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 an actively managed fund by Alpha Architect. It was launched on Oct 22, 2014.
Performance
SGSCX vs. QVAL - Performance Comparison
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SGSCX vs. QVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 2.01% | 20.22% | 5.35% | 24.62% | -24.63% | 15.10% | 16.98% | 22.29% | -21.96% | 19.80% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 7.30% | 10.98% | 12.21% | 28.40% | -11.80% | 34.40% | -5.93% | 24.06% | -17.28% | 25.59% |
Returns By Period
In the year-to-date period, SGSCX achieves a 2.01% return, which is significantly lower than QVAL's 7.30% return. Over the past 10 years, SGSCX has underperformed QVAL with an annualized return of 6.87%, while QVAL has yielded a comparatively higher 10.16% annualized return.
SGSCX
- 1D
- -0.97%
- 1M
- -8.80%
- YTD
- 2.01%
- 6M
- 7.39%
- 1Y
- 29.96%
- 3Y*
- 14.87%
- 5Y*
- 5.54%
- 10Y*
- 6.87%
QVAL
- 1D
- 2.26%
- 1M
- -2.23%
- YTD
- 7.30%
- 6M
- 12.78%
- 1Y
- 24.34%
- 3Y*
- 17.50%
- 5Y*
- 11.66%
- 10Y*
- 10.16%
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SGSCX vs. QVAL - Expense Ratio Comparison
SGSCX has a 1.12% expense ratio, which is higher than QVAL's 0.28% expense ratio.
Return for Risk
SGSCX vs. QVAL — Risk / Return Rank
SGSCX
QVAL
SGSCX vs. QVAL - Risk-Adjusted Trends 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.
| SGSCX | QVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 1.21 | +0.43 |
Sortino ratioReturn per unit of downside risk | 2.33 | 1.85 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.70 | +0.42 |
Martin ratioReturn relative to average drawdown | 9.09 | 7.34 | +1.75 |
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 | QVAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 1.21 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.54 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.45 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.46 | 0.00 |
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.
Dividends
SGSCX vs. QVAL - Dividend Comparison
SGSCX's dividend yield for the trailing twelve months is around 10.17%, more than QVAL's 1.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 10.17% | 10.37% | 6.35% | 5.12% | 5.42% | 16.72% | 0.36% | 0.29% | 18.31% | 11.13% | 7.52% | 6.04% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.56% | 1.44% | 1.72% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% | 0.00% |
Drawdowns
SGSCX vs. QVAL - Drawdown Comparison
The maximum SGSCX drawdown since its inception was -62.26%, 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.
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Drawdown Indicators
| SGSCX | QVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -51.49% | -10.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -14.61% | +2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -33.72% | -27.17% | -6.55% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -51.49% | +5.51% |
Current DrawdownCurrent decline from peak | -9.54% | -2.87% | -6.67% |
Average DrawdownAverage peak-to-trough decline | -14.18% | -7.91% | -6.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.39% | -0.47% |
Volatility
SGSCX vs. QVAL - Volatility Comparison
DWS Global Small Cap Fund (SGSCX) has a higher volatility of 5.47% compared to Alpha Architect U.S. Quantitative Value ETF (QVAL) at 4.37%. 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.
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Volatility by Period
| SGSCX | QVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 4.37% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 10.21% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 20.19% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.76% | 21.64% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 22.80% | -3.36% |