PortfoliosLab logoPortfoliosLab logo
SSLCX vs. SCINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSLCX vs. SCINX - Performance Comparison

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

Loading graphics...

SSLCX vs. SCINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SCINX
DWS CROCI International Fund
1.17%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%

Returns By Period

In the year-to-date period, SSLCX achieves a 0.38% return, which is significantly lower than SCINX's 1.17% return. Over the past 10 years, SSLCX has outperformed SCINX with an annualized return of 9.91%, while SCINX has yielded a comparatively lower 8.95% annualized return.


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%

SCINX

1D
0.03%
1M
-10.46%
YTD
1.17%
6M
11.04%
1Y
29.12%
3Y*
17.69%
5Y*
10.06%
10Y*
8.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SSLCX vs. SCINX - Expense Ratio Comparison

SSLCX has a 0.95% expense ratio, which is higher than SCINX's 0.91% expense ratio.


Return for Risk

SSLCX vs. SCINX — Risk / Return Rank

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

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

SCINX
SCINX Risk / Return Rank: 8585
Overall Rank
SCINX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 8787
Sortino Ratio Rank
SCINX Omega Ratio Rank: 8686
Omega Ratio Rank
SCINX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SCINX Martin Ratio Rank: 8181
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.

SSLCX vs. SCINX - Risk-Adjusted Trends Comparison

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


SSLCXSCINXDifference

Sharpe ratio

Return per unit of total volatility

0.50

1.81

-1.31

Sortino ratio

Return per unit of downside risk

0.81

2.35

-1.54

Omega ratio

Gain probability vs. loss probability

1.11

1.35

-0.25

Calmar ratio

Return relative to maximum drawdown

0.62

2.07

-1.45

Martin ratio

Return relative to average drawdown

2.03

7.99

-5.96

SSLCX vs. SCINX - Sharpe Ratio Comparison

The current SSLCX Sharpe Ratio is 0.50, which is lower than the SCINX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SSLCX and SCINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SSLCXSCINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

1.81

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.64

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.56

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.33

+0.04

Correlation

The correlation between SSLCX and SCINX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SSLCX vs. SCINX - Dividend Comparison

SSLCX's dividend yield for the trailing twelve months is around 1.20%, less than SCINX's 2.72% yield.


TTM20252024202320222021202020192018201720162015
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%
SCINX
DWS CROCI International Fund
2.72%2.75%3.20%3.55%3.48%3.89%1.80%3.39%3.73%2.49%3.76%3.52%

Drawdowns

SSLCX vs. SCINX - Drawdown Comparison

The maximum SSLCX drawdown since its inception was -63.14%, roughly equal to the maximum SCINX drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for SSLCX and SCINX.


Loading graphics...

Drawdown Indicators


SSLCXSCINXDifference

Max Drawdown

Largest peak-to-trough decline

-63.14%

-63.90%

+0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-12.28%

+2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.57%

-30.06%

+7.49%

Max Drawdown (10Y)

Largest decline over 10 years

-48.07%

-35.59%

-12.48%

Current Drawdown

Current decline from peak

-5.55%

-10.91%

+5.36%

Average Drawdown

Average peak-to-trough decline

-11.38%

-16.95%

+5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

3.33%

-0.24%

Volatility

SSLCX vs. SCINX - Volatility Comparison

The current volatility for DWS Small Cap Core Fund (SSLCX) is 4.67%, while DWS CROCI International Fund (SCINX) has a volatility of 5.61%. This indicates that SSLCX experiences smaller price fluctuations and is considered to be less risky than SCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SSLCXSCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

5.61%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

9.92%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.54%

15.63%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

15.71%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.06%

16.04%

+5.02%