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Sortino 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 Sortino 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 3, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
RCRIXRiverPark Floating Rate CMBS Fund19.90
PYFRXPayden Floating Rate Fund9.61
SAMBXVirtus Seix Floating Rate High Income Fund7.87
CAPIXCalamos Aksia Alternative Credit and Income Fund Class I6.84
DDFLXDelaware Floating Rate Fund6.81
FRFZXPGIM Floating Rate Income Fund6.64
LFRAXLord Abbett Floating Rate Fund Class A6.52
DFLYXBNY Mellon Floating Rate Income Fund6.26
LFRIXLord Abbett Floating Rate Fund6.22
NFIAXNeuberger Berman Floating Rate Income Fund6.22
DFRTXDWS Floating Rate Fund

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows DFRTX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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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