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BTIIX vs. SSLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTIIX vs. SSLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Equity 500 Index Fund (BTIIX) and DWS Small Cap Core Fund (SSLCX). The values are adjusted to include any dividend payments, if applicable.

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BTIIX vs. SSLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTIIX
DWS Equity 500 Index Fund
-7.10%17.56%24.83%26.04%-18.51%28.71%18.37%45.09%-4.99%21.61%
SSLCX
DWS Small Cap Core Fund
0.38%4.99%9.85%13.09%-13.53%41.16%14.65%21.72%-14.28%11.63%

Returns By Period

In the year-to-date period, BTIIX achieves a -7.10% return, which is significantly lower than SSLCX's 0.38% return. Over the past 10 years, BTIIX has outperformed SSLCX with an annualized return of 14.59%, while SSLCX has yielded a comparatively lower 9.91% annualized return.


BTIIX

1D
-0.39%
1M
-7.70%
YTD
-7.10%
6M
-4.70%
1Y
14.16%
3Y*
16.94%
5Y*
11.17%
10Y*
14.59%

SSLCX

1D
-1.07%
1M
-3.24%
YTD
0.38%
6M
-2.12%
1Y
8.58%
3Y*
8.94%
5Y*
5.62%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTIIX vs. SSLCX - Expense Ratio Comparison

BTIIX has a 0.20% expense ratio, which is lower than SSLCX's 0.95% expense ratio.


Return for Risk

BTIIX vs. SSLCX — Risk / Return Rank

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

BTIIX
BTIIX Risk / Return Rank: 4343
Overall Rank
BTIIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BTIIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
BTIIX Omega Ratio Rank: 4747
Omega Ratio Rank
BTIIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
BTIIX Martin Ratio Rank: 4747
Martin Ratio Rank

SSLCX
SSLCX Risk / Return Rank: 1919
Overall Rank
SSLCX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SSLCX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SSLCX Omega Ratio Rank: 1717
Omega Ratio Rank
SSLCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SSLCX Martin Ratio Rank: 1919
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.

BTIIX vs. SSLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Equity 500 Index Fund (BTIIX) and DWS Small Cap Core Fund (SSLCX). 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.


BTIIXSSLCXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.50

+0.34

Sortino ratio

Return per unit of downside risk

1.32

0.81

+0.51

Omega ratio

Gain probability vs. loss probability

1.20

1.11

+0.09

Calmar ratio

Return relative to maximum drawdown

0.98

0.62

+0.36

Martin ratio

Return relative to average drawdown

4.75

2.03

+2.72

BTIIX vs. SSLCX - Sharpe Ratio Comparison

The current BTIIX Sharpe Ratio is 0.84, which is higher than the SSLCX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of BTIIX and SSLCX, 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


BTIIXSSLCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.50

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.32

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.47

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.37

+0.12

Correlation

The correlation between BTIIX and SSLCX is 0.83, 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. SSLCX - Dividend Comparison

BTIIX's dividend yield for the trailing twelve months is around 14.17%, more than SSLCX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
BTIIX
DWS Equity 500 Index Fund
14.17%13.18%20.02%26.57%14.49%15.07%20.31%23.22%22.74%15.17%11.11%8.32%
SSLCX
DWS Small Cap Core Fund
1.20%1.21%1.52%0.68%1.07%1.67%0.35%0.16%5.99%5.78%0.60%8.42%

Drawdowns

BTIIX vs. SSLCX - Drawdown Comparison

The maximum BTIIX drawdown since its inception was -55.24%, smaller than the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for BTIIX and SSLCX.


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Drawdown Indicators


BTIIXSSLCXDifference

Max Drawdown

Largest peak-to-trough decline

-55.24%

-63.14%

+7.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-10.06%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-22.57%

-2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-48.07%

+14.24%

Current Drawdown

Current decline from peak

-8.93%

-5.55%

-3.38%

Average Drawdown

Average peak-to-trough decline

-10.15%

-11.38%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.09%

-0.53%

Volatility

BTIIX vs. SSLCX - Volatility Comparison

The current volatility for DWS Equity 500 Index Fund (BTIIX) is 4.01%, while DWS Small Cap Core Fund (SSLCX) has a volatility of 4.67%. This indicates that BTIIX experiences smaller price fluctuations and is considered to be less risky than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTIIXSSLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

4.67%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

11.01%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

17.88%

17.54%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.43%

17.64%

+4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.17%

21.06%

+0.11%