SCQGX vs. VTMGX
Compare and contrast key facts about DWS Large Cap Focus Growth Fund (SCQGX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
SCQGX is managed by DWS. It was launched on May 15, 1991. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
SCQGX vs. VTMGX - Performance Comparison
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SCQGX vs. VTMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCQGX DWS Large Cap Focus Growth Fund | -14.30% | 15.68% | 29.47% | 41.14% | -33.56% | 23.59% | 40.77% | 37.33% | -1.92% | 25.13% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.46% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, SCQGX achieves a -14.30% return, which is significantly lower than VTMGX's 2.46% return. Over the past 10 years, SCQGX has outperformed VTMGX with an annualized return of 14.05%, while VTMGX has yielded a comparatively lower 9.31% annualized return.
SCQGX
- 1D
- -1.14%
- 1M
- -10.39%
- YTD
- -14.30%
- 6M
- -13.06%
- 1Y
- 9.37%
- 3Y*
- 16.42%
- 5Y*
- 8.28%
- 10Y*
- 14.05%
VTMGX
- 1D
- 2.96%
- 1M
- -7.62%
- YTD
- 2.46%
- 6M
- 7.79%
- 1Y
- 29.28%
- 3Y*
- 15.95%
- 5Y*
- 8.51%
- 10Y*
- 9.31%
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SCQGX vs. VTMGX - Expense Ratio Comparison
SCQGX has a 0.83% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
SCQGX vs. VTMGX — Risk / Return Rank
SCQGX
VTMGX
SCQGX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Large Cap Focus Growth Fund (SCQGX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.79 | -1.33 |
Sortino ratioReturn per unit of downside risk | 0.83 | 2.35 | -1.52 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.35 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 2.44 | -2.06 |
Martin ratioReturn relative to average drawdown | 1.34 | 9.56 | -8.22 |
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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.79 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.55 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.57 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.29 | +0.16 |
Correlation
The correlation between SCQGX and VTMGX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SCQGX vs. VTMGX - Dividend Comparison
SCQGX's dividend yield for the trailing twelve months is around 18.12%, more than VTMGX's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCQGX DWS Large Cap Focus Growth Fund | 18.12% | 15.53% | 8.91% | 1.75% | 4.85% | 8.53% | 4.11% | 5.59% | 6.16% | 3.68% | 7.44% | 15.37% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.92% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
SCQGX vs. VTMGX - Drawdown Comparison
The maximum SCQGX drawdown since its inception was -64.09%, which is greater than VTMGX's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for SCQGX and VTMGX.
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Drawdown Indicators
| SCQGX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.09% | -60.58% | -3.51% |
Max Drawdown (1Y)Largest decline over 1 year | -17.77% | -11.67% | -6.10% |
Max Drawdown (5Y)Largest decline over 5 years | -37.69% | -29.71% | -7.98% |
Max Drawdown (10Y)Largest decline over 10 years | -37.69% | -35.68% | -2.01% |
Current DrawdownCurrent decline from peak | -17.77% | -9.01% | -8.76% |
Average DrawdownAverage peak-to-trough decline | -19.29% | -14.74% | -4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 2.97% | +1.98% |
Volatility
SCQGX vs. VTMGX - Volatility Comparison
The current volatility for DWS Large Cap Focus Growth Fund (SCQGX) is 6.01%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.83%. This indicates that SCQGX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCQGX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 7.83% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 13.03% | 11.28% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.54% | 16.68% | +5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.94% | 15.65% | +6.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.95% | 16.45% | +4.50% |