SCQGX vs. VIGIX
SCQGX (DWS Large Cap Focus Growth Fund) and VIGIX (Vanguard Growth Index Fund Institutional Shares) are both Large Cap Growth Equities funds. Over the past 10 years, SCQGX returned 16.92%/yr vs 18.40%/yr for VIGIX. With a 0.97 correlation, they move nearly in lockstep. SCQGX charges 0.83%/yr vs 0.04%/yr for VIGIX.
Performance
SCQGX vs. VIGIX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SCQGX having a 11.02% return and VIGIX slightly lower at 10.83%. Over the past 10 years, SCQGX has underperformed VIGIX with an annualized return of 16.92%, while VIGIX has yielded a comparatively higher 18.40% annualized return.
SCQGX
- 1D
- 0.04%
- 1M
- 8.70%
- YTD
- 11.02%
- 6M
- 9.91%
- 1Y
- 27.29%
- 3Y*
- 23.70%
- 5Y*
- 13.08%
- 10Y*
- 16.92%
VIGIX
- 1D
- -0.28%
- 1M
- 7.55%
- YTD
- 10.83%
- 6M
- 10.12%
- 1Y
- 29.46%
- 3Y*
- 26.47%
- 5Y*
- 15.72%
- 10Y*
- 18.40%
SCQGX vs. VIGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCQGX DWS Large Cap Focus Growth Fund | 11.02% | 15.68% | 29.47% | 41.14% | -33.56% | 23.59% | 40.77% | 37.33% | -1.92% | 25.13% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 10.83% | 19.44% | 32.68% | 46.77% | -33.13% | 27.27% | 40.19% | 37.26% | -3.34% | 27.81% |
Correlation
The correlation between SCQGX and VIGIX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since May 15, 1998 | 0.97 |
The correlation between SCQGX and VIGIX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
SCQGX vs. VIGIX — Risk / Return Rank
SCQGX
VIGIX
SCQGX vs. VIGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Large Cap Focus Growth Fund (SCQGX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.
| SCQGX | VIGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.85 | -0.24 |
| Martin ratioReturn relative to average drawdown | 5.52 | 6.49 | -0.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCQGX | VIGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.92 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.71 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.86 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.47 | +0.02 |
Drawdowns
SCQGX vs. VIGIX - Drawdown Comparison
The maximum SCQGX drawdown since its inception was -64.09%, which is greater than VIGIX's maximum drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for SCQGX and VIGIX.
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Drawdown Indicators
| SCQGX | VIGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.09% | -56.95% | -7.14% |
Max Drawdown (1Y)Largest decline over 1 year | -17.77% | -16.51% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | -23.03% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -37.69% | -35.62% | -2.07% |
Max Drawdown (10Y)Largest decline over 10 years | -37.69% | -35.62% | -2.07% |
Current DrawdownCurrent decline from peak | 0.00% | -0.28% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -16.28% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 4.68% | +0.46% |
Volatility
SCQGX vs. VIGIX - Volatility Comparison
DWS Large Cap Focus Growth Fund (SCQGX) has a higher volatility of 4.15% compared to Vanguard Growth Index Fund Institutional Shares (VIGIX) at 3.62%. This indicates that SCQGX's price experiences larger fluctuations and is considered to be riskier than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCQGX | VIGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 3.62% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 12.10% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 15.87% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.06% | 22.35% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.05% | 21.59% | -0.54% |
SCQGX vs. VIGIX - Expense Ratio Comparison
SCQGX has a 0.83% expense ratio, which is higher than VIGIX's 0.04% expense ratio.
Dividends
SCQGX vs. VIGIX - Dividend Comparison
SCQGX's dividend yield for the trailing twelve months is around 13.99%, more than VIGIX's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCQGX DWS Large Cap Focus Growth Fund | 13.99% | 15.53% | 8.91% | 1.75% | 4.85% | 8.53% | 4.11% | 5.59% | 6.16% | 3.68% | 7.44% | 15.37% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 0.37% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.15% | 1.40% | 1.31% |
Frequently Asked Questions
With a correlation of 0.95, SCQGX and VIGIX 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 (4.15%) compared to VIGIX (3.62%). In terms of maximum drawdown, SCQGX dropped -64.09% vs VIGIX's -56.95%.
VIGIX currently has the higher Sharpe Ratio (1.92 vs 1.67), 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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