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DFRPX vs. SAMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFRPX vs. SAMBX - Performance Comparison

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

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DFRPX vs. SAMBX - 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%
SAMBX
Virtus Seix Floating Rate High Income Fund
-0.19%5.88%7.03%11.21%-0.86%4.86%0.41%6.66%0.24%3.89%

Returns By Period

In the year-to-date period, DFRPX achieves a 0.38% return, which is significantly higher than SAMBX's -0.19% return. Over the past 10 years, DFRPX has underperformed SAMBX with an annualized return of 4.07%, while SAMBX has yielded a comparatively higher 4.74% 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%

SAMBX

1D
0.00%
1M
0.00%
YTD
-0.19%
6M
1.53%
1Y
5.58%
3Y*
6.95%
5Y*
5.16%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFRPX vs. SAMBX - Expense Ratio Comparison

DFRPX has a 0.87% expense ratio, which is higher than SAMBX's 0.64% expense ratio.


Return for Risk

DFRPX vs. SAMBX — 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

SAMBX
SAMBX Risk / Return Rank: 9494
Overall Rank
SAMBX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SAMBX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SAMBX Omega Ratio Rank: 9797
Omega Ratio Rank
SAMBX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SAMBX Martin Ratio Rank: 9393
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. SAMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Floating Rate Fund Class S (DFRPX) and Virtus Seix Floating Rate High Income Fund (SAMBX). 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.


DFRPXSAMBXDifference

Sharpe ratio

Return per unit of total volatility

1.89

2.10

-0.21

Sortino ratio

Return per unit of downside risk

2.42

3.61

-1.18

Omega ratio

Gain probability vs. loss probability

1.77

1.70

+0.07

Calmar ratio

Return relative to maximum drawdown

1.71

2.54

-0.83

Martin ratio

Return relative to average drawdown

9.76

11.64

-1.88

DFRPX vs. SAMBX - Sharpe Ratio Comparison

The current DFRPX Sharpe Ratio is 1.89, which is comparable to the SAMBX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DFRPX and SAMBX, 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


DFRPXSAMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

2.10

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.12

1.78

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

1.21

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.17

-0.25

Correlation

The correlation between DFRPX and SAMBX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DFRPX vs. SAMBX - Dividend Comparison

DFRPX's dividend yield for the trailing twelve months is around 6.29%, less than SAMBX's 7.07% 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%
SAMBX
Virtus Seix Floating Rate High Income Fund
7.07%7.78%8.21%8.21%5.34%3.03%4.03%5.28%5.15%4.28%4.79%4.91%

Drawdowns

DFRPX vs. SAMBX - Drawdown Comparison

The maximum DFRPX drawdown since its inception was -31.21%, which is greater than SAMBX's maximum drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for DFRPX and SAMBX.


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Drawdown Indicators


DFRPXSAMBXDifference

Max Drawdown

Largest peak-to-trough decline

-31.21%

-24.74%

-6.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-2.22%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-6.50%

-5.66%

-0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-21.36%

-20.91%

-0.45%

Current Drawdown

Current decline from peak

-0.14%

-0.32%

+0.18%

Average Drawdown

Average peak-to-trough decline

-2.18%

-1.60%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

0.51%

-0.04%

Volatility

DFRPX vs. SAMBX - Volatility Comparison

The current volatility for DWS Floating Rate Fund Class S (DFRPX) is 0.34%, while Virtus Seix Floating Rate High Income Fund (SAMBX) has a volatility of 0.69%. This indicates that DFRPX experiences smaller price fluctuations and is considered to be less risky than SAMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFRPXSAMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

0.69%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

0.72%

1.77%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

2.92%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.23%

2.92%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.04%

3.93%

+0.11%