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AAAAX vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAAAX vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS RREEF Real Assets Fund - Class A (AAAAX) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAAAX achieves a 10.64% return, which is significantly higher than T's -3.08% return. Over the past 10 years, AAAAX has outperformed T with an annualized return of 7.18%, while T has yielded a comparatively lower 3.62% annualized return.


AAAAX

1D
0.57%
1M
-2.02%
YTD
10.64%
6M
11.14%
1Y
16.81%
3Y*
11.38%
5Y*
5.03%
10Y*
7.18%

T

1D
-4.42%
1M
-9.77%
YTD
-3.08%
6M
-4.92%
1Y
-12.10%
3Y*
22.12%
5Y*
7.39%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAAAX vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAAAX
DWS RREEF Real Assets Fund - Class A
10.64%12.82%5.24%2.30%-9.91%23.45%3.71%21.42%-5.36%14.67%
T
AT&T Inc.
-3.08%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between AAAAX and T is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2007

0.44

Over the past year, the correlation between AAAAX and T has dropped to 0.20 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

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Return for Risk

AAAAX vs. T — Risk / Return Rank

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

AAAAX
AAAAX Risk / Return Rank: 4646
Overall Rank
AAAAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AAAAX Sortino Ratio Rank: 3737
Sortino Ratio Rank
AAAAX Omega Ratio Rank: 4242
Omega Ratio Rank
AAAAX Calmar Ratio Rank: 5858
Calmar Ratio Rank
AAAAX Martin Ratio Rank: 5353
Martin Ratio Rank

T
T Risk / Return Rank: 1717
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1616
Sortino Ratio Rank
T Omega Ratio Rank: 1717
Omega Ratio Rank
T Calmar Ratio Rank: 1919
Calmar Ratio Rank
T 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.

AAAAX vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Assets Fund - Class A (AAAAX) and AT&T Inc. (T). 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.


AAAAXTDifference
Sharpe ratioReturn per unit of total volatility

+2.41

Sortino ratioReturn per unit of downside risk

+3.20

Omega ratioGain probability vs. loss probability

1.35

0.92

+0.43

Calmar ratioReturn relative to maximum drawdown

2.94

-0.59

+3.53

Martin ratioReturn relative to average drawdown

10.79

-1.20

+11.99

AAAAX vs. T - Sharpe Ratio Comparison

The current AAAAX Sharpe Ratio is 1.85, which is higher than the T Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of AAAAX and T, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AAAAXTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

-0.56

+2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.31

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.15

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.38

0.00

Drawdowns

AAAAX vs. T - Drawdown Comparison

The maximum AAAAX drawdown since its inception was -40.47%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for AAAAX and T.


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Drawdown Indicators


AAAAXTDifference

Max Drawdown

Largest peak-to-trough decline

-40.47%

-64.15%

+23.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.68%

-20.60%

+14.92%

Max Drawdown (3Y)

Largest decline over 3 years

-10.17%

-20.60%

+10.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

-32.01%

+9.39%

Max Drawdown (10Y)

Largest decline over 10 years

-29.41%

-42.35%

+12.94%

Current Drawdown

Current decline from peak

-2.77%

-18.23%

+15.46%

Average Drawdown

Average peak-to-trough decline

-6.85%

-15.72%

+8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

10.08%

-8.54%

Volatility

AAAAX vs. T - Volatility Comparison

The current volatility for DWS RREEF Real Assets Fund - Class A (AAAAX) is 2.54%, while AT&T Inc. (T) has a volatility of 6.96%. This indicates that AAAAX experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAAAXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

6.96%

-4.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

17.27%

-10.00%

Volatility (1Y)

Calculated over the trailing 1-year period

9.02%

21.86%

-12.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.11%

23.92%

-11.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.69%

23.69%

-11.00%

Dividends

AAAAX vs. T - Dividend Comparison

AAAAX's dividend yield for the trailing twelve months is around 3.20%, less than T's 4.71% yield.


PositionTTM20252024202320222021202020192018201720162015
AAAAX
DWS RREEF Real Assets Fund - Class A
3.20%3.54%2.45%2.08%4.17%2.31%1.33%1.81%1.61%1.52%1.47%2.15%
T
AT&T Inc.
4.71%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Frequently Asked Questions


AAAAX and T have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (6.96%) compared to AAAAX (2.54%). In terms of maximum drawdown, AAAAX dropped -40.47% vs T's -64.15%.

AAAAX currently has the higher Sharpe Ratio (1.85 vs -0.56), 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.

Portfolio Optimizer

Find the right allocation for AAAAX and T

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