SUWIX vs. FNSTX

Last updated Apr 1, 2026

Compare and contrast key facts about DWS Core Equity Fund Class I (SUWIX) and Fidelity Infrastructure Fund (FNSTX).

SUWIX is an actively managed fund by DWS. It was launched on May 31, 1929. FNSTX is managed by Fidelity. It was launched on Nov 5, 2019.

Performance

SUWIX vs. FNSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Core Equity Fund Class I (SUWIX) and Fidelity Infrastructure Fund (FNSTX). The values are adjusted to include any dividend payments, if applicable.

SUWIX vs. FNSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SUWIX DWS Core Equity Fund Class I	-7.39%	16.32%	20.06%	25.57%	-15.62%	25.53%	16.13%	9.59%
FNSTX Fidelity Infrastructure Fund	3.34%	27.42%	14.43%	8.44%	-7.59%	7.58%	12.80%	5.49%

Returns By Period

In the year-to-date period, SUWIX achieves a -7.39% return, which is significantly lower than FNSTX's 3.34% return.

SUWIX

• 1D: -0.42%
• 1M: -7.39%
• YTD: -7.39%
• 6M: -4.88%
• 1Y: 14.08%
• 3Y*: 15.05%
• 5Y*: 10.36%
• 10Y*: 13.19%

FNSTX

• 1D: -0.91%
• 1M: -6.77%
• YTD: 3.34%
• 6M: 5.71%
• 1Y: 24.93%
• 3Y*: 15.89%
• 5Y*: 10.09%
• 10Y*: —

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

SUWIX vs. FNSTX - Expense Ratio Comparison

SUWIX has a 0.58% expense ratio, which is lower than FNSTX's 1.00% expense ratio.

FNSTX

Fidelity Infrastructure Fund

SUWIX

DWS Core Equity Fund Class I

Return for Risk

SUWIX vs. FNSTX — Risk / Return Rank

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

SUWIX

SUWIX Risk / Return Rank: 37
SUWIX Sharpe Ratio Rank: 36
SUWIX Sortino Ratio Rank: 40
SUWIX Omega Ratio Rank: 42
SUWIX Calmar Ratio Rank: 32
SUWIX Martin Ratio Rank: 39

FNSTX

FNSTX Risk / Return Rank: 86
FNSTX Sharpe Ratio Rank: 85
FNSTX Sortino Ratio Rank: 82
FNSTX Omega Ratio Rank: 79
FNSTX Calmar Ratio Rank: 94
FNSTX Martin Ratio Rank: 91

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.

SUWIX vs. FNSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Core Equity Fund Class I (SUWIX) and Fidelity Infrastructure Fund (FNSTX). 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.

	SUWIX	FNSTX	Difference
Sharpe ratio Return per unit of total volatility	0.81	1.61	-0.80
Sortino ratio Return per unit of downside risk	1.28	2.09	-0.81
Omega ratio Gain probability vs. loss probability	1.19	1.30	-0.11
Calmar ratio Return relative to maximum drawdown	0.90	3.08	-2.18
Martin ratio Return relative to average drawdown	4.16	10.64	-6.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUWIX vs. FNSTX - Sharpe Ratio Comparison

The current SUWIX Sharpe Ratio is 0.81, which is lower than the FNSTX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SUWIX and FNSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SUWIX	FNSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	1.61	-0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.68	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.58	-0.05

Correlation

The correlation between SUWIX and FNSTX is 0.70, 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

SUWIX vs. FNSTX - Dividend Comparison

SUWIX's dividend yield for the trailing twelve months is around 11.44%, more than FNSTX's 4.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SUWIX DWS Core Equity Fund Class I	11.44%	10.46%	9.08%	5.10%	9.25%	14.07%	6.70%	8.89%	14.12%	6.16%	6.95%	8.77%
FNSTX Fidelity Infrastructure Fund	4.03%	4.16%	1.59%	1.85%	1.35%	0.63%	0.80%	0.36%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SUWIX vs. FNSTX - Drawdown Comparison

The maximum SUWIX drawdown since its inception was -55.10%, which is greater than FNSTX's maximum drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for SUWIX and FNSTX.

Drawdown Indicators

	SUWIX	FNSTX	Difference
Max Drawdown Largest peak-to-trough decline	-55.10%	-35.82%	-19.28%
Max Drawdown (1Y) Largest decline over 1 year	-12.77%	-8.43%	-4.34%
Max Drawdown (5Y) Largest decline over 5 years	-22.78%	-21.97%	-0.81%
Max Drawdown (10Y) Largest decline over 10 years	-35.09%	—	—
Current Drawdown Current decline from peak	-9.42%	-7.47%	-1.95%
Average Drawdown Average peak-to-trough decline	-6.66%	-5.25%	-1.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	2.44%	+0.40%

Volatility

SUWIX vs. FNSTX - Volatility Comparison

The current volatility for DWS Core Equity Fund Class I (SUWIX) is 3.93%, while Fidelity Infrastructure Fund (FNSTX) has a volatility of 6.52%. This indicates that SUWIX experiences smaller price fluctuations and is considered to be less risky than FNSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUWIX	FNSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.93%	6.52%	-2.59%
Volatility (6M) Calculated over the trailing 6-month period	9.06%	12.38%	-3.32%
Volatility (1Y) Calculated over the trailing 1-year period	18.19%	16.05%	+2.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.02%	14.92%	+2.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.35%	18.79%	-0.44%