SPGRX vs. SCGSX
SPGRX (DWS Equity Sector Strategy Fund) and SCGSX (DWS Capital Growth Fund) are both mutual funds - SPGRX is a Large Cap Blend Equities fund managed by DWS, while SCGSX is a Large Cap Growth Equities fund managed by DWS. Over the past 10 years, SPGRX returned 10.94%/yr vs 15.92%/yr for SCGSX. Their correlation of 0.92 suggests significant overlap in exposure. SPGRX charges 0.48%/yr vs 0.66%/yr for SCGSX.
Performance
SPGRX vs. SCGSX - Performance Comparison
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Returns By Period
In the year-to-date period, SPGRX achieves a 10.43% return, which is significantly higher than SCGSX's 4.40% return. Over the past 10 years, SPGRX has underperformed SCGSX with an annualized return of 10.94%, while SCGSX has yielded a comparatively higher 15.92% annualized return.
SPGRX
- 1D
- 1.01%
- 1M
- 1.61%
- YTD
- 10.43%
- 6M
- 10.22%
- 1Y
- 28.85%
- 3Y*
- 20.45%
- 5Y*
- 12.39%
- 10Y*
- 10.94%
SCGSX
- 1D
- 1.91%
- 1M
- 0.62%
- YTD
- 4.40%
- 6M
- 4.19%
- 1Y
- 15.25%
- 3Y*
- 18.08%
- 5Y*
- 9.89%
- 10Y*
- 15.92%
SPGRX vs. SCGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGRX DWS Equity Sector Strategy Fund | 10.43% | 20.85% | 20.19% | 21.55% | -16.21% | 20.43% | 10.96% | 22.05% | -11.27% | 16.87% |
SCGSX DWS Capital Growth Fund | 4.40% | 12.34% | 26.27% | 38.61% | -30.88% | 22.41% | 38.60% | 36.98% | -1.96% | 26.27% |
Correlation
The correlation between SPGRX and SCGSX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.92 |
The correlation between SPGRX and SCGSX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
SPGRX vs. SCGSX — Risk / Return Rank
SPGRX
SCGSX
SPGRX vs. SCGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Equity Sector Strategy Fund (SPGRX) and DWS Capital Growth Fund (SCGSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPGRX | SCGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.16 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 0.81 | +2.11 |
| Martin ratioReturn relative to average drawdown | 13.22 | 2.58 | +10.64 |
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Drawdowns
SPGRX vs. SCGSX - Drawdown Comparison
The maximum SPGRX drawdown since its inception was -46.55%, smaller than the maximum SCGSX drawdown of -50.63%. Use the drawdown chart below to compare losses from any high point for SPGRX and SCGSX.
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Drawdown Indicators
| SPGRX | SCGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.55% | -50.63% | +4.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.84% | -18.09% | +8.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.02% | -21.75% | +4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -23.74% | -35.81% | +12.07% |
Max Drawdown (10Y)Largest decline over 10 years | -29.69% | -35.81% | +6.12% |
Current DrawdownCurrent decline from peak | -0.74% | -3.25% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -12.78% | +3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 5.66% | -3.50% |
Volatility
SPGRX vs. SCGSX - Volatility Comparison
The current volatility for DWS Equity Sector Strategy Fund (SPGRX) is 4.91%, while DWS Capital Growth Fund (SCGSX) has a volatility of 7.22%. This indicates that SPGRX experiences smaller price fluctuations and is considered to be less risky than SCGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPGRX | SCGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 7.22% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 13.74% | -3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 16.80% | -4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 20.99% | -5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.85% | 20.58% | -5.73% |
SPGRX vs. SCGSX - Expense Ratio Comparison
SPGRX has a 0.48% expense ratio, which is lower than SCGSX's 0.66% expense ratio.
Dividends
SPGRX vs. SCGSX - Dividend Comparison
SPGRX's dividend yield for the trailing twelve months is around 0.94%, less than SCGSX's 7.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCGSX DWS Capital Growth Fund | 7.30% | 7.62% | 9.06% | 7.18% | 7.81% | 6.64% | 5.59% | 5.98% | 17.00% | 9.08% | 8.49% | 11.02% |
SPGRX DWS Equity Sector Strategy Fund | 0.94% | 1.04% | 1.21% | 1.52% | 1.84% | 32.67% | 2.04% | 8.09% | 2.35% | 1.88% | 3.48% | 2.22% |
Frequently Asked Questions
With a correlation of 0.91, SPGRX and SCGSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SCGSX has higher volatility (7.22%) compared to SPGRX (4.91%). In terms of maximum drawdown, SPGRX dropped -46.55% vs SCGSX's -50.63%.
SPGRX currently has the higher Sharpe Ratio (2.32 vs 0.87), 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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