COMAX vs. GTTIX

Last updated Aug 1, 2026

COMAX (DWS Digital Horizons Fund Class A) and GTTIX (Gabelli Global Content & Connectivity Fund Class I) are both Technology Equities funds. Both are actively managed. Over the past year, COMAX returned 0.68% vs 22.22% for GTTIX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. COMAX charges 1.25%/yr vs 0.90%/yr for GTTIX.

Performance

COMAX vs. GTTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Digital Horizons Fund Class A (COMAX) and Gabelli Global Content & Connectivity Fund Class I (GTTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COMAX achieves a -1.10% return, which is significantly lower than GTTIX's 10.21% return.

COMAX

• 1D: 2.67%
• 1M: -3.43%
• 6M: 0.92%
• YTD: -1.10%
• 1Y: 0.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.26%

GTTIX

• 1D: 0.35%
• 1M: -2.79%
• 6M: 7.56%
• YTD: 10.21%
• 1Y: 22.22%
• 3Y*: 19.18%
• 5Y*: 5.74%
• 10Y*: 6.91%
• ALL TIME*: 7.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COMAX DWS Digital Horizons Fund Class A	$0.00	$0.00	$0.00
GTTIX Gabelli Global Content & Connectivity Fund Class I	$0.00	$0.00	$0.00

COMAX vs. GTTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
COMAX DWS Digital Horizons Fund Class A	-1.10%	16.79%	21.78%
GTTIX Gabelli Global Content & Connectivity Fund Class I	10.21%	27.42%	10.94%

Correlation

The correlation between COMAX and GTTIX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.56
Correlation (All Time) Calculated using the full available price history since Apr 24, 2024	0.60

The correlation between COMAX and GTTIX has been stable across timeframes, ranging from 0.56 to 0.60 - a consistent structural relationship.

Return for Risk

COMAX vs. GTTIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

COMAX

COMAX Risk / Return Rank: 4
COMAX Sharpe Ratio Rank: 4
COMAX Sortino Ratio Rank: 4
COMAX Omega Ratio Rank: 4
COMAX Calmar Ratio Rank: 4
COMAX Martin Ratio Rank: 4

GTTIX

GTTIX Risk / Return Rank: 58
GTTIX Sharpe Ratio Rank: 61
GTTIX Sortino Ratio Rank: 63
GTTIX Omega Ratio Rank: 56
GTTIX Calmar Ratio Rank: 74
GTTIX Martin Ratio Rank: 36

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

COMAX vs. GTTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Digital Horizons Fund Class A (COMAX) and Gabelli Global Content & Connectivity Fund Class I (GTTIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	COMAX	GTTIX	Difference
Sharpe ratio: Return per unit of total volatility	-0.03	1.50	-1.54
Sortino ratio: Return per unit of downside risk	0.10	2.20	-2.10
Omega ratio: Gain probability vs. loss probability	1.01	1.26	-0.25
Calmar ratio: Return relative to maximum drawdown	-0.03	2.43	-2.46
Martin ratio: Return relative to average drawdown	-0.07	5.23	-5.30

COMAX vs. GTTIX - Sharpe Ratio Comparison

The current COMAX Sharpe Ratio is -0.03, which is lower than the GTTIX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of COMAX and GTTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COMAX vs. GTTIX - Drawdown Comparison

The maximum COMAX drawdown since its inception was -26.14%, smaller than the maximum GTTIX drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for COMAX and GTTIX.

Drawdown Indicators

	COMAX	GTTIX	Difference
Max Drawdown Largest peak-to-trough decline	-26.14%	-39.84%	+13.70%
Max Drawdown (1Y) Largest decline over 1 year	-24.00%	-9.08%	-14.92%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-39.84%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.84%	—
Current Drawdown Current decline from peak	-9.59%	-7.98%	-1.61%
Average Drawdown Average peak-to-trough decline	-5.64%	-8.12%	+2.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.54%	4.21%	+5.33%

Volatility

COMAX vs. GTTIX - Volatility Comparison

DWS Digital Horizons Fund Class A (COMAX) has a higher volatility of 6.15% compared to Gabelli Global Content & Connectivity Fund Class I (GTTIX) at 4.23%. This indicates that COMAX's price experiences larger fluctuations and is considered to be riskier than GTTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COMAX	GTTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.15%	4.23%	+1.92%
Volatility (6M) Calculated over the trailing 6-month period	16.54%	11.53%	+5.01%
Volatility (1Y) Calculated over the trailing 1-year period	20.52%	14.69%	+5.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.68%	16.57%	+5.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.68%	16.37%	+5.31%

COMAX vs. GTTIX - Expense Ratio Comparison

COMAX has a 1.25% expense ratio, which is higher than GTTIX's 0.90% expense ratio.

Dividends

COMAX vs. GTTIX - Dividend Comparison

COMAX's dividend yield for the trailing twelve months is around 1.60%, less than GTTIX's 16.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMAX DWS Digital Horizons Fund Class A	1.60%	53.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GTTIX Gabelli Global Content & Connectivity Fund Class I	16.27%	17.94%	0.00%	0.32%	2.29%	6.74%	3.09%	7.22%	6.96%	7.11%	7.34%	8.62%

Frequently Asked Questions

Can I hold both COMAX and GTTIX in my portfolio?

COMAX and GTTIX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COMAX or GTTIX?

COMAX has higher volatility (6.15%) compared to GTTIX (4.23%). In terms of maximum drawdown, COMAX dropped -26.14% vs GTTIX's -39.84%.

Which has better risk-adjusted returns?

GTTIX currently has the higher Sharpe Ratio (1.50 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.