SSLCX vs. VSTCX
SSLCX (DWS Small Cap Core Fund) and VSTCX (Vanguard Strategic Small-Cap Equity Fund) are both Small Cap Blend Equities funds. Over the past 10 years, SSLCX returned 11.36%/yr vs 13.43%/yr for VSTCX. With a 0.96 correlation, they move nearly in lockstep. SSLCX charges 0.95%/yr vs 0.26%/yr for VSTCX.
Performance
SSLCX vs. VSTCX - Performance Comparison
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Returns By Period
In the year-to-date period, SSLCX achieves a 13.07% return, which is significantly lower than VSTCX's 21.48% return. Over the past 10 years, SSLCX has underperformed VSTCX with an annualized return of 11.36%, while VSTCX has yielded a comparatively higher 13.43% annualized return.
SSLCX
- 1D
- -0.40%
- 1M
- 2.42%
- YTD
- 13.07%
- 6M
- 11.53%
- 1Y
- 16.31%
- 3Y*
- 13.63%
- 5Y*
- 6.36%
- 10Y*
- 11.36%
VSTCX
- 1D
- 0.53%
- 1M
- 5.17%
- YTD
- 21.48%
- 6M
- 19.28%
- 1Y
- 44.51%
- 3Y*
- 23.26%
- 5Y*
- 12.58%
- 10Y*
- 13.43%
SSLCX vs. VSTCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSLCX DWS Small Cap Core Fund | 13.07% | 4.99% | 9.85% | 13.09% | -13.53% | 41.16% | 14.65% | 21.72% | -14.28% | 11.63% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 21.48% | 15.20% | 15.40% | 21.34% | -13.00% | 33.53% | 8.38% | 22.18% | -11.87% | 9.21% |
Correlation
The correlation between SSLCX and VSTCX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2006 | 0.96 |
The correlation between SSLCX and VSTCX has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.
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Return for Risk
SSLCX vs. VSTCX — Risk / Return Rank
SSLCX
VSTCX
SSLCX vs. VSTCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Small Cap Core Fund (SSLCX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). 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 | VSTCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.44 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 5.74 | -3.69 |
| Martin ratioReturn relative to average drawdown | 6.42 | 20.24 | -13.81 |
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Drawdowns
SSLCX vs. VSTCX - Drawdown Comparison
The maximum SSLCX drawdown since its inception was -63.14%, roughly equal to the maximum VSTCX drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for SSLCX and VSTCX.
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Drawdown Indicators
| SSLCX | VSTCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.14% | -62.50% | -0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -8.08% | -0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -27.47% | +10.13% |
Max Drawdown (5Y)Largest decline over 5 years | -22.57% | -27.47% | +4.90% |
Max Drawdown (10Y)Largest decline over 10 years | -48.07% | -48.08% | +0.01% |
Current DrawdownCurrent decline from peak | -0.94% | 0.00% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -11.29% | -10.62% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.29% | +0.50% |
Volatility
SSLCX vs. VSTCX - Volatility Comparison
DWS Small Cap Core Fund (SSLCX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX) have volatilities of 5.25% and 5.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSLCX | VSTCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 5.06% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 12.50% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 17.89% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 22.01% | -4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.07% | 23.50% | -2.43% |
SSLCX vs. VSTCX - Expense Ratio Comparison
SSLCX has a 0.95% expense ratio, which is higher than VSTCX's 0.26% expense ratio.
Dividends
SSLCX vs. VSTCX - Dividend Comparison
SSLCX's dividend yield for the trailing twelve months is around 1.07%, less than VSTCX's 6.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 6.21% | 7.55% | 9.66% | 2.50% | 7.44% | 19.92% | 1.24% | 4.14% | 11.74% | 5.76% | 1.35% | 2.33% |
Frequently Asked Questions
SSLCX and VSTCX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSLCX has higher volatility (5.25%) compared to VSTCX (5.06%). In terms of maximum drawdown, SSLCX dropped -63.14% vs VSTCX's -62.50%.
VSTCX currently has the higher Sharpe Ratio (2.60 vs 1.21), 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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