SGSCX vs. GAOAX
Compare and contrast key facts about DWS Global Small Cap Fund (SGSCX) and JPMorgan Global Allocation Fund A (GAOAX).
SGSCX is managed by DWS. It was launched on Sep 9, 1991. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
SGSCX vs. GAOAX - Performance Comparison
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SGSCX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 5.08% | 20.22% | 5.35% | 24.62% | -24.63% | 15.10% | 16.98% | 22.29% | -21.96% | 19.80% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, SGSCX achieves a 5.08% return, which is significantly higher than GAOAX's -3.89% return. Over the past 10 years, SGSCX has outperformed GAOAX with an annualized return of 7.19%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
SGSCX
- 1D
- 3.01%
- 1M
- -6.44%
- YTD
- 5.08%
- 6M
- 10.02%
- 1Y
- 33.03%
- 3Y*
- 16.01%
- 5Y*
- 5.79%
- 10Y*
- 7.19%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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SGSCX vs. GAOAX - Expense Ratio Comparison
SGSCX has a 1.12% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
SGSCX vs. GAOAX — Risk / Return Rank
SGSCX
GAOAX
SGSCX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Global Small Cap Fund (SGSCX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| SGSCX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 0.86 | +1.02 |
Sortino ratioReturn per unit of downside risk | 2.63 | 1.24 | +1.39 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.17 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.53 | 1.10 | +1.43 |
Martin ratioReturn relative to average drawdown | 10.66 | 4.47 | +6.19 |
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
| SGSCX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 0.86 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.17 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.53 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.54 | -0.07 |
Correlation
The correlation between SGSCX and GAOAX is 0.87, 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
SGSCX vs. GAOAX - Dividend Comparison
SGSCX's dividend yield for the trailing twelve months is around 9.87%, less than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 9.87% | 10.37% | 6.35% | 5.12% | 5.42% | 16.72% | 0.36% | 0.29% | 18.31% | 11.13% | 7.52% | 6.04% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
SGSCX vs. GAOAX - Drawdown Comparison
The maximum SGSCX drawdown since its inception was -62.26%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for SGSCX and GAOAX.
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Drawdown Indicators
| SGSCX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -29.02% | -33.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -8.95% | -3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -33.72% | -29.02% | -4.70% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -29.02% | -16.96% |
Current DrawdownCurrent decline from peak | -6.82% | -7.61% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -14.18% | -6.01% | -8.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.20% | +0.71% |
Volatility
SGSCX vs. GAOAX - Volatility Comparison
DWS Global Small Cap Fund (SGSCX) has a higher volatility of 6.41% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that SGSCX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGSCX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 4.98% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.70% | 7.55% | +4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 11.53% | +6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 11.03% | +7.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.46% | 10.81% | +8.65% |