SGSCX vs. QVAL
Compare and contrast key facts about DWS Global Small Cap Fund (SGSCX) and Alpha Architect U.S. Quantitative Value ETF (QVAL).
SGSCX is managed by DWS. It was launched on Sep 9, 1991. QVAL is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the QVAL-US - Alpha Architect Quantitative Value Index. It was launched on Oct 22, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGSCX or QVAL.
Correlation
The correlation between SGSCX and QVAL is 0.81, 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.
Performance
SGSCX vs. QVAL - Performance Comparison
Key characteristics
SGSCX:
0.10
QVAL:
1.04
SGSCX:
0.25
QVAL:
1.53
SGSCX:
1.03
QVAL:
1.18
SGSCX:
0.04
QVAL:
2.04
SGSCX:
0.40
QVAL:
5.11
SGSCX:
4.44%
QVAL:
3.00%
SGSCX:
17.78%
QVAL:
14.71%
SGSCX:
-64.99%
QVAL:
-51.49%
SGSCX:
-37.15%
QVAL:
-4.41%
Returns By Period
In the year-to-date period, SGSCX achieves a -0.56% return, which is significantly lower than QVAL's 1.81% return. Over the past 10 years, SGSCX has underperformed QVAL with an annualized return of -2.49%, while QVAL has yielded a comparatively higher 7.79% annualized return.
SGSCX
-0.56%
-11.38%
-9.12%
1.87%
-0.86%
-2.49%
QVAL
1.81%
-0.58%
2.19%
15.94%
10.36%
7.79%
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SGSCX vs. QVAL - Expense Ratio Comparison
SGSCX has a 1.12% expense ratio, which is higher than QVAL's 0.49% expense ratio.
Risk-Adjusted Performance
SGSCX vs. QVAL — Risk-Adjusted Performance Rank
SGSCX
QVAL
SGSCX vs. QVAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Global Small Cap Fund (SGSCX) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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.
Dividends
SGSCX vs. QVAL - Dividend Comparison
SGSCX has not paid dividends to shareholders, while QVAL's dividend yield for the trailing twelve months is around 1.69%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 0.00% | 0.00% | 0.99% | 0.28% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.08% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.69% | 1.72% | 1.76% | 2.00% | 1.22% | 1.86% | 1.99% | 1.64% | 1.07% | 1.30% | 1.37% | 0.15% |
Drawdowns
SGSCX vs. QVAL - Drawdown Comparison
The maximum SGSCX drawdown since its inception was -64.99%, which is greater than QVAL's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for SGSCX and QVAL. For additional features, visit the drawdowns tool.
Volatility
SGSCX vs. QVAL - Volatility Comparison
DWS Global Small Cap Fund (SGSCX) has a higher volatility of 7.59% compared to Alpha Architect U.S. Quantitative Value ETF (QVAL) at 3.67%. This indicates that SGSCX's price experiences larger fluctuations and is considered to be riskier than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.