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BFRAX vs. DFRTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BFRAX vs. DFRTX - Performance Comparison

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

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BFRAX vs. DFRTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFRAX
BlackRock Floating Rate Income Fund
-1.26%5.35%8.12%9.94%-1.43%3.59%2.39%8.60%-0.74%3.10%
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, BFRAX achieves a -1.26% return, which is significantly lower than DFRTX's 0.51% return. Both investments have delivered pretty close results over the past 10 years, with BFRAX having a 4.33% annualized return and DFRTX not far behind at 4.18%.


BFRAX

1D
0.00%
1M
0.00%
YTD
-1.26%
6M
-0.08%
1Y
3.96%
3Y*
6.24%
5Y*
4.52%
10Y*
4.33%

DFRTX

1D
0.14%
1M
0.27%
YTD
0.51%
6M
1.68%
1Y
5.16%
3Y*
7.04%
5Y*
4.81%
10Y*
4.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BFRAX vs. DFRTX - Expense Ratio Comparison

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


Return for Risk

BFRAX vs. DFRTX — Risk / Return Rank

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

BFRAX
BFRAX Risk / Return Rank: 8181
Overall Rank
BFRAX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BFRAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
BFRAX Omega Ratio Rank: 9292
Omega Ratio Rank
BFRAX Calmar Ratio Rank: 8080
Calmar Ratio Rank
BFRAX Martin Ratio Rank: 7373
Martin Ratio Rank

DFRTX
DFRTX Risk / Return Rank: 8989
Overall Rank
DFRTX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DFRTX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DFRTX Omega Ratio Rank: 9898
Omega Ratio Rank
DFRTX Calmar Ratio Rank: 7575
Calmar Ratio Rank
DFRTX Martin Ratio Rank: 9090
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.

BFRAX vs. DFRTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Floating Rate Income Fund (BFRAX) 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.


BFRAXDFRTXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.96

-0.51

Sortino ratio

Return per unit of downside risk

2.10

2.52

-0.41

Omega ratio

Gain probability vs. loss probability

1.44

1.82

-0.38

Calmar ratio

Return relative to maximum drawdown

1.90

1.77

+0.13

Martin ratio

Return relative to average drawdown

6.92

10.38

-3.45

BFRAX vs. DFRTX - Sharpe Ratio Comparison

The current BFRAX Sharpe Ratio is 1.45, which is comparable to the DFRTX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of BFRAX 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


BFRAXDFRTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.96

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.65

2.21

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

1.04

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.94

-0.58

Correlation

The correlation between BFRAX and DFRTX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BFRAX vs. DFRTX - Dividend Comparison

BFRAX's dividend yield for the trailing twelve months is around 6.13%, more than DFRTX's 6.03% yield.


TTM20252024202320222021202020192018201720162015
BFRAX
BlackRock Floating Rate Income Fund
6.13%6.68%8.00%6.24%4.09%2.91%3.81%4.65%4.58%3.45%3.90%4.02%
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

BFRAX vs. DFRTX - Drawdown Comparison

The maximum BFRAX drawdown since its inception was -44.69%, which is greater than DFRTX's maximum drawdown of -31.11%. Use the drawdown chart below to compare losses from any high point for BFRAX and DFRTX.


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Drawdown Indicators


BFRAXDFRTXDifference

Max Drawdown

Largest peak-to-trough decline

-44.69%

-31.11%

-13.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.20%

-2.02%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-6.43%

-6.44%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-20.61%

-21.32%

+0.71%

Current Drawdown

Current decline from peak

-1.47%

0.00%

-1.47%

Average Drawdown

Average peak-to-trough decline

-6.82%

-2.16%

-4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.46%

+0.15%

Volatility

BFRAX vs. DFRTX - Volatility Comparison

BlackRock Floating Rate Income Fund (BFRAX) has a higher volatility of 0.66% compared to DWS Floating Rate Fund (DFRTX) at 0.37%. This indicates that BFRAX'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


BFRAXDFRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

0.37%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

0.73%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

2.36%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.76%

2.20%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.94%

4.04%

-0.10%