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SEMGX vs. SCOBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEMGX vs. SCOBX - Performance Comparison

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

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SEMGX vs. SCOBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEMGX
DWS Emerging Markets Equity Fund
-1.44%28.85%7.48%6.32%-21.66%-11.60%18.65%19.23%-12.25%37.71%
SCOBX
DWS International Growth Fund
-7.80%19.45%9.37%15.76%-29.24%8.23%22.49%31.61%-16.88%25.45%

Returns By Period

In the year-to-date period, SEMGX achieves a -1.44% return, which is significantly higher than SCOBX's -7.80% return. Both investments have delivered pretty close results over the past 10 years, with SEMGX having a 6.44% annualized return and SCOBX not far behind at 6.12%.


SEMGX

1D
-2.04%
1M
-14.78%
YTD
-1.44%
6M
4.16%
1Y
25.42%
3Y*
11.59%
5Y*
-0.25%
10Y*
6.44%

SCOBX

1D
-0.12%
1M
-12.07%
YTD
-7.80%
6M
-6.17%
1Y
5.86%
3Y*
8.26%
5Y*
1.51%
10Y*
6.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEMGX vs. SCOBX - Expense Ratio Comparison

SEMGX has a 0.98% expense ratio, which is higher than SCOBX's 0.92% expense ratio.


Return for Risk

SEMGX vs. SCOBX — Risk / Return Rank

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

SEMGX
SEMGX Risk / Return Rank: 6565
Overall Rank
SEMGX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SEMGX Sortino Ratio Rank: 6868
Sortino Ratio Rank
SEMGX Omega Ratio Rank: 6565
Omega Ratio Rank
SEMGX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SEMGX Martin Ratio Rank: 6262
Martin Ratio Rank

SCOBX
SCOBX Risk / Return Rank: 1212
Overall Rank
SCOBX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SCOBX Sortino Ratio Rank: 1212
Sortino Ratio Rank
SCOBX Omega Ratio Rank: 1212
Omega Ratio Rank
SCOBX Calmar Ratio Rank: 1313
Calmar Ratio Rank
SCOBX Martin Ratio Rank: 1414
Martin Ratio Rank
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.

SEMGX vs. SCOBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Emerging Markets Equity Fund (SEMGX) 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.


SEMGXSCOBXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.29

+0.90

Sortino ratio

Return per unit of downside risk

1.70

0.55

+1.15

Omega ratio

Gain probability vs. loss probability

1.24

1.07

+0.17

Calmar ratio

Return relative to maximum drawdown

1.43

0.32

+1.11

Martin ratio

Return relative to average drawdown

5.90

1.21

+4.69

SEMGX vs. SCOBX - Sharpe Ratio Comparison

The current SEMGX Sharpe Ratio is 1.19, which is higher than the SCOBX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of SEMGX 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.


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Sharpe Ratios by Period


SEMGXSCOBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.29

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.08

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.35

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.41

-0.19

Correlation

The correlation between SEMGX and SCOBX is 0.77, 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.


Dividends

SEMGX vs. SCOBX - Dividend Comparison

SEMGX's dividend yield for the trailing twelve months is around 3.04%, less than SCOBX's 5.10% yield.


TTM20252024202320222021202020192018201720162015
SEMGX
DWS Emerging Markets Equity Fund
3.04%3.00%0.15%2.16%2.16%1.71%1.23%1.94%0.71%0.62%0.54%0.23%
SCOBX
DWS International Growth Fund
5.10%4.70%3.37%1.57%3.78%3.70%0.81%1.01%1.29%0.46%0.14%0.00%

Drawdowns

SEMGX vs. SCOBX - Drawdown Comparison

The maximum SEMGX drawdown since its inception was -67.21%, which is greater than SCOBX's maximum drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for SEMGX and SCOBX.


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Drawdown Indicators


SEMGXSCOBXDifference

Max Drawdown

Largest peak-to-trough decline

-67.21%

-62.65%

-4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

-12.41%

-3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-41.58%

-40.92%

-0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

-40.92%

-4.90%

Current Drawdown

Current decline from peak

-16.11%

-12.41%

-3.70%

Average Drawdown

Average peak-to-trough decline

-25.39%

-11.57%

-13.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

3.47%

+0.43%

Volatility

SEMGX vs. SCOBX - Volatility Comparison

DWS Emerging Markets Equity Fund (SEMGX) has a higher volatility of 8.75% compared to DWS International Growth Fund (SCOBX) at 6.00%. This indicates that SEMGX'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.


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Volatility by Period


SEMGXSCOBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.75%

6.00%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

10.63%

+3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

20.97%

17.25%

+3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

17.87%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

17.36%

+0.64%