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SLANX vs. SCOBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLANX vs. SCOBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Latin America Equity Fund Class A (SLANX) and DWS International Growth Fund (SCOBX). The values are adjusted to include any dividend payments, if applicable.

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SLANX vs. SCOBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLANX
DWS Latin America Equity Fund Class A
7.80%54.13%-28.52%33.24%8.08%-9.06%0.70%35.56%-2.82%32.20%
SCOBX
DWS International Growth Fund
-7.80%19.45%9.37%15.76%-29.24%8.23%22.49%31.61%-16.88%25.45%

Returns By Period

In the year-to-date period, SLANX achieves a 7.80% return, which is significantly higher than SCOBX's -7.80% return. Over the past 10 years, SLANX has outperformed SCOBX with an annualized return of 11.44%, while SCOBX has yielded a comparatively lower 6.12% annualized return.


SLANX

1D
0.29%
1M
-8.48%
YTD
7.80%
6M
15.38%
1Y
45.04%
3Y*
15.30%
5Y*
10.40%
10Y*
11.44%

SCOBX

1D
-0.12%
1M
-12.07%
YTD
-7.80%
6M
-6.17%
1Y
5.86%
3Y*
8.26%
5Y*
1.51%
10Y*
6.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLANX vs. SCOBX - Expense Ratio Comparison

SLANX has a 1.51% expense ratio, which is higher than SCOBX's 0.92% expense ratio.


Return for Risk

SLANX vs. SCOBX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLANX
SLANX Risk / Return Rank: 9090
Overall Rank
SLANX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SLANX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SLANX Omega Ratio Rank: 8686
Omega Ratio Rank
SLANX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SLANX Martin Ratio Rank: 9393
Martin Ratio Rank

SCOBX
SCOBX Risk / Return Rank: 1212
Overall Rank
SCOBX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SCOBX Sortino Ratio Rank: 1212
Sortino Ratio Rank
SCOBX Omega Ratio Rank: 1212
Omega Ratio Rank
SCOBX Calmar Ratio Rank: 1313
Calmar Ratio Rank
SCOBX Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SLANX vs. SCOBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Latin America Equity Fund Class A (SLANX) and DWS International Growth Fund (SCOBX). 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.


SLANXSCOBXDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.29

+1.54

Sortino ratio

Return per unit of downside risk

2.27

0.55

+1.72

Omega ratio

Gain probability vs. loss probability

1.36

1.07

+0.28

Calmar ratio

Return relative to maximum drawdown

3.31

0.32

+2.98

Martin ratio

Return relative to average drawdown

11.32

1.21

+10.11

SLANX vs. SCOBX - Sharpe Ratio Comparison

The current SLANX Sharpe Ratio is 1.84, which is higher than the SCOBX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of SLANX and SCOBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SLANXSCOBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.29

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.08

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.35

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.41

-0.09

Correlation

The correlation between SLANX and SCOBX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SLANX vs. SCOBX - Dividend Comparison

SLANX's dividend yield for the trailing twelve months is around 3.85%, less than SCOBX's 5.10% yield.


TTM20252024202320222021202020192018201720162015
SLANX
DWS Latin America Equity Fund Class A
3.85%4.15%5.13%3.14%7.15%14.19%0.00%0.00%0.00%4.21%1.57%0.00%
SCOBX
DWS International Growth Fund
5.10%4.70%3.37%1.57%3.78%3.70%0.81%1.01%1.29%0.46%0.14%0.00%

Drawdowns

SLANX vs. SCOBX - Drawdown Comparison

The maximum SLANX drawdown since its inception was -70.73%, which is greater than SCOBX's maximum drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for SLANX and SCOBX.


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Drawdown Indicators


SLANXSCOBXDifference

Max Drawdown

Largest peak-to-trough decline

-70.73%

-62.65%

-8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-12.41%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-29.92%

-40.92%

+11.00%

Max Drawdown (10Y)

Largest decline over 10 years

-50.91%

-40.92%

-9.99%

Current Drawdown

Current decline from peak

-9.63%

-12.41%

+2.78%

Average Drawdown

Average peak-to-trough decline

-23.43%

-11.57%

-11.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.47%

+0.28%

Volatility

SLANX vs. SCOBX - Volatility Comparison

DWS Latin America Equity Fund Class A (SLANX) has a higher volatility of 10.49% compared to DWS International Growth Fund (SCOBX) at 6.00%. This indicates that SLANX's price experiences larger fluctuations and is considered to be riskier than SCOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLANXSCOBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.49%

6.00%

+4.49%

Volatility (6M)

Calculated over the trailing 6-month period

16.93%

10.63%

+6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

24.11%

17.25%

+6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.14%

17.87%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.01%

17.36%

+9.65%