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KTCAX vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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KTCAX vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KTCAX
DWS Science and Technology Fund
-12.14%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
-9.73%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Returns By Period

In the year-to-date period, KTCAX achieves a -12.14% return, which is significantly lower than SCHG's -9.73% return. Over the past 10 years, KTCAX has outperformed SCHG with an annualized return of 18.81%, while SCHG has yielded a comparatively lower 16.95% annualized return.


KTCAX

1D
-1.63%
1M
-9.00%
YTD
-12.14%
6M
-10.67%
1Y
21.18%
3Y*
25.10%
5Y*
12.33%
10Y*
18.81%

SCHG

1D
0.96%
1M
-4.46%
YTD
-9.73%
6M
-8.15%
1Y
17.00%
3Y*
22.30%
5Y*
12.76%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KTCAX vs. SCHG - Expense Ratio Comparison

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


Return for Risk

KTCAX vs. SCHG — Risk / Return Rank

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

KTCAX
KTCAX Risk / Return Rank: 3737
Overall Rank
KTCAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
KTCAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
KTCAX Omega Ratio Rank: 4242
Omega Ratio Rank
KTCAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
KTCAX Martin Ratio Rank: 2626
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
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.

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.


KTCAXSCHGDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.76

+0.07

Sortino ratio

Return per unit of downside risk

1.34

1.24

+0.09

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

0.83

1.09

-0.27

Martin ratio

Return relative to average drawdown

2.79

3.71

-0.92

KTCAX vs. SCHG - Sharpe Ratio Comparison

The current KTCAX Sharpe Ratio is 0.83, which is comparable to the SCHG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of KTCAX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KTCAXSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.76

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.57

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.79

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.79

-0.44

Correlation

The correlation between KTCAX and SCHG is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KTCAX vs. SCHG - Dividend Comparison

KTCAX's dividend yield for the trailing twelve months is around 9.47%, more than SCHG's 0.43% yield.


TTM20252024202320222021202020192018201720162015
KTCAX
DWS Science and Technology Fund
9.47%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
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

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.


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Drawdown Indicators


KTCAXSCHGDifference

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 (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

-16.60%

-12.51%

-4.09%

Average Drawdown

Average peak-to-trough decline

-27.98%

-5.22%

-22.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

4.84%

+0.09%

Volatility

KTCAX vs. SCHG - Volatility Comparison

DWS Science and Technology Fund (KTCAX) has a higher volatility of 7.13% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. 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.


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Volatility by Period


KTCAXSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

6.77%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.91%

12.54%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

25.62%

22.45%

+3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.82%

22.31%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

21.51%

+2.41%