KTCAX vs. SCHG

Last updated Aug 1, 2026

KTCAX (DWS Science and Technology Fund) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both funds - KTCAX is a Technology Equities fund managed by DWS, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, KTCAX returned 21.36%/yr vs 18.27%/yr for SCHG. Their correlation of 0.94 means they have usually moved in the same direction. KTCAX charges 0.89%/yr vs 0.04%/yr for SCHG.

Performance

KTCAX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Science and Technology Fund (KTCAX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KTCAX achieves a 14.14% return, which is significantly higher than SCHG's 4.99% return. Over the past 10 years, KTCAX has outperformed SCHG with an annualized return of 21.36%, while SCHG has yielded a comparatively lower 18.27% annualized return.

KTCAX

• 1D: 5.32%
• 1M: -4.32%
• 6M: 12.23%
• YTD: 14.14%
• 1Y: 27.24%
• 3Y*: 27.77%
• 5Y*: 15.12%
• 10Y*: 21.36%
• ALL TIME*: 8.87%

SCHG

• 1D: 1.12%
• 1M: 0.15%
• 6M: 7.02%
• YTD: 4.99%
• 1Y: 16.16%
• 3Y*: 21.39%
• 5Y*: 13.15%
• 10Y*: 18.27%
• ALL TIME*: 16.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
KTCAX DWS Science and Technology Fund	$0.00	$0.00	$0.00
SCHG Schwab U.S. Large-Cap Growth ETF	$247.66M	$249.87M	$339.91M

KTCAX vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KTCAX DWS Science and Technology Fund	14.14%	21.21%	40.51%	57.73%	-36.66%	22.68%	46.12%	42.35%	-1.03%	35.79%
SCHG Schwab U.S. Large-Cap Growth ETF	4.99%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%

Correlation

The correlation between KTCAX and SCHG is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.84
Correlation (3Y) Balances recent behavior with more history.	0.91
Correlation (5Y) Shows whether the relationship held over a longer period.	0.95
Correlation (10Y) Provides a long-term view across more market conditions.	0.94
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009	0.94

The correlation between KTCAX and SCHG shifts across timeframes, from 0.84 (1 year) to 0.95 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

KTCAX vs. SCHG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KTCAX

KTCAX Risk / Return Rank: 32
KTCAX Sharpe Ratio Rank: 31
KTCAX Sortino Ratio Rank: 31
KTCAX Omega Ratio Rank: 30
KTCAX Calmar Ratio Rank: 36
KTCAX Martin Ratio Rank: 31

SCHG

SCHG Risk / Return Rank: 30
SCHG Sharpe Ratio Rank: 33
SCHG Sortino Ratio Rank: 31
SCHG Omega Ratio Rank: 31
SCHG Calmar Ratio Rank: 26
SCHG Martin Ratio Rank: 30

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KTCAX vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Science and Technology Fund (KTCAX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

	KTCAX	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	0.98	0.82	+0.17
Sortino ratio: Return per unit of downside risk	1.45	1.20	+0.25
Omega ratio: Gain probability vs. loss probability	1.18	1.15	+0.03
Calmar ratio: Return relative to maximum drawdown	1.50	0.83	+0.67
Martin ratio: Return relative to average drawdown	4.28	2.62	+1.66

KTCAX vs. SCHG - Sharpe Ratio Comparison

The current KTCAX Sharpe Ratio is 0.98, which is comparable to the SCHG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of KTCAX and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

KTCAX vs. SCHG - Drawdown Comparison

The maximum KTCAX drawdown since its inception was -82.20%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for KTCAX and SCHG.

Drawdown Indicators

	KTCAX	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-82.20%	-34.59%	-47.61%
Max Drawdown (1Y) Largest decline over 1 year	-16.60%	-16.41%	-0.19%
Max Drawdown (3Y) Largest decline over 3 years	-25.52%	-23.39%	-2.13%
Max Drawdown (5Y) Largest decline over 5 years	-42.37%	-34.59%	-7.78%
Max Drawdown (10Y) Largest decline over 10 years	-42.37%	-34.59%	-7.78%
Current Drawdown Current decline from peak	-11.97%	-3.10%	-8.87%
Average Drawdown Average peak-to-trough decline	-27.84%	-5.19%	-22.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.79%	5.19%	+0.60%

Volatility

KTCAX vs. SCHG - Volatility Comparison

DWS Science and Technology Fund (KTCAX) has a higher volatility of 9.96% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.32%. This indicates that KTCAX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KTCAX	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.96%	4.32%	+5.64%
Volatility (6M) Calculated over the trailing 6-month period	21.32%	12.90%	+8.42%
Volatility (1Y) Calculated over the trailing 1-year period	25.33%	16.67%	+8.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.81%	22.42%	+3.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.46%	21.59%	+2.87%

KTCAX vs. SCHG - Expense Ratio Comparison

KTCAX has a 0.89% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

KTCAX vs. SCHG - Dividend Comparison

KTCAX's dividend yield for the trailing twelve months is around 7.29%, more than SCHG's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KTCAX DWS Science and Technology Fund	7.29%	8.32%	10.15%	11.73%	6.31%	10.93%	7.36%	8.99%	14.35%	4.50%	2.32%	11.97%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both KTCAX and SCHG in my portfolio?

KTCAX and SCHG have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KTCAX or SCHG?

KTCAX has higher volatility (9.96%) compared to SCHG (4.32%). In terms of maximum drawdown, KTCAX dropped -82.20% vs SCHG's -34.59%.

Which has better risk-adjusted returns?

KTCAX currently has the higher Sharpe Ratio (0.98 vs 0.82), 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.