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

Correlation

The correlation between KHYAX and EIFAX is 0.46, 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.


-0.50.00.51.00.5

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.

-1.00%0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
3.09%
3.70%
KHYAX
EIFAX

Key characteristics

Sharpe Ratio

KHYAX:

2.43

EIFAX:

3.11

Sortino Ratio

KHYAX:

3.50

EIFAX:

8.67

Omega Ratio

KHYAX:

1.57

EIFAX:

2.76

Calmar Ratio

KHYAX:

4.52

EIFAX:

10.22

Martin Ratio

KHYAX:

16.13

EIFAX:

44.39

Ulcer Index

KHYAX:

0.45%

EIFAX:

0.18%

Daily Std Dev

KHYAX:

2.98%

EIFAX:

2.63%

Max Drawdown

KHYAX:

-31.57%

EIFAX:

-38.15%

Current Drawdown

KHYAX:

-1.06%

EIFAX:

-0.30%

Returns By Period

Over the past 10 years, KHYAX has underperformed EIFAX with an annualized return of 4.55%, while EIFAX has yielded a comparatively higher 5.16% annualized return.


KHYAX

YTD

0.00%

1M

-0.68%

6M

3.33%

1Y

7.01%

5Y*

3.46%

10Y*

4.55%

EIFAX

YTD

-0.00%

1M

-0.30%

6M

3.70%

1Y

8.06%

5Y*

5.17%

10Y*

5.16%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KHYAX vs. EIFAX - Expense Ratio Comparison

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


KHYAX
DWS High Income Fund
Expense ratio chart for KHYAX: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
Expense ratio chart for EIFAX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%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 9595
Overall Rank
The Sharpe Ratio Rank of KHYAX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of KHYAX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of KHYAX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of KHYAX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of KHYAX is 9595
Martin Ratio Rank

EIFAX
The Risk-Adjusted Performance Rank of EIFAX is 9898
Overall Rank
The Sharpe Ratio Rank of EIFAX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of EIFAX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of EIFAX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of EIFAX is 9898
Calmar Ratio Rank
The Martin Ratio Rank of EIFAX is 9898
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.


Sharpe ratio
The chart of Sharpe ratio for KHYAX, currently valued at 2.43, compared to the broader market-1.000.001.002.003.004.002.433.11
The chart of Sortino ratio for KHYAX, currently valued at 3.50, compared to the broader market-2.000.002.004.006.008.0010.003.508.67
The chart of Omega ratio for KHYAX, currently valued at 1.57, compared to the broader market0.501.001.502.002.503.003.501.572.76
The chart of Calmar ratio for KHYAX, currently valued at 4.52, compared to the broader market0.005.0010.0015.004.5210.22
The chart of Martin ratio for KHYAX, currently valued at 16.13, compared to the broader market0.0020.0040.0060.0016.1344.39
KHYAX
EIFAX

The current KHYAX Sharpe Ratio is 2.43, which is comparable to the EIFAX Sharpe Ratio of 3.11. 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 Ratio2.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
2.43
3.11
KHYAX
EIFAX

Dividends

KHYAX vs. EIFAX - Dividend Comparison

KHYAX's dividend yield for the trailing twelve months is around 6.07%, less than EIFAX's 8.22% yield.


TTM20242023202220212020201920182017201620152014
KHYAX
DWS High Income Fund
6.07%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
8.22%8.22%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.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.06%
-0.30%
KHYAX
EIFAX

Volatility

KHYAX vs. EIFAX - Volatility Comparison

DWS High Income Fund (KHYAX) has a higher volatility of 0.78% compared to Eaton Vance Floating-Rate Advantage Fund (EIFAX) at 0.29%. 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.


0.20%0.40%0.60%0.80%1.00%1.20%AugustSeptemberOctoberNovemberDecember2025
0.78%
0.29%
KHYAX
EIFAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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