DFRTX vs. DBFRX

Last updated Apr 1, 2026

Compare and contrast key facts about DWS Floating Rate Fund (DFRTX) and DoubleLine Floating Rate Fund (DBFRX).

DFRTX is managed by DWS. It was launched on Jun 28, 2007. DBFRX is managed by DoubleLine. It was launched on Jan 31, 2013.

Performance

DFRTX vs. DBFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Floating Rate Fund (DFRTX) and DoubleLine Floating Rate Fund (DBFRX). The values are adjusted to include any dividend payments, if applicable.

DFRTX vs. DBFRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFRTX DWS Floating Rate Fund	0.51%	3.50%	7.82%	11.54%	-1.54%	3.85%	1.12%	8.66%	-0.49%	1.68%
DBFRX DoubleLine Floating Rate Fund	0.03%	6.75%	8.10%	10.77%	-2.23%	4.27%	2.74%	6.74%	0.05%	3.71%

Returns By Period

DFRTX

• 1D: 0.14%
• 1M: 0.27%
• YTD: 0.51%
• 6M: 1.68%
• 1Y: 5.16%
• 3Y*: 7.04%
• 5Y*: 4.81%
• 10Y*: 4.18%

DBFRX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFRTX vs. DBFRX - Expense Ratio Comparison

DFRTX has a 0.78% expense ratio, which is higher than DBFRX's 0.68% expense ratio.

DFRTX

DWS Floating Rate Fund

DBFRX

DoubleLine Floating Rate Fund

Return for Risk

DFRTX vs. DBFRX — Risk / Return Rank

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

DFRTX

DFRTX Risk / Return Rank: 89
DFRTX Sharpe Ratio Rank: 92
DFRTX Sortino Ratio Rank: 89
DFRTX Omega Ratio Rank: 98
DFRTX Calmar Ratio Rank: 75
DFRTX Martin Ratio Rank: 90

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.

DFRTX vs. DBFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Floating Rate Fund (DFRTX) and DoubleLine Floating Rate Fund (DBFRX). 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.

	DFRTX	DBFRX	Difference
Sharpe ratio Return per unit of total volatility	1.96	—	—
Sortino ratio Return per unit of downside risk	2.52	—	—
Omega ratio Gain probability vs. loss probability	1.82	—	—
Calmar ratio Return relative to maximum drawdown	1.77	—	—
Martin ratio Return relative to average drawdown	10.38	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DFRTX	DBFRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	2.21	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	—	—

Correlation

The correlation between DFRTX and DBFRX 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

DFRTX vs. DBFRX - Dividend Comparison

DFRTX's dividend yield for the trailing twelve months is around 6.03%, more than DBFRX's 5.78% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFRTX DWS Floating Rate Fund	6.03%	6.04%	8.77%	8.33%	4.36%	3.41%	3.84%	4.90%	4.30%	4.49%	4.86%	4.73%
DBFRX DoubleLine Floating Rate Fund	5.78%	6.99%	8.04%	8.42%	5.14%	3.24%	4.04%	5.29%	4.89%	3.75%	3.50%	3.82%

Drawdowns

Drawdown Indicators

	DFRTX	DBFRX	Difference
Max Drawdown Largest peak-to-trough decline	-31.11%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-2.02%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-6.44%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-21.32%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-2.16%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.46%	—	—

Volatility

Volatility by Period

	DFRTX	DBFRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.37%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.36%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.20%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.04%	—	—