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SPGRX vs. SCINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPGRX vs. SCINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Equity Sector Strategy Fund (SPGRX) and DWS CROCI International Fund (SCINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPGRX achieves a 10.43% return, which is significantly higher than SCINX's 9.35% return. Over the past 10 years, SPGRX has outperformed SCINX with an annualized return of 10.94%, while SCINX has yielded a comparatively lower 9.81% 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%

SCINX

1D
0.04%
1M
0.31%
YTD
9.35%
6M
9.77%
1Y
33.98%
3Y*
20.09%
5Y*
11.05%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPGRX vs. SCINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SCINX
DWS CROCI International Fund
9.35%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%

Correlation

The correlation between SPGRX and SCINX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1997

0.74

The correlation between SPGRX and SCINX shifts across timeframes, from 0.60 (3 years) to 0.74 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPGRX vs. SCINX — Risk / Return Rank

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

SPGRX
SPGRX Risk / Return Rank: 7171
Overall Rank
SPGRX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPGRX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SPGRX Omega Ratio Rank: 7070
Omega Ratio Rank
SPGRX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPGRX Martin Ratio Rank: 7575
Martin Ratio Rank

SCINX
SCINX Risk / Return Rank: 6565
Overall Rank
SCINX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 7676
Sortino Ratio Rank
SCINX Omega Ratio Rank: 7272
Omega Ratio Rank
SCINX Calmar Ratio Rank: 5454
Calmar Ratio Rank
SCINX Martin Ratio Rank: 4444
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.

SPGRX vs. SCINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Equity Sector Strategy Fund (SPGRX) 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.

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.


SPGRXSCINXDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.42

1.43

-0.01

Calmar ratioReturn relative to maximum drawdown

2.92

2.70

+0.21

Martin ratioReturn relative to average drawdown

13.22

8.87

+4.35

SPGRX vs. SCINX - Sharpe Ratio Comparison

The current SPGRX Sharpe Ratio is 2.32, which is comparable to the SCINX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of SPGRX and SCINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPGRX vs. SCINX - Drawdown Comparison

The maximum SPGRX drawdown since its inception was -46.55%, smaller than the maximum SCINX drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for SPGRX and SCINX.


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Drawdown Indicators


SPGRXSCINXDifference

Max Drawdown

Largest peak-to-trough decline

-46.55%

-63.90%

+17.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.84%

-12.28%

+2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-17.02%

-14.23%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-23.74%

-29.91%

+6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-29.69%

-35.59%

+5.90%

Current Drawdown

Current decline from peak

-0.74%

-3.71%

+2.97%

Average Drawdown

Average peak-to-trough decline

-9.33%

-16.88%

+7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

3.73%

-1.57%

Volatility

SPGRX vs. SCINX - Volatility Comparison

DWS Equity Sector Strategy Fund (SPGRX) has a higher volatility of 4.91% compared to DWS CROCI International Fund (SCINX) at 3.59%. This indicates that SPGRX'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


SPGRXSCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

3.59%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

10.90%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.39%

13.97%

-1.58%

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

14.85%

16.07%

-1.22%

SPGRX vs. SCINX - Expense Ratio Comparison

SPGRX has a 0.48% expense ratio, which is lower than SCINX's 0.91% expense ratio.


Dividends

SPGRX vs. SCINX - Dividend Comparison

SPGRX's dividend yield for the trailing twelve months is around 0.94%, less than SCINX's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
SCINX
DWS CROCI International Fund
2.52%2.75%3.20%3.55%3.48%3.89%1.80%3.39%3.73%2.49%3.76%3.52%
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


SPGRX and SCINX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPGRX has higher volatility (4.91%) compared to SCINX (3.59%). In terms of maximum drawdown, SPGRX dropped -46.55% vs SCINX's -63.90%.

SCINX currently has the higher Sharpe Ratio (2.37 vs 2.32), 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.

Portfolio Optimizer

Find the right allocation for SPGRX and SCINX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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