DESGX vs. TANDX
DESGX (DWS ESG Core Equity Fund) and TANDX (Castle Tandem Fund) are both Large Cap Blend Equities funds. Over the past 5 years, DESGX returned 13.72%/yr vs 2.31%/yr for TANDX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. DESGX charges 0.64%/yr vs 1.59%/yr for TANDX.
Performance
DESGX vs. TANDX - Performance Comparison
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Returns By Period
In the year-to-date period, DESGX achieves a 12.73% return, which is significantly higher than TANDX's -6.75% return.
DESGX
- 1D
- 2.19%
- 1M
- 0.45%
- 6M
- 10.03%
- YTD
- 12.73%
- 1Y
- 28.28%
- 3Y*
- 20.11%
- 5Y*
- 13.72%
- 10Y*
- 13.28%
- ALL TIME*
- 10.40%
TANDX
- 1D
- -0.76%
- 1M
- 3.12%
- 6M
- -5.57%
- YTD
- -6.75%
- 1Y
- -7.42%
- 3Y*
- 1.92%
- 5Y*
- 2.31%
- 10Y*
- —
- ALL TIME*
- 6.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TANDX Castle Tandem Fund | $0.00 | $0.00 | $0.00 |
DESGX vs. TANDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DESGX DWS ESG Core Equity Fund | 12.73% | 18.92% | 23.55% | 26.68% | -15.56% | 28.99% | 19.13% | 14.07% |
TANDX Castle Tandem Fund | -6.75% | 3.67% | 7.66% | 8.42% | -7.87% | 19.03% | 13.39% | 12.57% |
Correlation
The correlation between DESGX and TANDX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.74 |
Over the past year, the correlation between DESGX and TANDX has dropped to 0.33 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
DESGX vs. TANDX — Risk / Return Rank
DESGX
TANDX
DESGX vs. TANDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS ESG Core Equity Fund (DESGX) and Castle Tandem Fund (TANDX). 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.
| DESGX | TANDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.63 | ||
| Sortino ratioReturn per unit of downside risk | +3.66 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.88 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | -0.50 | +3.22 |
| Martin ratioReturn relative to average drawdown | 11.45 | -0.96 | +12.41 |
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Drawdowns
DESGX vs. TANDX - Drawdown Comparison
The maximum DESGX drawdown since its inception was -58.26%, smaller than the maximum TANDX drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for DESGX and TANDX.
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Drawdown Indicators
| DESGX | TANDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.26% | -93.98% | +35.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -16.88% | +7.50% |
Max Drawdown (3Y)Largest decline over 3 years | -21.26% | -93.98% | +72.72% |
Max Drawdown (5Y)Largest decline over 5 years | -22.01% | -93.98% | +71.97% |
Max Drawdown (10Y)Largest decline over 10 years | -34.68% | — | — |
Current DrawdownCurrent decline from peak | -1.73% | -93.48% | +91.75% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -21.84% | +13.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 8.79% | -6.56% |
Volatility
DESGX vs. TANDX - Volatility Comparison
The current volatility for DWS ESG Core Equity Fund (DESGX) is 4.08%, while Castle Tandem Fund (TANDX) has a volatility of 4.71%. This indicates that DESGX experiences smaller price fluctuations and is considered to be less risky than TANDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DESGX | TANDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.71% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.92% | 8.74% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.92% | 10.68% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 596.04% | -578.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 491.15% | -472.96% |
DESGX vs. TANDX - Expense Ratio Comparison
DESGX has a 0.64% expense ratio, which is lower than TANDX's 1.59% expense ratio.
Dividends
DESGX vs. TANDX - Dividend Comparison
DESGX's dividend yield for the trailing twelve months is around 5.11%, less than TANDX's 6.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DESGX DWS ESG Core Equity Fund | 5.11% | 5.76% | 7.94% | 2.80% | 4.21% | 12.80% | 4.06% | 7.61% | 21.12% | 3.53% | 6.49% | 7.25% |
TANDX Castle Tandem Fund | 6.62% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DESGX and TANDX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TANDX has higher volatility (4.71%) compared to DESGX (4.08%). In terms of maximum drawdown, DESGX dropped -58.26% vs TANDX's -93.98%.
DESGX currently has the higher Sharpe Ratio (1.83 vs -0.80), 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.
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