCQGX vs. SCGSX - Volatility Comparison
DWS Large Cap Focus Growth Fund (SCQGX) and DWS Capital Growth Fund (SCGSX) have volatilities of 7.45% and 7.29%, 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.
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Volatility by Period
| SCQGX | SCGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 7.29% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 13.82% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 16.88% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.25% | 21.00% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 20.59% | +0.56% |
SCQGX vs. SCGSX - Expense Ratio Comparison
SCQGX has a 0.83% expense ratio, which is higher than SCGSX's 0.66% expense ratio.
Dividends
SCQGX vs. SCGSX - Dividend Comparison
SCQGX's dividend yield for the trailing twelve months is around 14.69%, more than SCGSX's 7.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCGSX DWS Capital Growth Fund | 7.41% | 7.62% | 9.06% | 7.18% | 7.81% | 6.64% | 5.59% | 5.98% | 17.00% | 9.08% | 8.49% | 11.02% |
SCQGX DWS Large Cap Focus Growth Fund | 14.69% | 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 0.98, SCQGX and SCGSX 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 (7.45%) compared to SCGSX (7.29%). In terms of maximum drawdown, SCQGX dropped -64.09% vs SCGSX's -50.63%.
SCQGX currently has the higher Sharpe Ratio (1.21 vs 0.81), 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.
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