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DFRPX vs. KTCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFRPX vs. KTCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Floating Rate Fund Class S (DFRPX) and DWS Science and Technology Fund (KTCAX). The values are adjusted to include any dividend payments, if applicable.

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DFRPX vs. KTCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFRPX
DWS Floating Rate Fund Class S
0.38%3.45%7.72%11.42%-1.52%3.75%0.89%8.69%-0.58%1.57%
KTCAX
DWS Science and Technology Fund
-12.14%21.21%40.51%57.73%-36.66%22.68%46.12%42.35%-1.03%35.79%

Returns By Period

In the year-to-date period, DFRPX achieves a 0.38% return, which is significantly higher than KTCAX's -12.14% return. Over the past 10 years, DFRPX has underperformed KTCAX with an annualized return of 4.07%, while KTCAX has yielded a comparatively higher 18.81% annualized return.


DFRPX

1D
0.00%
1M
0.14%
YTD
0.38%
6M
1.53%
1Y
4.98%
3Y*
6.96%
5Y*
4.70%
10Y*
4.07%

KTCAX

1D
-1.63%
1M
-9.00%
YTD
-12.14%
6M
-10.67%
1Y
21.18%
3Y*
25.10%
5Y*
12.33%
10Y*
18.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFRPX vs. KTCAX - Expense Ratio Comparison

DFRPX has a 0.87% expense ratio, which is lower than KTCAX's 0.89% expense ratio.


Return for Risk

DFRPX vs. KTCAX — Risk / Return Rank

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

DFRPX
DFRPX Risk / Return Rank: 8787
Overall Rank
DFRPX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFRPX Sortino Ratio Rank: 8888
Sortino Ratio Rank
DFRPX Omega Ratio Rank: 9898
Omega Ratio Rank
DFRPX Calmar Ratio Rank: 7272
Calmar Ratio Rank
DFRPX Martin Ratio Rank: 8989
Martin Ratio Rank

KTCAX
KTCAX Risk / Return Rank: 3737
Overall Rank
KTCAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
KTCAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
KTCAX Omega Ratio Rank: 4242
Omega Ratio Rank
KTCAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
KTCAX Martin Ratio Rank: 2626
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.

DFRPX vs. KTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Floating Rate Fund Class S (DFRPX) and DWS Science and Technology Fund (KTCAX). 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.


DFRPXKTCAXDifference

Sharpe ratio

Return per unit of total volatility

1.89

0.83

+1.06

Sortino ratio

Return per unit of downside risk

2.42

1.34

+1.08

Omega ratio

Gain probability vs. loss probability

1.77

1.18

+0.59

Calmar ratio

Return relative to maximum drawdown

1.71

0.83

+0.88

Martin ratio

Return relative to average drawdown

9.76

2.79

+6.98

DFRPX vs. KTCAX - Sharpe Ratio Comparison

The current DFRPX Sharpe Ratio is 1.89, which is higher than the KTCAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of DFRPX and KTCAX, 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


DFRPXKTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

0.83

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.12

0.50

+1.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

0.79

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.35

+0.57

Correlation

The correlation between DFRPX and KTCAX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DFRPX vs. KTCAX - Dividend Comparison

DFRPX's dividend yield for the trailing twelve months is around 6.29%, less than KTCAX's 9.47% yield.


TTM20252024202320222021202020192018201720162015
DFRPX
DWS Floating Rate Fund Class S
6.29%5.99%8.67%8.22%4.25%3.31%3.75%4.80%4.21%4.39%4.76%4.63%
KTCAX
DWS Science and Technology Fund
9.47%8.32%10.15%11.73%6.31%10.93%7.36%8.99%14.35%4.50%2.32%11.97%

Drawdowns

DFRPX vs. KTCAX - Drawdown Comparison

The maximum DFRPX drawdown since its inception was -31.21%, smaller than the maximum KTCAX drawdown of -82.20%. Use the drawdown chart below to compare losses from any high point for DFRPX and KTCAX.


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Drawdown Indicators


DFRPXKTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-31.21%

-82.20%

+50.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-16.60%

+14.58%

Max Drawdown (5Y)

Largest decline over 5 years

-6.50%

-42.37%

+35.87%

Max Drawdown (10Y)

Largest decline over 10 years

-21.36%

-42.37%

+21.01%

Current Drawdown

Current decline from peak

-0.14%

-16.60%

+16.46%

Average Drawdown

Average peak-to-trough decline

-2.18%

-27.98%

+25.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

4.93%

-4.46%

Volatility

DFRPX vs. KTCAX - Volatility Comparison

The current volatility for DWS Floating Rate Fund Class S (DFRPX) is 0.34%, while DWS Science and Technology Fund (KTCAX) has a volatility of 7.13%. This indicates that DFRPX experiences smaller price fluctuations and is considered to be less risky than KTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFRPXKTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

7.13%

-6.79%

Volatility (6M)

Calculated over the trailing 6-month period

0.72%

15.91%

-15.19%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

25.62%

-23.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.23%

24.82%

-22.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.04%

23.92%

-19.88%