BTIIX vs. MSFT

In the year-to-date period, BTIIX achieves a 0.94% return, which is significantly lower than MSFT's 9.64% return. Over the past 10 years, BTIIX has underperformed MSFT with an annualized return of 12.60%, while MSFT has yielded a comparatively higher 27.46% annualized return.

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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.

The current BTIIX Sharpe Ratio is 0.72, which is higher than the MSFT Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of BTIIX and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BTIIX's dividend yield for the trailing twelve months is around 19.80%, more than MSFT's 0.70% yield.

The maximum BTIIX drawdown since its inception was -84.57%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for BTIIX and MSFT.

The current volatility for DWS Equity 500 Index Fund (BTIIX) is 4.77%, while Microsoft Corporation (MSFT) has a volatility of 8.33%. 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.