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KHYAX vs. EIFAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KHYAX and EIFAX is 0.18, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

KHYAX vs. EIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS High Income Fund (KHYAX) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). The values are adjusted to include any dividend payments, if applicable.

145.00%150.00%155.00%160.00%NovemberDecember2025FebruaryMarchApril
155.39%
148.74%
KHYAX
EIFAX

Key characteristics

Sharpe Ratio

KHYAX:

2.03

EIFAX:

1.59

Sortino Ratio

KHYAX:

2.74

EIFAX:

2.75

Omega Ratio

KHYAX:

1.50

EIFAX:

1.60

Calmar Ratio

KHYAX:

1.87

EIFAX:

1.21

Martin Ratio

KHYAX:

8.57

EIFAX:

5.58

Ulcer Index

KHYAX:

0.82%

EIFAX:

0.89%

Daily Std Dev

KHYAX:

3.47%

EIFAX:

3.15%

Max Drawdown

KHYAX:

-31.57%

EIFAX:

-38.15%

Current Drawdown

KHYAX:

-1.49%

EIFAX:

-2.41%

Returns By Period

In the year-to-date period, KHYAX achieves a 0.44% return, which is significantly higher than EIFAX's -1.63% return. Over the past 10 years, KHYAX has underperformed EIFAX with an annualized return of 4.22%, while EIFAX has yielded a comparatively higher 4.71% annualized return.


KHYAX

YTD

0.44%

1M

-0.23%

6M

0.80%

1Y

7.03%

5Y*

5.58%

10Y*

4.22%

EIFAX

YTD

-1.63%

1M

-1.12%

6M

0.44%

1Y

4.97%

5Y*

7.86%

10Y*

4.71%

*Annualized

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KHYAX vs. EIFAX - Expense Ratio Comparison

KHYAX has a 0.94% expense ratio, which is higher than EIFAX's 0.47% expense ratio.


Expense ratio chart for KHYAX: current value is 0.94%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KHYAX: 0.94%
Expense ratio chart for EIFAX: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EIFAX: 0.47%

Risk-Adjusted Performance

KHYAX vs. EIFAX — Risk-Adjusted Performance Rank

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

KHYAX
The Risk-Adjusted Performance Rank of KHYAX is 9292
Overall Rank
The Sharpe Ratio Rank of KHYAX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of KHYAX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of KHYAX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of KHYAX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of KHYAX is 9292
Martin Ratio Rank

EIFAX
The Risk-Adjusted Performance Rank of EIFAX is 8989
Overall Rank
The Sharpe Ratio Rank of EIFAX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of EIFAX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of EIFAX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of EIFAX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of EIFAX is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KHYAX vs. EIFAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS High Income Fund (KHYAX) and Eaton Vance Floating-Rate Advantage Fund (EIFAX). 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.


The chart of Sharpe ratio for KHYAX, currently valued at 2.03, compared to the broader market-1.000.001.002.003.00
KHYAX: 2.03
EIFAX: 1.59
The chart of Sortino ratio for KHYAX, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.00
KHYAX: 2.74
EIFAX: 2.75
The chart of Omega ratio for KHYAX, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.00
KHYAX: 1.50
EIFAX: 1.60
The chart of Calmar ratio for KHYAX, currently valued at 1.87, compared to the broader market0.002.004.006.008.0010.00
KHYAX: 1.87
EIFAX: 1.21
The chart of Martin ratio for KHYAX, currently valued at 8.57, compared to the broader market0.0010.0020.0030.0040.0050.00
KHYAX: 8.57
EIFAX: 5.58

The current KHYAX Sharpe Ratio is 2.03, which is comparable to the EIFAX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of KHYAX and EIFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
2.03
1.59
KHYAX
EIFAX

Dividends

KHYAX vs. EIFAX - Dividend Comparison

KHYAX's dividend yield for the trailing twelve months is around 5.72%, less than EIFAX's 8.09% yield.


TTM20242023202220212020201920182017201620152014
KHYAX
DWS High Income Fund
5.72%6.07%5.70%5.22%4.48%4.49%4.88%5.68%5.29%4.98%5.79%6.03%
EIFAX
Eaton Vance Floating-Rate Advantage Fund
8.09%8.91%9.33%5.92%4.03%4.52%5.58%5.10%4.46%5.03%5.29%4.79%

Drawdowns

KHYAX vs. EIFAX - Drawdown Comparison

The maximum KHYAX drawdown since its inception was -31.57%, smaller than the maximum EIFAX drawdown of -38.15%. Use the drawdown chart below to compare losses from any high point for KHYAX and EIFAX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.49%
-2.41%
KHYAX
EIFAX

Volatility

KHYAX vs. EIFAX - Volatility Comparison

DWS High Income Fund (KHYAX) has a higher volatility of 2.28% compared to Eaton Vance Floating-Rate Advantage Fund (EIFAX) at 1.79%. This indicates that KHYAX's price experiences larger fluctuations and is considered to be riskier than EIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.28%
1.79%
KHYAX
EIFAX