SGSCX vs. SSGLX
Compare and contrast key facts about DWS Global Small Cap Fund (SGSCX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
SGSCX is managed by DWS. It was launched on Sep 9, 1991. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
SGSCX vs. SSGLX - Performance Comparison
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SGSCX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, SGSCX achieves a 2.01% return, which is significantly higher than SSGLX's -0.64% return. Over the past 10 years, SGSCX has underperformed SSGLX with an annualized return of 6.87%, while SSGLX has yielded a comparatively higher 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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SGSCX vs. SSGLX - Expense Ratio Comparison
SGSCX has a 1.12% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
SGSCX vs. SSGLX — Risk / Return Rank
SGSCX
SSGLX
SGSCX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Global Small Cap Fund (SGSCX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 1.56 | +0.09 |
Sortino ratioReturn per unit of downside risk | 2.33 | 2.12 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.00 | +0.12 |
Martin ratioReturn relative to average drawdown | 9.09 | 7.90 | +1.19 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 1.56 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.48 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.53 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.37 | +0.09 |
Correlation
The correlation between SGSCX and SSGLX is 0.76, 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. SSGLX - Dividend Comparison
SGSCX's dividend yield for the trailing twelve months is around 10.17%, more than SSGLX's 4.44% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
SGSCX vs. SSGLX - Drawdown Comparison
The maximum SGSCX drawdown since its inception was -62.26%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for SGSCX and SSGLX.
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Drawdown Indicators
| SGSCX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -35.88% | -26.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -11.22% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -33.72% | -30.08% | -3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -35.88% | -10.10% |
Current DrawdownCurrent decline from peak | -9.54% | -10.87% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -14.18% | -8.32% | -5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.84% | +0.08% |
Volatility
SGSCX vs. SSGLX - Volatility Comparison
The current volatility for DWS Global Small Cap Fund (SGSCX) is 5.47%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that SGSCX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGSCX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 6.44% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 10.02% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 15.49% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.76% | 14.49% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 16.15% | +3.29% |