AAAZX vs. GBFFX
Compare and contrast key facts about DWS RREEF Real Assets Fund (AAAZX) and GMO Benchmark-Free Fund (GBFFX).
AAAZX is managed by DWS. It was launched on Jul 29, 2007. GBFFX is managed by GMO. It was launched on Jun 14, 2011.
Performance
AAAZX vs. GBFFX - Performance Comparison
Loading graphics...
AAAZX vs. GBFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AAAZX DWS RREEF Real Assets Fund | 10.14% | 13.14% | 5.49% | 2.64% | -9.57% | 23.83% | 3.91% | 21.79% | -5.05% | 14.97% |
GBFFX GMO Benchmark-Free Fund | 6.17% | 24.07% | 0.40% | 15.24% | -3.36% | 4.38% | -3.35% | 13.79% | -7.12% | 17.06% |
Returns By Period
In the year-to-date period, AAAZX achieves a 10.14% return, which is significantly higher than GBFFX's 6.17% return. Over the past 10 years, AAAZX has outperformed GBFFX with an annualized return of 7.74%, while GBFFX has yielded a comparatively lower 6.74% annualized return.
AAAZX
- 1D
- 0.29%
- 1M
- -1.57%
- YTD
- 10.14%
- 6M
- 12.49%
- 1Y
- 17.58%
- 3Y*
- 10.60%
- 5Y*
- 7.17%
- 10Y*
- 7.74%
GBFFX
- 1D
- 0.39%
- 1M
- -0.85%
- YTD
- 6.17%
- 6M
- 12.71%
- 1Y
- 25.05%
- 3Y*
- 13.95%
- 5Y*
- 7.59%
- 10Y*
- 6.74%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AAAZX vs. GBFFX - Expense Ratio Comparison
AAAZX has a 0.90% expense ratio, which is higher than GBFFX's 0.35% expense ratio.
Return for Risk
AAAZX vs. GBFFX — Risk / Return Rank
AAAZX
GBFFX
AAAZX vs. GBFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Real Assets Fund (AAAZX) and GMO Benchmark-Free Fund (GBFFX). 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.
| AAAZX | GBFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 3.14 | -1.56 |
Sortino ratioReturn per unit of downside risk | 2.11 | 4.15 | -2.04 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.64 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 4.06 | -2.08 |
Martin ratioReturn relative to average drawdown | 10.52 | 15.83 | -5.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AAAZX | GBFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 3.14 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.95 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.75 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.65 | -0.25 |
Correlation
The correlation between AAAZX and GBFFX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AAAZX vs. GBFFX - Dividend Comparison
AAAZX's dividend yield for the trailing twelve months is around 3.77%, less than GBFFX's 4.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAAZX DWS RREEF Real Assets Fund | 3.77% | 4.15% | 2.85% | 2.40% | 4.50% | 2.62% | 1.60% | 2.07% | 1.89% | 1.79% | 1.82% | 2.53% |
GBFFX GMO Benchmark-Free Fund | 4.82% | 5.11% | 1.81% | 5.72% | 5.48% | 4.60% | 3.32% | 4.00% | 3.92% | 2.90% | 2.72% | 6.67% |
Drawdowns
AAAZX vs. GBFFX - Drawdown Comparison
The maximum AAAZX drawdown since its inception was -40.45%, which is greater than GBFFX's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for AAAZX and GBFFX.
Loading graphics...
Drawdown Indicators
| AAAZX | GBFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.45% | -26.62% | -13.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.36% | -5.67% | -2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -22.52% | -15.91% | -6.61% |
Max Drawdown (10Y)Largest decline over 10 years | -29.44% | -26.62% | -2.82% |
Current DrawdownCurrent decline from peak | -3.29% | -3.21% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -4.42% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.57% | +0.23% |
Volatility
AAAZX vs. GBFFX - Volatility Comparison
DWS RREEF Real Assets Fund (AAAZX) and GMO Benchmark-Free Fund (GBFFX) have volatilities of 2.89% and 2.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AAAZX | GBFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 2.95% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | 5.27% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.60% | 7.98% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.20% | 8.02% | +4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.68% | 9.07% | +3.61% |