SEEFX vs. SGSCX

Last updated Jun 24, 2026

SEEFX (Saturna Sustainable Equity Fund) and SGSCX (DWS Global Small Cap Fund) are both Global Equities funds. A 0.79 correlation means they provide meaningful diversification when combined. SEEFX charges 0.75%/yr vs 1.12%/yr for SGSCX.

Performance

SEEFX vs. SGSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saturna Sustainable Equity Fund (SEEFX) and DWS Global Small Cap Fund (SGSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SEEFX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SGSCX

• 1D: -0.03%
• 1M: 1.29%
• YTD: 21.49%
• 6M: 19.89%
• 1Y: 41.28%
• 3Y*: 21.08%
• 5Y*: 8.18%
• 10Y*: 9.31%

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

SEEFX vs. SGSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEEFX Saturna Sustainable Equity Fund	-6.40%	18.55%	9.61%	18.83%	-21.41%	11.29%	24.39%	30.96%	-5.76%	23.76%
SGSCX DWS Global Small Cap Fund	21.49%	20.22%	5.35%	24.62%	-24.63%	15.10%	16.98%	22.29%	-21.96%	19.80%

Correlation

The correlation between SEEFX and SGSCX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (10Y) Calculated over the trailing 10-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.79

The correlation between SEEFX and SGSCX shifts across timeframes, from 0.61 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SEEFX vs. SGSCX — Risk / Return Rank

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

SEEFX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SGSCX

SGSCX Risk / Return Rank: 87
SGSCX Sharpe Ratio Rank: 89
SGSCX Sortino Ratio Rank: 85
SGSCX Omega Ratio Rank: 78
SGSCX Calmar Ratio Rank: 91
SGSCX Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEEFX vs. SGSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saturna Sustainable Equity Fund (SEEFX) and DWS Global Small Cap Fund (SGSCX). 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.

	SEEFX	SGSCX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.70	—
Sortino ratio: Return per unit of downside risk	—	3.73	—
Omega ratio: Gain probability vs. loss probability	—	1.46	—
Calmar ratio: Return relative to maximum drawdown	—	4.52	—
Martin ratio: Return relative to average drawdown	—	16.88	—

Drawdowns

Drawdown Indicators

	SEEFX	SGSCX	Difference
Max Drawdown Largest peak-to-trough decline	—	-62.26%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.54%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.37%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.72%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.98%	—
Current Drawdown Current decline from peak	—	-0.27%	—
Average Drawdown Average peak-to-trough decline	—	-14.10%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.54%	—

Volatility

Volatility by Period

	SEEFX	SGSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.34%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.97%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	18.96%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	19.56%	—

SEEFX vs. SGSCX - Expense Ratio Comparison

SEEFX has a 0.75% expense ratio, which is lower than SGSCX's 1.12% expense ratio.

Dividends

SEEFX vs. SGSCX - Dividend Comparison

SEEFX's dividend yield for the trailing twelve months is around 37.97%, more than SGSCX's 8.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SEEFX Saturna Sustainable Equity Fund	37.97%	0.98%	0.49%	0.99%	0.94%	0.62%	0.34%	0.50%	0.89%	0.77%	0.57%	0.00%
SGSCX DWS Global Small Cap Fund	8.53%	10.37%	6.35%	5.12%	5.42%	16.72%	0.36%	0.29%	18.31%	11.13%	7.52%	6.04%

Frequently Asked Questions

Can I hold both SEEFX and SGSCX in my portfolio?

SEEFX and SGSCX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.