SCQGX vs. VMGAX

Last updated Aug 4, 2026

SCQGX (DWS Large Cap Focus Growth Fund) and VMGAX (Vanguard Mega Cap Growth Index Fund Institutional Shares) are both Large Cap Growth Equities funds. Over the past 10 years, SCQGX returned 15.72%/yr vs 18.27%/yr for VMGAX. Their 0.96 correlation means they have historically moved very closely together. SCQGX charges 0.83%/yr vs 0.05%/yr for VMGAX.

Performance

SCQGX vs. VMGAX - Performance Comparison

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

Returns By Period

In the year-to-date period, SCQGX achieves a 3.45% return, which is significantly lower than VMGAX's 4.77% return. Over the past 10 years, SCQGX has underperformed VMGAX with an annualized return of 15.72%, while VMGAX has yielded a comparatively higher 18.27% 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%

VMGAX

• 1D: 1.14%
• 1M: -0.93%
• 6M: 6.38%
• YTD: 4.77%
• 1Y: 16.42%
• 3Y*: 21.81%
• 5Y*: 13.07%
• 10Y*: 18.27%
• ALL TIME*: 13.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SCQGX DWS Large Cap Focus Growth Fund	$0.00	$0.00	$0.00
VMGAX Vanguard Mega Cap Growth Index Fund Institutional Shares	$0.00	$0.00	$0.00

SCQGX vs. VMGAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
VMGAX Vanguard Mega Cap Growth Index Fund Institutional Shares	4.77%	20.73%	32.98%	51.57%	-33.55%	28.50%	41.02%	37.54%	-2.86%	29.49%

Correlation

The correlation between SCQGX and VMGAX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.95
Correlation (3Y) Balances recent behavior with more history.	0.96
Correlation (5Y) Shows whether the relationship held over a longer period.	0.97
Correlation (10Y) Provides a long-term view across more market conditions.	0.97
Correlation (All Time) Calculated using the full available price history since Dec 27, 2007	0.96

The correlation between SCQGX and VMGAX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

Return for Risk

SCQGX vs. VMGAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCQGX

SCQGX Risk / Return Rank: 11
SCQGX Sharpe Ratio Rank: 11
SCQGX Sortino Ratio Rank: 11
SCQGX Omega Ratio Rank: 11
SCQGX Calmar Ratio Rank: 10
SCQGX Martin Ratio Rank: 11

VMGAX

VMGAX Risk / Return Rank: 18
VMGAX Sharpe Ratio Rank: 19
VMGAX Sortino Ratio Rank: 19
VMGAX Omega Ratio Rank: 18
VMGAX Calmar Ratio Rank: 15
VMGAX Martin Ratio Rank: 17

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. VMGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Large Cap Focus Growth Fund (SCQGX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX). 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	VMGAX	Difference
Sharpe ratio: Return per unit of total volatility	0.47	0.76	-0.29
Sortino ratio: Return per unit of downside risk	0.78	1.16	-0.38
Omega ratio: Gain probability vs. loss probability	1.09	1.14	-0.04
Calmar ratio: Return relative to maximum drawdown	0.51	0.83	-0.33
Martin ratio: Return relative to average drawdown	1.58	2.60	-1.03

SCQGX vs. VMGAX - Sharpe Ratio Comparison

The current SCQGX Sharpe Ratio is 0.47, which is lower than the VMGAX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SCQGX and VMGAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCQGX vs. VMGAX - Drawdown Comparison

The maximum SCQGX drawdown since its inception was -64.09%, which is greater than VMGAX's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for SCQGX and VMGAX.

Drawdown Indicators

	SCQGX	VMGAX	Difference
Max Drawdown Largest peak-to-trough decline	-64.09%	-47.97%	-16.12%
Max Drawdown (1Y) Largest decline over 1 year	-17.77%	-16.78%	-0.99%
Max Drawdown (3Y) Largest decline over 3 years	-23.77%	-23.45%	-0.32%
Max Drawdown (5Y) Largest decline over 5 years	-37.69%	-36.03%	-1.66%
Max Drawdown (10Y) Largest decline over 10 years	-37.69%	-36.03%	-1.66%
Current Drawdown Current decline from peak	-6.82%	-6.12%	-0.70%
Average Drawdown Average peak-to-trough decline	-19.14%	-7.42%	-11.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.68%	5.35%	+0.33%

Volatility

SCQGX vs. VMGAX - Volatility Comparison

DWS Large Cap Focus Growth Fund (SCQGX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) have volatilities of 5.61% and 5.83%, 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.

Volatility by Period

	SCQGX	VMGAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.61%	5.83%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	15.47%	14.69%	+0.78%
Volatility (1Y) Calculated over the trailing 1-year period	19.02%	18.26%	+0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.39%	23.00%	-0.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.17%	22.02%	-0.85%

SCQGX vs. VMGAX - Expense Ratio Comparison

SCQGX has a 0.83% expense ratio, which is higher than VMGAX's 0.05% expense ratio.

Dividends

SCQGX vs. VMGAX - Dividend Comparison

SCQGX's dividend yield for the trailing twelve months is around 15.02%, more than VMGAX's 0.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VMGAX Vanguard Mega Cap Growth Index Fund Institutional Shares	0.35%	0.36%	0.44%	0.51%	0.71%	0.42%	0.65%	0.86%	1.13%	1.23%	1.53%	1.44%

Frequently Asked Questions

Can I hold both SCQGX and VMGAX in my portfolio?

With a correlation of 0.95, SCQGX and VMGAX 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.

Which is riskier, SCQGX or VMGAX?

VMGAX has higher volatility (5.83%) compared to SCQGX (5.61%). In terms of maximum drawdown, SCQGX dropped -64.09% vs VMGAX's -47.97%.

Which has better risk-adjusted returns?

VMGAX currently has the higher Sharpe Ratio (0.76 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.