BTIIX vs. MSFT
Compare and contrast key facts about DWS Equity 500 Index Fund (BTIIX) and Microsoft Corporation (MSFT).
BTIIX is managed by DWS. It was launched on Dec 31, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTIIX or MSFT.
Key characteristics
| BTIIX | MSFT | |
|---|---|---|
| YTD Return | 22.54% | 11.62% |
| 1Y Return | 34.55% | 28.08% |
| 3Y Return (Ann) | 11.03% | 13.28% |
| 5Y Return (Ann) | 18.26% | 25.72% |
| 10Y Return (Ann) | 14.68% | 27.26% |
| Sharpe Ratio | 2.81 | 1.41 |
| Sortino Ratio | 3.75 | 1.91 |
| Omega Ratio | 1.51 | 1.24 |
| Calmar Ratio | 2.83 | 1.78 |
| Martin Ratio | 17.40 | 5.00 |
| Ulcer Index | 2.03% | 5.51% |
| Daily Std Dev | 12.53% | 19.52% |
| Max Drawdown | -84.57% | -69.41% |
| Current Drawdown | 0.00% | -10.55% |
Correlation
The correlation between BTIIX and MSFT is 0.64, 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.
Performance
BTIIX vs. MSFT - Performance Comparison
In the year-to-date period, BTIIX achieves a 22.54% return, which is significantly higher than MSFT's 11.62% return. Over the past 10 years, BTIIX has underperformed MSFT with an annualized return of 14.68%, while MSFT has yielded a comparatively higher 27.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BTIIX vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Equity 500 Index Fund (BTIIX) and Microsoft Corporation (MSFT). 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.
Dividends
BTIIX vs. MSFT - Dividend Comparison
BTIIX's dividend yield for the trailing twelve months is around 22.94%, more than MSFT's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTIIX DWS Equity 500 Index Fund | 22.94% | 26.16% | 14.49% | 15.07% | 20.31% | 23.22% | 22.74% | 15.17% | 11.52% | 8.32% | 5.09% | 1.77% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
BTIIX vs. MSFT - Drawdown Comparison
The maximum BTIIX drawdown since its inception was -84.57%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for BTIIX and MSFT. For additional features, visit the drawdowns tool.
Volatility
BTIIX vs. MSFT - Volatility Comparison
The current volatility for DWS Equity 500 Index Fund (BTIIX) is 2.95%, while Microsoft Corporation (MSFT) has a volatility of 5.08%. This indicates that BTIIX experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.