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SCQGX vs. SCOBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCQGX and SCOBX is 0.72, 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.


-0.50.00.51.00.7

Performance

SCQGX vs. SCOBX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
6.87%
3.76%
SCQGX
SCOBX

Key characteristics

Sharpe Ratio

SCQGX:

0.84

SCOBX:

1.02

Sortino Ratio

SCQGX:

1.15

SCOBX:

1.51

Omega Ratio

SCQGX:

1.17

SCOBX:

1.18

Calmar Ratio

SCQGX:

0.93

SCOBX:

0.56

Martin Ratio

SCQGX:

3.43

SCOBX:

4.16

Ulcer Index

SCQGX:

4.65%

SCOBX:

3.30%

Daily Std Dev

SCQGX:

18.97%

SCOBX:

13.51%

Max Drawdown

SCQGX:

-65.18%

SCOBX:

-70.10%

Current Drawdown

SCQGX:

-7.30%

SCOBX:

-13.10%

Returns By Period

In the year-to-date period, SCQGX achieves a 4.62% return, which is significantly lower than SCOBX's 8.89% return. Over the past 10 years, SCQGX has outperformed SCOBX with an annualized return of 7.93%, while SCOBX has yielded a comparatively lower 4.63% annualized return.


SCQGX

YTD

4.62%

1M

2.08%

6M

5.50%

1Y

17.93%

5Y*

9.01%

10Y*

7.93%

SCOBX

YTD

8.89%

1M

6.47%

6M

2.95%

1Y

14.24%

5Y*

3.70%

10Y*

4.63%

*Annualized

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


SCQGX vs. SCOBX - Expense Ratio Comparison

SCQGX has a 0.83% expense ratio, which is lower than SCOBX's 0.92% expense ratio.


SCOBX
DWS International Growth Fund
Expense ratio chart for SCOBX: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%
Expense ratio chart for SCQGX: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%

Risk-Adjusted Performance

SCQGX vs. SCOBX — Risk-Adjusted Performance Rank

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

SCQGX
The Risk-Adjusted Performance Rank of SCQGX is 4747
Overall Rank
The Sharpe Ratio Rank of SCQGX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SCQGX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCQGX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SCQGX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SCQGX is 5050
Martin Ratio Rank

SCOBX
The Risk-Adjusted Performance Rank of SCOBX is 5151
Overall Rank
The Sharpe Ratio Rank of SCOBX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SCOBX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SCOBX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of SCOBX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCOBX is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCQGX vs. SCOBX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SCQGX, currently valued at 0.84, compared to the broader market-1.000.001.002.003.004.000.841.02
The chart of Sortino ratio for SCQGX, currently valued at 1.15, compared to the broader market0.002.004.006.008.0010.0012.001.151.51
The chart of Omega ratio for SCQGX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.18
The chart of Calmar ratio for SCQGX, currently valued at 0.93, compared to the broader market0.005.0010.0015.0020.000.930.56
The chart of Martin ratio for SCQGX, currently valued at 3.43, compared to the broader market0.0020.0040.0060.0080.003.434.16
SCQGX
SCOBX

The current SCQGX Sharpe Ratio is 0.84, which is comparable to the SCOBX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SCQGX and SCOBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.84
1.02
SCQGX
SCOBX

Dividends

SCQGX vs. SCOBX - Dividend Comparison

SCQGX has not paid dividends to shareholders, while SCOBX's dividend yield for the trailing twelve months is around 1.38%.


TTM20242023202220212020201920182017201620152014
SCQGX
DWS Large Cap Focus Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.12%0.11%0.12%0.18%0.18%0.00%
SCOBX
DWS International Growth Fund
1.38%1.51%1.57%0.66%2.10%0.81%1.01%1.29%0.46%0.14%0.00%0.90%

Drawdowns

SCQGX vs. SCOBX - Drawdown Comparison

The maximum SCQGX drawdown since its inception was -65.18%, smaller than the maximum SCOBX drawdown of -70.10%. Use the drawdown chart below to compare losses from any high point for SCQGX and SCOBX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.30%
-13.10%
SCQGX
SCOBX

Volatility

SCQGX vs. SCOBX - Volatility Comparison

DWS Large Cap Focus Growth Fund (SCQGX) has a higher volatility of 5.13% compared to DWS International Growth Fund (SCOBX) at 3.78%. This indicates that SCQGX's price experiences larger fluctuations and is considered to be riskier than SCOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.13%
3.78%
SCQGX
SCOBX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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