SPGRX vs. SCINX
SPGRX (DWS Equity Sector Strategy Fund) and SCINX (DWS CROCI International Fund) are both mutual funds - SPGRX is a Large Cap Blend Equities fund managed by DWS, while SCINX is a Foreign Large Cap Equities fund managed by DWS. Over the past 10 years, SPGRX returned 10.94%/yr vs 9.81%/yr for SCINX. A 0.74 correlation means they provide meaningful diversification when combined. SPGRX charges 0.48%/yr vs 0.91%/yr for SCINX.
Performance
SPGRX vs. SCINX - 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 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%
SPGRX vs. SCINX - 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% |
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
SPGRX
SCINX
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.
| SPGRX | SCINX | Difference | |
|---|---|---|---|
| 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 |
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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
| SPGRX | SCINX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.74% | -3.71% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -16.88% | +7.55% |
Ulcer IndexDepth 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
| SPGRX | SCINX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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