SKIRX vs. SCINX
SKIRX (DWS Enhanced Commodity Strategy Fund) and SCINX (DWS CROCI International Fund) are both mutual funds - SKIRX is a Commodities fund managed by DWS, while SCINX is a Foreign Large Cap Equities fund managed by DWS. Over the past 10 years, SKIRX returned 5.27%/yr vs 9.57%/yr for SCINX. At a 0.43 correlation, their price movements are largely independent. SKIRX charges 0.89%/yr vs 0.91%/yr for SCINX.
Performance
SKIRX vs. SCINX - Performance Comparison
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Returns By Period
In the year-to-date period, SKIRX achieves a 19.51% return, which is significantly higher than SCINX's 8.21% return. Over the past 10 years, SKIRX has underperformed SCINX with an annualized return of 5.27%, while SCINX has yielded a comparatively higher 9.57% annualized return.
SKIRX
- 1D
- -0.43%
- 1M
- -3.71%
- YTD
- 19.51%
- 6M
- 18.16%
- 1Y
- 27.02%
- 3Y*
- 11.13%
- 5Y*
- 8.27%
- 10Y*
- 5.27%
SCINX
- 1D
- -0.72%
- 1M
- 1.47%
- YTD
- 8.21%
- 6M
- 10.96%
- 1Y
- 30.76%
- 3Y*
- 21.02%
- 5Y*
- 9.93%
- 10Y*
- 9.57%
SKIRX vs. SCINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SKIRX DWS Enhanced Commodity Strategy Fund | 19.51% | 11.95% | 2.64% | -5.17% | 8.33% | 30.40% | -1.68% | 2.72% | -11.57% | 1.54% |
SCINX DWS CROCI International Fund | 8.21% | 44.99% | 2.37% | 18.85% | -13.29% | 9.30% | 3.00% | 21.45% | -14.47% | 22.01% |
Correlation
The correlation between SKIRX and SCINX is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2005 | 0.43 |
Over the past year, the correlation between SKIRX and SCINX has dropped to 0.04 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
SKIRX vs. SCINX — Risk / Return Rank
SKIRX
SCINX
SKIRX vs. SCINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Enhanced Commodity Strategy Fund (SKIRX) and DWS CROCI International Fund (SCINX). 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.
| SKIRX | SCINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.56 | +0.35 |
| Martin ratioReturn relative to average drawdown | 10.27 | 8.67 | +1.60 |
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
| SKIRX | SCINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.26 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.63 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.60 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.33 | -0.47 |
Drawdowns
SKIRX vs. SCINX - Drawdown Comparison
The maximum SKIRX drawdown since its inception was -88.19%, which is greater than SCINX's maximum drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for SKIRX and SCINX.
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Drawdown Indicators
| SKIRX | SCINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.19% | -63.90% | -24.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -12.28% | +2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -10.83% | -14.23% | +3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.34% | -30.06% | +5.72% |
Max Drawdown (10Y)Largest decline over 10 years | -32.33% | -35.59% | +3.26% |
Current DrawdownCurrent decline from peak | -72.62% | -4.71% | -67.91% |
Average DrawdownAverage peak-to-trough decline | -67.88% | -16.90% | -50.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 3.61% | -0.92% |
Volatility
SKIRX vs. SCINX - Volatility Comparison
DWS Enhanced Commodity Strategy Fund (SKIRX) has a higher volatility of 4.61% compared to DWS CROCI International Fund (SCINX) at 4.16%. This indicates that SKIRX's price experiences larger fluctuations and is considered to be riskier than SCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKIRX | SCINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 4.16% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 15.56% | 10.75% | +4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 13.92% | +3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 15.83% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.33% | 16.08% | -2.75% |
SKIRX vs. SCINX - Expense Ratio Comparison
SKIRX has a 0.89% expense ratio, which is lower than SCINX's 0.91% expense ratio.
Dividends
SKIRX vs. SCINX - Dividend Comparison
SKIRX's dividend yield for the trailing twelve months is around 5.55%, more than SCINX's 2.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCINX DWS CROCI International Fund | 2.54% | 2.75% | 3.20% | 3.55% | 3.48% | 3.89% | 1.80% | 3.39% | 3.73% | 2.49% | 3.76% | 3.52% |
SKIRX DWS Enhanced Commodity Strategy Fund | 5.55% | 5.39% | 3.03% | 1.93% | 50.74% | 43.89% | 1.53% | 1.74% | 12.16% | 0.41% | 7.04% | 0.40% |
Frequently Asked Questions
SKIRX and SCINX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SKIRX has higher volatility (4.61%) compared to SCINX (4.16%). In terms of maximum drawdown, SKIRX dropped -88.19% vs SCINX's -63.90%.
SCINX currently has the higher Sharpe Ratio (2.26 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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