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DFRTX vs. SCINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFRTX vs. SCINX - Performance Comparison

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

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DFRTX vs. SCINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SCINX
DWS CROCI International Fund
1.17%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%

Returns By Period

In the year-to-date period, DFRTX achieves a 0.51% return, which is significantly lower than SCINX's 1.17% return. Over the past 10 years, DFRTX has underperformed SCINX with an annualized return of 4.18%, while SCINX has yielded a comparatively higher 8.95% annualized return.


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%

SCINX

1D
0.03%
1M
-10.46%
YTD
1.17%
6M
11.04%
1Y
29.12%
3Y*
17.69%
5Y*
10.06%
10Y*
8.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFRTX vs. SCINX - Expense Ratio Comparison

DFRTX has a 0.78% expense ratio, which is lower than SCINX's 0.91% expense ratio.


Return for Risk

DFRTX vs. SCINX — Risk / Return Rank

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

DFRTX
DFRTX Risk / Return Rank: 8989
Overall Rank
DFRTX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DFRTX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DFRTX Omega Ratio Rank: 9898
Omega Ratio Rank
DFRTX Calmar Ratio Rank: 7575
Calmar Ratio Rank
DFRTX Martin Ratio Rank: 9090
Martin Ratio Rank

SCINX
SCINX Risk / Return Rank: 8585
Overall Rank
SCINX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 8787
Sortino Ratio Rank
SCINX Omega Ratio Rank: 8686
Omega Ratio Rank
SCINX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SCINX Martin Ratio Rank: 8181
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.

DFRTX vs. SCINX - Risk-Adjusted Trends Comparison

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


DFRTXSCINXDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.81

+0.16

Sortino ratio

Return per unit of downside risk

2.52

2.35

+0.16

Omega ratio

Gain probability vs. loss probability

1.82

1.35

+0.47

Calmar ratio

Return relative to maximum drawdown

1.77

2.07

-0.30

Martin ratio

Return relative to average drawdown

10.38

7.99

+2.39

DFRTX vs. SCINX - Sharpe Ratio Comparison

The current DFRTX Sharpe Ratio is 1.96, which is comparable to the SCINX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of DFRTX and SCINX, 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


DFRTXSCINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.81

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.21

0.64

+1.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

0.56

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.33

+0.61

Correlation

The correlation between DFRTX and SCINX is 0.29, 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

DFRTX vs. SCINX - Dividend Comparison

DFRTX's dividend yield for the trailing twelve months is around 6.03%, more than SCINX's 2.72% yield.


TTM20252024202320222021202020192018201720162015
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%
SCINX
DWS CROCI International Fund
2.72%2.75%3.20%3.55%3.48%3.89%1.80%3.39%3.73%2.49%3.76%3.52%

Drawdowns

DFRTX vs. SCINX - Drawdown Comparison

The maximum DFRTX drawdown since its inception was -31.11%, smaller than the maximum SCINX drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for DFRTX and SCINX.


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Drawdown Indicators


DFRTXSCINXDifference

Max Drawdown

Largest peak-to-trough decline

-31.11%

-63.90%

+32.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-12.28%

+10.26%

Max Drawdown (5Y)

Largest decline over 5 years

-6.44%

-30.06%

+23.62%

Max Drawdown (10Y)

Largest decline over 10 years

-21.32%

-35.59%

+14.27%

Current Drawdown

Current decline from peak

0.00%

-10.91%

+10.91%

Average Drawdown

Average peak-to-trough decline

-2.16%

-16.95%

+14.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

3.33%

-2.87%

Volatility

DFRTX vs. SCINX - Volatility Comparison

The current volatility for DWS Floating Rate Fund (DFRTX) is 0.37%, while DWS CROCI International Fund (SCINX) has a volatility of 5.61%. This indicates that DFRTX experiences smaller price fluctuations and is considered to be less risky than SCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFRTXSCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

5.61%

-5.24%

Volatility (6M)

Calculated over the trailing 6-month period

0.73%

9.92%

-9.19%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

15.63%

-13.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.20%

15.71%

-13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.04%

16.04%

-12.00%