WESCX vs. SSLCX

Last updated Aug 1, 2026

WESCX (TETON Westwood SmallCap Equity Fund) and SSLCX (DWS Small Cap Core Fund) are both Small Cap Blend Equities funds. Over the past 10 years, WESCX returned 14.05%/yr vs 10.14%/yr for SSLCX. Their correlation of 0.93 means they have usually moved in the same direction. WESCX charges 1.25%/yr vs 0.95%/yr for SSLCX.

Performance

WESCX vs. SSLCX - Performance Comparison

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

Returns By Period

In the year-to-date period, WESCX achieves a 28.31% return, which is significantly higher than SSLCX's 10.96% return. Over the past 10 years, WESCX has outperformed SSLCX with an annualized return of 14.05%, while SSLCX has yielded a comparatively lower 10.14% annualized return.

WESCX

• 1D: 1.37%
• 1M: -2.90%
• 6M: 18.11%
• YTD: 28.31%
• 1Y: 57.72%
• 3Y*: 20.69%
• 5Y*: 12.91%
• 10Y*: 14.05%
• ALL TIME*: 8.61%

SSLCX

• 1D: -0.07%
• 1M: -4.13%
• 6M: 5.45%
• YTD: 10.96%
• 1Y: 14.31%
• 3Y*: 10.85%
• 5Y*: 6.56%
• 10Y*: 10.14%
• ALL TIME*: 8.63%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SSLCX DWS Small Cap Core Fund	$0.00	$0.00	$0.00
WESCX TETON Westwood SmallCap Equity Fund	$0.00	$0.00	$0.00

WESCX vs. SSLCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WESCX TETON Westwood SmallCap Equity Fund	28.31%	17.26%	15.48%	12.61%	-12.48%	29.72%	10.93%	28.43%	-13.71%	15.82%
SSLCX DWS Small Cap Core Fund	10.96%	4.99%	9.85%	13.09%	-13.53%	41.16%	14.65%	21.72%	-14.28%	11.63%

Correlation

The correlation between WESCX and SSLCX is 0.82, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.82
Correlation (3Y) Balances recent behavior with more history.	0.87
Correlation (5Y) Shows whether the relationship held over a longer period.	0.89
Correlation (10Y) Provides a long-term view across more market conditions.	0.90
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001	0.93

The correlation between WESCX and SSLCX shifts across timeframes, from 0.82 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WESCX vs. SSLCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WESCX

WESCX Risk / Return Rank: 94
WESCX Sharpe Ratio Rank: 96
WESCX Sortino Ratio Rank: 92
WESCX Omega Ratio Rank: 87
WESCX Calmar Ratio Rank: 97
WESCX Martin Ratio Rank: 96

SSLCX

SSLCX Risk / Return Rank: 26
SSLCX Sharpe Ratio Rank: 24
SSLCX Sortino Ratio Rank: 24
SSLCX Omega Ratio Rank: 23
SSLCX Calmar Ratio Rank: 32
SSLCX Martin Ratio Rank: 29

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WESCX vs. SSLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TETON Westwood SmallCap Equity Fund (WESCX) and DWS Small Cap Core Fund (SSLCX). 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.

	WESCX	SSLCX	Difference
Sharpe ratio: Return per unit of total volatility	2.64	0.83	+1.81
Sortino ratio: Return per unit of downside risk	3.62	1.25	+2.37
Omega ratio: Gain probability vs. loss probability	1.45	1.15	+0.30
Calmar ratio: Return relative to maximum drawdown	5.18	1.41	+3.76
Martin ratio: Return relative to average drawdown	17.11	4.16	+12.95

WESCX vs. SSLCX - Sharpe Ratio Comparison

The current WESCX Sharpe Ratio is 2.64, which is higher than the SSLCX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of WESCX and SSLCX, 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

WESCX vs. SSLCX - Drawdown Comparison

The maximum WESCX drawdown since its inception was -70.60%, which is greater than SSLCX's maximum drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for WESCX and SSLCX.

Drawdown Indicators

	WESCX	SSLCX	Difference
Max Drawdown Largest peak-to-trough decline	-70.60%	-63.14%	-7.46%
Max Drawdown (1Y) Largest decline over 1 year	-10.19%	-8.78%	-1.41%
Max Drawdown (3Y) Largest decline over 3 years	-26.22%	-17.34%	-8.88%
Max Drawdown (5Y) Largest decline over 5 years	-26.22%	-22.57%	-3.65%
Max Drawdown (10Y) Largest decline over 10 years	-45.13%	-48.07%	+2.94%
Current Drawdown Current decline from peak	-6.62%	-6.08%	-0.54%
Average Drawdown Average peak-to-trough decline	-20.06%	-11.25%	-8.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	2.99%	+0.10%

Volatility

WESCX vs. SSLCX - Volatility Comparison

TETON Westwood SmallCap Equity Fund (WESCX) has a higher volatility of 5.10% compared to DWS Small Cap Core Fund (SSLCX) at 3.81%. This indicates that WESCX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WESCX	SSLCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.10%	3.81%	+1.29%
Volatility (6M) Calculated over the trailing 6-month period	14.64%	10.83%	+3.81%
Volatility (1Y) Calculated over the trailing 1-year period	20.02%	15.06%	+4.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.62%	17.18%	+4.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.67%	20.97%	+2.70%

WESCX vs. SSLCX - Expense Ratio Comparison

WESCX has a 1.25% expense ratio, which is higher than SSLCX's 0.95% expense ratio.

Dividends

WESCX vs. SSLCX - Dividend Comparison

WESCX's dividend yield for the trailing twelve months is around 5.85%, more than SSLCX's 1.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SSLCX DWS Small Cap Core Fund	1.09%	1.21%	1.52%	0.68%	1.07%	1.67%	0.35%	0.16%	5.99%	5.78%	0.60%	8.42%
WESCX TETON Westwood SmallCap Equity Fund	5.85%	7.50%	27.81%	2.81%	1.60%	5.60%	0.01%	4.66%	14.77%	9.13%	9.32%	18.92%

Frequently Asked Questions

Can I hold both WESCX and SSLCX in my portfolio?

WESCX and SSLCX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WESCX or SSLCX?

WESCX has higher volatility (5.10%) compared to SSLCX (3.81%). In terms of maximum drawdown, WESCX dropped -70.60% vs SSLCX's -63.14%.

Which has better risk-adjusted returns?

WESCX currently has the higher Sharpe Ratio (2.64 vs 0.83), 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.