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AAAZX vs. DFRTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAAZX vs. DFRTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS RREEF Real Assets Fund (AAAZX) and DWS Floating Rate Fund (DFRTX). The values are adjusted to include any dividend payments, if applicable.

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AAAZX vs. DFRTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAAZX
DWS RREEF Real Assets Fund
9.82%13.14%5.49%2.64%-9.57%23.83%3.91%21.79%-5.05%14.97%
DFRTX
DWS Floating Rate Fund
0.51%3.50%7.82%11.54%-1.54%3.85%1.12%8.66%-0.49%1.68%

Returns By Period

In the year-to-date period, AAAZX achieves a 9.82% return, which is significantly higher than DFRTX's 0.51% return. Over the past 10 years, AAAZX has outperformed DFRTX with an annualized return of 7.71%, while DFRTX has yielded a comparatively lower 4.18% annualized return.


AAAZX

1D
1.03%
1M
-3.57%
YTD
9.82%
6M
11.98%
1Y
17.72%
3Y*
10.49%
5Y*
7.11%
10Y*
7.71%

DFRTX

1D
0.14%
1M
0.14%
YTD
0.51%
6M
1.68%
1Y
5.30%
3Y*
7.04%
5Y*
4.81%
10Y*
4.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAAZX vs. DFRTX - Expense Ratio Comparison

AAAZX has a 0.90% expense ratio, which is higher than DFRTX's 0.78% expense ratio.


Return for Risk

AAAZX vs. DFRTX — Risk / Return Rank

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

AAAZX
AAAZX Risk / Return Rank: 8282
Overall Rank
AAAZX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AAAZX Sortino Ratio Rank: 8181
Sortino Ratio Rank
AAAZX Omega Ratio Rank: 8181
Omega Ratio Rank
AAAZX Calmar Ratio Rank: 7777
Calmar Ratio Rank
AAAZX Martin Ratio Rank: 9090
Martin Ratio Rank

DFRTX
DFRTX Risk / Return Rank: 8686
Overall Rank
DFRTX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFRTX Sortino Ratio Rank: 8787
Sortino Ratio Rank
DFRTX Omega Ratio Rank: 9898
Omega Ratio Rank
DFRTX Calmar Ratio Rank: 6565
Calmar Ratio Rank
DFRTX Martin Ratio Rank: 8888
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.

AAAZX vs. DFRTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Assets Fund (AAAZX) and DWS Floating Rate Fund (DFRTX). 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.


AAAZXDFRTXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.96

-0.37

Sortino ratio

Return per unit of downside risk

2.13

2.52

-0.39

Omega ratio

Gain probability vs. loss probability

1.33

1.82

-0.50

Calmar ratio

Return relative to maximum drawdown

1.94

1.77

+0.16

Martin ratio

Return relative to average drawdown

10.35

10.38

-0.03

AAAZX vs. DFRTX - Sharpe Ratio Comparison

The current AAAZX Sharpe Ratio is 1.59, which is comparable to the DFRTX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of AAAZX and DFRTX, 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


AAAZXDFRTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.96

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

2.21

-1.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

1.04

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.94

-0.54

Correlation

The correlation between AAAZX and DFRTX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AAAZX vs. DFRTX - Dividend Comparison

AAAZX's dividend yield for the trailing twelve months is around 3.78%, less than DFRTX's 6.03% yield.


TTM20252024202320222021202020192018201720162015
AAAZX
DWS RREEF Real Assets Fund
3.78%4.15%2.85%2.40%4.50%2.62%1.60%2.07%1.89%1.79%1.82%2.53%
DFRTX
DWS Floating Rate Fund
6.03%6.04%8.77%8.33%4.36%3.41%3.84%4.90%4.30%4.49%4.86%4.73%

Drawdowns

AAAZX vs. DFRTX - Drawdown Comparison

The maximum AAAZX drawdown since its inception was -40.45%, which is greater than DFRTX's maximum drawdown of -31.11%. Use the drawdown chart below to compare losses from any high point for AAAZX and DFRTX.


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Drawdown Indicators


AAAZXDFRTXDifference

Max Drawdown

Largest peak-to-trough decline

-40.45%

-31.11%

-9.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-2.02%

-7.54%

Max Drawdown (5Y)

Largest decline over 5 years

-22.52%

-6.44%

-16.08%

Max Drawdown (10Y)

Largest decline over 10 years

-29.44%

-21.32%

-8.12%

Current Drawdown

Current decline from peak

-3.57%

0.00%

-3.57%

Average Drawdown

Average peak-to-trough decline

-6.67%

-2.16%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

0.46%

+1.33%

Volatility

AAAZX vs. DFRTX - Volatility Comparison

DWS RREEF Real Assets Fund (AAAZX) has a higher volatility of 3.32% compared to DWS Floating Rate Fund (DFRTX) at 0.37%. This indicates that AAAZX's price experiences larger fluctuations and is considered to be riskier than DFRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAAZXDFRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

0.37%

+2.95%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

0.73%

+6.56%

Volatility (1Y)

Calculated over the trailing 1-year period

11.60%

2.36%

+9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.20%

2.20%

+10.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.68%

4.04%

+8.64%