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DWS Floating Rate Fund (DFRTX) Sharpe Ratio

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

Under normal market conditions, the fund invests at least 80% of its total assets in adjustable rate loans that have a senior right to payment ("senior loans") and other floating rate debt securities. It may also borrow money in an amount up to 33 1-3% of the fund's total assets for a range of purposes, including to create investment leverage. Senior loans typically are of below investment-grade quality and, compared to investment grade loans, may pay higher yields and have higher volatility and higher risk of default on payments of interest or principal.

Sharpe ratio is not yet available for DFRTX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares DWS Floating Rate Fund's Sharpe Ratio with other mutual funds in the Bank Loan category across multiple time periods, showing how DFRTX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RCRIXRiverPark Floating Rate CMBS Fund6.62
PYFRXPayden Floating Rate Fund5.15
CAPIXCalamos Aksia Alternative Credit and Income Fund Class I4.36
DFLYXBNY Mellon Floating Rate Income Fund3.53
DAFRXDunham Floating Rate Bond Fund3.00
SAMBXVirtus Seix Floating Rate High Income Fund2.93
SFHIXShenkman Capital Floating Rate High Income Fund2.90
FRFZXPGIM Floating Rate Income Fund2.69
DDFLXDelaware Floating Rate Fund2.64
LFRIXLord Abbett Floating Rate Fund2.61
DFRTXDWS Floating Rate Fund—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DFRTX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DFRTX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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