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SUWIX vs. SCOBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUWIX vs. SCOBX - Performance Comparison

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

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SUWIX vs. SCOBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUWIX
DWS Core Equity Fund Class I
-7.39%16.32%20.06%25.57%-15.62%25.53%16.13%35.69%-6.03%21.55%
SCOBX
DWS International Growth Fund
-7.80%19.45%9.37%15.76%-29.24%8.23%22.49%31.61%-16.88%25.45%

Returns By Period

In the year-to-date period, SUWIX achieves a -7.39% return, which is significantly higher than SCOBX's -7.80% return. Over the past 10 years, SUWIX has outperformed SCOBX with an annualized return of 13.19%, while SCOBX has yielded a comparatively lower 6.12% annualized 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%

SCOBX

1D
-0.12%
1M
-12.07%
YTD
-7.80%
6M
-6.17%
1Y
5.86%
3Y*
8.26%
5Y*
1.51%
10Y*
6.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUWIX vs. SCOBX - Expense Ratio Comparison

SUWIX has a 0.58% expense ratio, which is lower than SCOBX's 0.92% expense ratio.


Return for Risk

SUWIX vs. SCOBX — Risk / Return Rank

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

SUWIX
SUWIX Risk / Return Rank: 3737
Overall Rank
SUWIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SUWIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
SUWIX Omega Ratio Rank: 4242
Omega Ratio Rank
SUWIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SUWIX Martin Ratio Rank: 3939
Martin Ratio Rank

SCOBX
SCOBX Risk / Return Rank: 1212
Overall Rank
SCOBX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SCOBX Sortino Ratio Rank: 1212
Sortino Ratio Rank
SCOBX Omega Ratio Rank: 1212
Omega Ratio Rank
SCOBX Calmar Ratio Rank: 1313
Calmar Ratio Rank
SCOBX Martin Ratio Rank: 1414
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.

SUWIX vs. SCOBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Core Equity Fund Class I (SUWIX) and DWS International Growth Fund (SCOBX). 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.


SUWIXSCOBXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.29

+0.52

Sortino ratio

Return per unit of downside risk

1.28

0.55

+0.73

Omega ratio

Gain probability vs. loss probability

1.19

1.07

+0.12

Calmar ratio

Return relative to maximum drawdown

0.90

0.32

+0.58

Martin ratio

Return relative to average drawdown

4.16

1.21

+2.95

SUWIX vs. SCOBX - Sharpe Ratio Comparison

The current SUWIX Sharpe Ratio is 0.81, which is higher than the SCOBX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of SUWIX and SCOBX, 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


SUWIXSCOBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.29

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.08

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.35

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.41

+0.12

Correlation

The correlation between SUWIX and SCOBX is 0.84, 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. SCOBX - Dividend Comparison

SUWIX's dividend yield for the trailing twelve months is around 11.44%, more than SCOBX's 5.10% yield.


TTM20252024202320222021202020192018201720162015
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%
SCOBX
DWS International Growth Fund
5.10%4.70%3.37%1.57%3.78%3.70%0.81%1.01%1.29%0.46%0.14%0.00%

Drawdowns

SUWIX vs. SCOBX - Drawdown Comparison

The maximum SUWIX drawdown since its inception was -55.10%, smaller than the maximum SCOBX drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for SUWIX and SCOBX.


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Drawdown Indicators


SUWIXSCOBXDifference

Max Drawdown

Largest peak-to-trough decline

-55.10%

-62.65%

+7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-12.41%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-40.92%

+18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-35.09%

-40.92%

+5.83%

Current Drawdown

Current decline from peak

-9.42%

-12.41%

+2.99%

Average Drawdown

Average peak-to-trough decline

-6.66%

-11.57%

+4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

3.47%

-0.63%

Volatility

SUWIX vs. SCOBX - Volatility Comparison

The current volatility for DWS Core Equity Fund Class I (SUWIX) is 3.93%, while DWS International Growth Fund (SCOBX) has a volatility of 6.00%. This indicates that SUWIX experiences smaller price fluctuations and is considered to be less risky than SCOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUWIXSCOBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

6.00%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

10.63%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.19%

17.25%

+0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

17.87%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

17.36%

+0.99%