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KNTAX vs. KTCAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KNTAX vs. KTCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS New York Tax (KNTAX) and DWS Science and Technology Fund (KTCAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KNTAX achieves a 2.17% return, which is significantly lower than KTCAX's 25.69% return. Over the past 10 years, KNTAX has underperformed KTCAX with an annualized return of 1.50%, while KTCAX has yielded a comparatively higher 23.28% annualized return.


KNTAX

1D
0.10%
1M
1.97%
YTD
2.17%
6M
2.58%
1Y
7.38%
3Y*
3.07%
5Y*
-0.14%
10Y*
1.50%

KTCAX

1D
2.75%
1M
6.05%
YTD
25.69%
6M
24.89%
1Y
50.89%
3Y*
34.64%
5Y*
18.56%
10Y*
23.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KNTAX vs. KTCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KNTAX
DWS New York Tax
2.17%2.21%1.49%6.35%-11.96%1.94%4.93%7.85%0.20%4.76%
KTCAX
DWS Science and Technology Fund
25.69%21.21%40.51%57.73%-36.66%22.68%46.12%42.35%-1.03%35.79%

Correlation

The correlation between KNTAX and KTCAX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.13

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

0.13

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

0.06

Correlation (All Time)
Calculated using the full available price history since Dec 31, 1985

0.01

Over the past year, KNTAX and KTCAX have become more correlated (0.24) than their long-term average of 0.01, meaning their price movements have been converging.

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Return for Risk

KNTAX vs. KTCAX — Risk / Return Rank

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

KNTAX
KNTAX Risk / Return Rank: 6363
Overall Rank
KNTAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
KNTAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
KNTAX Omega Ratio Rank: 8686
Omega Ratio Rank
KNTAX Calmar Ratio Rank: 4242
Calmar Ratio Rank
KNTAX Martin Ratio Rank: 3838
Martin Ratio Rank

KTCAX
KTCAX Risk / Return Rank: 5858
Overall Rank
KTCAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
KTCAX Sortino Ratio Rank: 5151
Sortino Ratio Rank
KTCAX Omega Ratio Rank: 5353
Omega Ratio Rank
KTCAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
KTCAX Martin Ratio Rank: 5252
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.

KNTAX vs. KTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS New York Tax (KNTAX) and DWS Science and Technology Fund (KTCAX). 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.


KNTAXKTCAXDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.55

1.37

+0.18

Calmar ratioReturn relative to maximum drawdown

2.35

3.00

-0.66

Martin ratioReturn relative to average drawdown

7.88

10.00

-2.13

KNTAX vs. KTCAX - Sharpe Ratio Comparison

The current KNTAX Sharpe Ratio is 2.28, which is comparable to the KTCAX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of KNTAX and KTCAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KNTAX vs. KTCAX - Drawdown Comparison

The maximum KNTAX drawdown since its inception was -19.56%, smaller than the maximum KTCAX drawdown of -82.20%. Use the drawdown chart below to compare losses from any high point for KNTAX and KTCAX.


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Drawdown Indicators


KNTAXKTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-82.20%

+62.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-16.60%

+13.48%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

-25.52%

+17.90%

Max Drawdown (5Y)

Largest decline over 5 years

-17.93%

-42.37%

+24.44%

Max Drawdown (10Y)

Largest decline over 10 years

-17.93%

-42.37%

+24.44%

Current Drawdown

Current decline from peak

-1.61%

-3.06%

+1.45%

Average Drawdown

Average peak-to-trough decline

-2.54%

-27.87%

+25.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

4.96%

-4.03%

Volatility

KNTAX vs. KTCAX - Volatility Comparison

The current volatility for DWS New York Tax (KNTAX) is 0.84%, while DWS Science and Technology Fund (KTCAX) has a volatility of 11.28%. This indicates that KNTAX experiences smaller price fluctuations and is considered to be less risky than KTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KNTAXKTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

11.28%

-10.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

18.87%

-16.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

22.86%

-19.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.56%

25.35%

-20.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.33%

24.28%

-19.95%

KNTAX vs. KTCAX - Expense Ratio Comparison

KNTAX has a 0.79% expense ratio, which is lower than KTCAX's 0.89% expense ratio.


Dividends

KNTAX vs. KTCAX - Dividend Comparison

KNTAX's dividend yield for the trailing twelve months is around 3.02%, less than KTCAX's 6.62% yield.


PositionTTM20252024202320222021202020192018201720162015
KNTAX
DWS New York Tax
3.02%3.26%2.71%2.02%1.77%1.74%2.91%3.28%2.95%3.03%3.40%3.63%
KTCAX
DWS Science and Technology Fund
6.62%8.32%10.15%11.73%6.31%10.93%7.36%8.99%14.35%4.50%2.32%11.97%

Frequently Asked Questions


KNTAX and KTCAX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KTCAX has higher volatility (11.28%) compared to KNTAX (0.84%). In terms of maximum drawdown, KNTAX dropped -19.56% vs KTCAX's -82.20%.

KNTAX currently has the higher Sharpe Ratio (2.28 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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