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SSCDX vs. SSLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSCDX vs. SSLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sit Small Cap Dividend Growth Fund (SSCDX) and DWS Small Cap Core Fund (SSLCX). The values are adjusted to include any dividend payments, if applicable.

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SSCDX vs. SSLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSCDX
Sit Small Cap Dividend Growth Fund
3.52%12.90%15.50%15.50%-17.15%23.46%16.21%27.12%-17.10%13.69%
SSLCX
DWS Small Cap Core Fund
0.38%4.99%9.85%13.09%-13.53%41.16%14.65%21.72%-14.28%11.63%

Returns By Period

In the year-to-date period, SSCDX achieves a 3.52% return, which is significantly higher than SSLCX's 0.38% return. Both investments have delivered pretty close results over the past 10 years, with SSCDX having a 9.84% annualized return and SSLCX not far ahead at 9.91%.


SSCDX

1D
-1.72%
1M
-7.13%
YTD
3.52%
6M
5.65%
1Y
24.10%
3Y*
14.77%
5Y*
7.39%
10Y*
9.84%

SSLCX

1D
-1.07%
1M
-3.24%
YTD
0.38%
6M
-2.12%
1Y
8.58%
3Y*
8.94%
5Y*
5.62%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSCDX vs. SSLCX - Expense Ratio Comparison

SSCDX has a 1.35% expense ratio, which is higher than SSLCX's 0.95% expense ratio.


Return for Risk

SSCDX vs. SSLCX — Risk / Return Rank

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

SSCDX
SSCDX Risk / Return Rank: 6969
Overall Rank
SSCDX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SSCDX Sortino Ratio Rank: 6868
Sortino Ratio Rank
SSCDX Omega Ratio Rank: 6262
Omega Ratio Rank
SSCDX Calmar Ratio Rank: 7373
Calmar Ratio Rank
SSCDX Martin Ratio Rank: 7676
Martin Ratio Rank

SSLCX
SSLCX Risk / Return Rank: 1919
Overall Rank
SSLCX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SSLCX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SSLCX Omega Ratio Rank: 1717
Omega Ratio Rank
SSLCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SSLCX Martin Ratio Rank: 1919
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.

SSCDX vs. SSLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sit Small Cap Dividend Growth Fund (SSCDX) and DWS Small Cap Core Fund (SSLCX). 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.


SSCDXSSLCXDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.50

+0.66

Sortino ratio

Return per unit of downside risk

1.71

0.81

+0.90

Omega ratio

Gain probability vs. loss probability

1.24

1.11

+0.13

Calmar ratio

Return relative to maximum drawdown

1.69

0.62

+1.07

Martin ratio

Return relative to average drawdown

7.32

2.03

+5.30

SSCDX vs. SSLCX - Sharpe Ratio Comparison

The current SSCDX Sharpe Ratio is 1.16, which is higher than the SSLCX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SSCDX and SSLCX, 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


SSCDXSSLCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.50

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.32

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.47

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.37

+0.06

Correlation

The correlation between SSCDX and SSLCX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SSCDX vs. SSLCX - Dividend Comparison

SSCDX's dividend yield for the trailing twelve months is around 2.13%, more than SSLCX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
SSCDX
Sit Small Cap Dividend Growth Fund
2.13%2.21%1.79%1.07%4.26%8.47%0.77%1.33%2.69%0.85%1.16%0.87%
SSLCX
DWS Small Cap Core Fund
1.20%1.21%1.52%0.68%1.07%1.67%0.35%0.16%5.99%5.78%0.60%8.42%

Drawdowns

SSCDX vs. SSLCX - Drawdown Comparison

The maximum SSCDX drawdown since its inception was -38.79%, smaller than the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for SSCDX and SSLCX.


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Drawdown Indicators


SSCDXSSLCXDifference

Max Drawdown

Largest peak-to-trough decline

-38.79%

-63.14%

+24.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-10.06%

-3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-22.57%

-4.49%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

-48.07%

+9.28%

Current Drawdown

Current decline from peak

-8.22%

-5.55%

-2.67%

Average Drawdown

Average peak-to-trough decline

-7.09%

-11.38%

+4.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

3.09%

-0.05%

Volatility

SSCDX vs. SSLCX - Volatility Comparison

Sit Small Cap Dividend Growth Fund (SSCDX) has a higher volatility of 5.97% compared to DWS Small Cap Core Fund (SSLCX) at 4.67%. This indicates that SSCDX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSCDXSSLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

4.67%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.14%

11.01%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.88%

17.54%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.03%

17.64%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

21.06%

-0.44%