SSLCX vs. KDHAX

Last updated Jun 23, 2026

SSLCX (DWS Small Cap Core Fund) and KDHAX (DWS CROCI Equity Dividend Fd) are both mutual funds - SSLCX is a Small Cap Blend Equities fund managed by DWS, while KDHAX is a Large Cap Value Equities fund managed by DWS. Over the past 10 years, SSLCX returned 11.06%/yr vs 8.93%/yr for KDHAX. A 0.78 correlation means they provide meaningful diversification when combined. SSLCX charges 0.95%/yr vs 1.01%/yr for KDHAX.

Performance

SSLCX vs. KDHAX - Performance Comparison

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

Returns By Period

In the year-to-date period, SSLCX achieves a 13.52% return, which is significantly higher than KDHAX's 9.16% return. Over the past 10 years, SSLCX has outperformed KDHAX with an annualized return of 11.06%, while KDHAX has yielded a comparatively lower 8.93% annualized return.

SSLCX

• 1D: 1.82%
• 1M: 2.84%
• YTD: 13.52%
• 6M: 11.61%
• 1Y: 18.30%
• 3Y*: 13.23%
• 5Y*: 7.15%
• 10Y*: 11.06%

KDHAX

• 1D: -0.42%
• 1M: 0.44%
• YTD: 9.16%
• 6M: 8.08%
• 1Y: 17.25%
• 3Y*: 10.02%
• 5Y*: 7.88%
• 10Y*: 8.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SSLCX vs. KDHAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSLCX DWS Small Cap Core Fund	13.52%	4.99%	9.85%	13.09%	-13.53%	41.16%	14.65%	21.72%	-14.28%	11.63%
KDHAX DWS CROCI Equity Dividend Fd	9.16%	2.92%	13.37%	5.30%	1.09%	19.44%	-9.41%	29.38%	-3.45%	19.25%

Correlation

The correlation between SSLCX and KDHAX is 0.66, 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	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001	0.78

The correlation between SSLCX and KDHAX shifts across timeframes, from 0.65 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SSLCX vs. KDHAX — Risk / Return Rank

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

SSLCX

SSLCX Risk / Return Rank: 25
SSLCX Sharpe Ratio Rank: 21
SSLCX Sortino Ratio Rank: 20
SSLCX Omega Ratio Rank: 20
SSLCX Calmar Ratio Rank: 33
SSLCX Martin Ratio Rank: 30

KDHAX

KDHAX Risk / Return Rank: 22
KDHAX Sharpe Ratio Rank: 23
KDHAX Sortino Ratio Rank: 26
KDHAX Omega Ratio Rank: 21
KDHAX Calmar Ratio Rank: 22
KDHAX Martin Ratio Rank: 18

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.

SSLCX vs. KDHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Small Cap Core Fund (SSLCX) and DWS CROCI Equity Dividend Fd (KDHAX). 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.

	SSLCX	KDHAX	Difference
Sharpe ratio: Return per unit of total volatility	1.22	1.28	-0.06
Sortino ratio: Return per unit of downside risk	1.75	1.98	-0.23
Omega ratio: Gain probability vs. loss probability	1.22	1.22	-0.01
Calmar ratio: Return relative to maximum drawdown	2.06	1.60	+0.45
Martin ratio: Return relative to average drawdown	6.45	4.38	+2.07

SSLCX vs. KDHAX - Sharpe Ratio Comparison

The current SSLCX Sharpe Ratio is 1.22, which is comparable to the KDHAX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of SSLCX and KDHAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SSLCX vs. KDHAX - Drawdown Comparison

The maximum SSLCX drawdown since its inception was -63.14%, roughly equal to the maximum KDHAX drawdown of -65.77%. Use the drawdown chart below to compare losses from any high point for SSLCX and KDHAX.

Drawdown Indicators

	SSLCX	KDHAX	Difference
Max Drawdown Largest peak-to-trough decline	-63.14%	-65.77%	+2.63%
Max Drawdown (1Y) Largest decline over 1 year	-8.78%	-10.93%	+2.15%
Max Drawdown (3Y) Largest decline over 3 years	-17.34%	-16.91%	-0.43%
Max Drawdown (5Y) Largest decline over 5 years	-22.57%	-16.91%	-5.66%
Max Drawdown (10Y) Largest decline over 10 years	-48.07%	-40.08%	-7.99%
Current Drawdown Current decline from peak	-0.54%	-3.01%	+2.47%
Average Drawdown Average peak-to-trough decline	-11.29%	-9.38%	-1.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	3.98%	-1.19%

Volatility

SSLCX vs. KDHAX - Volatility Comparison

DWS Small Cap Core Fund (SSLCX) has a higher volatility of 5.33% compared to DWS CROCI Equity Dividend Fd (KDHAX) at 4.44%. This indicates that SSLCX's price experiences larger fluctuations and is considered to be riskier than KDHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSLCX	KDHAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.33%	4.44%	+0.89%
Volatility (6M) Calculated over the trailing 6-month period	10.78%	9.61%	+1.17%
Volatility (1Y) Calculated over the trailing 1-year period	14.84%	13.69%	+1.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.39%	14.05%	+3.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.08%	16.88%	+4.20%

SSLCX vs. KDHAX - Expense Ratio Comparison

SSLCX has a 0.95% expense ratio, which is lower than KDHAX's 1.01% expense ratio.

Dividends

SSLCX vs. KDHAX - Dividend Comparison

SSLCX's dividend yield for the trailing twelve months is around 1.07%, less than KDHAX's 15.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KDHAX DWS CROCI Equity Dividend Fd	15.26%	15.94%	9.07%	5.94%	6.24%	9.57%	5.53%	7.13%	12.23%	1.60%	1.81%	2.34%
SSLCX DWS Small Cap Core Fund	1.07%	1.21%	1.52%	0.68%	1.07%	1.67%	0.35%	0.16%	5.99%	5.78%	0.60%	8.42%

Frequently Asked Questions

Can I hold both SSLCX and KDHAX in my portfolio?

SSLCX and KDHAX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSLCX or KDHAX?

SSLCX has higher volatility (5.33%) compared to KDHAX (4.44%). In terms of maximum drawdown, SSLCX dropped -63.14% vs KDHAX's -65.77%.

Which has better risk-adjusted returns?

KDHAX currently has the higher Sharpe Ratio (1.28 vs 1.22), 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.