BTIIX vs. MUHLX
Compare and contrast key facts about DWS Equity 500 Index Fund (BTIIX) and Muhlenkamp Fund (MUHLX).
BTIIX is managed by DWS. It was launched on Dec 31, 1992. MUHLX is managed by Muhlenkamp. It was launched on Nov 1, 1988.
Performance
BTIIX vs. MUHLX - Performance Comparison
Loading graphics...
BTIIX vs. MUHLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTIIX DWS Equity 500 Index Fund | -4.38% | 17.56% | 24.83% | 26.04% | -18.51% | 28.71% | 18.37% | 45.09% | -4.99% | 21.61% |
MUHLX Muhlenkamp Fund | 9.11% | 17.82% | 3.38% | 13.92% | 2.89% | 28.98% | 11.96% | 14.39% | -13.29% | 18.78% |
Returns By Period
In the year-to-date period, BTIIX achieves a -4.38% return, which is significantly lower than MUHLX's 9.11% return. Over the past 10 years, BTIIX has outperformed MUHLX with an annualized return of 14.92%, while MUHLX has yielded a comparatively lower 10.68% annualized return.
BTIIX
- 1D
- 2.93%
- 1M
- -5.04%
- YTD
- -4.38%
- 6M
- -2.25%
- 1Y
- 17.05%
- 3Y*
- 18.07%
- 5Y*
- 11.55%
- 10Y*
- 14.92%
MUHLX
- 1D
- 2.42%
- 1M
- -5.65%
- YTD
- 9.11%
- 6M
- 10.37%
- 1Y
- 22.96%
- 3Y*
- 14.41%
- 5Y*
- 12.05%
- 10Y*
- 10.68%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BTIIX vs. MUHLX - Expense Ratio Comparison
BTIIX has a 0.20% expense ratio, which is lower than MUHLX's 1.14% expense ratio.
Return for Risk
BTIIX vs. MUHLX — Risk / Return Rank
BTIIX
MUHLX
BTIIX vs. MUHLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Equity 500 Index Fund (BTIIX) and Muhlenkamp Fund (MUHLX). 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.
| BTIIX | MUHLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.42 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.97 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.37 | -1.06 |
Martin ratioReturn relative to average drawdown | 6.27 | 8.57 | -2.30 |
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
| BTIIX | MUHLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.42 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.82 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.63 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.51 | -0.02 |
Correlation
The correlation between BTIIX and MUHLX is 0.85, 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
BTIIX vs. MUHLX - Dividend Comparison
BTIIX's dividend yield for the trailing twelve months is around 13.77%, more than MUHLX's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTIIX DWS Equity 500 Index Fund | 13.77% | 13.18% | 20.02% | 26.57% | 14.49% | 15.07% | 20.31% | 23.22% | 22.74% | 15.17% | 11.11% | 8.32% |
MUHLX Muhlenkamp Fund | 3.06% | 3.34% | 0.58% | 0.89% | 6.80% | 7.77% | 10.28% | 1.26% | 14.70% | 4.30% | 0.00% | 11.02% |
Drawdowns
BTIIX vs. MUHLX - Drawdown Comparison
The maximum BTIIX drawdown since its inception was -55.24%, smaller than the maximum MUHLX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for BTIIX and MUHLX.
Loading graphics...
Drawdown Indicators
| BTIIX | MUHLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -62.05% | +6.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -10.23% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -18.63% | -5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -40.85% | +7.02% |
Current DrawdownCurrent decline from peak | -6.26% | -5.65% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -10.81% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.83% | -0.30% |
Volatility
BTIIX vs. MUHLX - Volatility Comparison
The current volatility for DWS Equity 500 Index Fund (BTIIX) is 5.16%, while Muhlenkamp Fund (MUHLX) has a volatility of 6.01%. This indicates that BTIIX experiences smaller price fluctuations and is considered to be less risky than MUHLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BTIIX | MUHLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 6.01% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 12.06% | -2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 16.85% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.46% | 14.77% | +7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.19% | 17.04% | +4.15% |