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DFRTX vs. SCINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period


DFRTX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SCINX

1D
0.04%
1M
0.31%
YTD
9.35%
6M
9.77%
1Y
33.98%
3Y*
20.09%
5Y*
11.05%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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
9.35%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%

Correlation

The correlation between DFRTX and SCINX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2007

0.29

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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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SCINX
SCINX Risk / Return Rank: 6565
Overall Rank
SCINX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 7676
Sortino Ratio Rank
SCINX Omega Ratio Rank: 7272
Omega Ratio Rank
SCINX Calmar Ratio Rank: 5454
Calmar Ratio Rank
SCINX Martin Ratio Rank: 4444
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.

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.


DFRTXSCINXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

2.70

Martin ratioReturn relative to average drawdown

8.87

DFRTX vs. SCINX - Sharpe Ratio Comparison


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Drawdowns

DFRTX vs. SCINX - Drawdown Comparison


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Drawdown Indicators


DFRTXSCINXDifference

Max Drawdown

Largest peak-to-trough decline

-63.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

Max Drawdown (3Y)

Largest decline over 3 years

-14.23%

Max Drawdown (5Y)

Largest decline over 5 years

-29.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

Current Drawdown

Current decline from peak

-3.71%

Average Drawdown

Average peak-to-trough decline

-16.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

Volatility

DFRTX vs. SCINX - Volatility Comparison


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Volatility by Period


DFRTXSCINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

DFRTX vs. SCINX - Expense Ratio Comparison

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


Dividends

DFRTX vs. SCINX - Dividend Comparison

DFRTX's dividend yield for the trailing twelve months is around 4.84%, more than SCINX's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
DFRTX
DWS Floating Rate Fund
4.84%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
2.52%2.75%3.20%3.55%3.48%3.89%1.80%3.39%3.73%2.49%3.76%3.52%

Frequently Asked Questions


DFRTX and SCINX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for DFRTX and SCINX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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