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KTCAX vs. SLANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KTCAX vs. SLANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Science and Technology Fund (KTCAX) and DWS Latin America Equity Fund Class A (SLANX). The values are adjusted to include any dividend payments, if applicable.

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KTCAX vs. SLANX - 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%
SLANX
DWS Latin America Equity Fund Class A
7.80%54.13%-28.52%33.24%8.08%-9.06%0.70%35.56%-2.82%32.20%

Returns By Period

In the year-to-date period, KTCAX achieves a -12.14% return, which is significantly lower than SLANX's 7.80% return. Over the past 10 years, KTCAX has outperformed SLANX with an annualized return of 18.81%, while SLANX has yielded a comparatively lower 11.44% 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%

SLANX

1D
0.29%
1M
-8.48%
YTD
7.80%
6M
15.38%
1Y
45.04%
3Y*
15.30%
5Y*
10.40%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KTCAX vs. SLANX - Expense Ratio Comparison

KTCAX has a 0.89% expense ratio, which is lower than SLANX's 1.51% expense ratio.


Return for Risk

KTCAX vs. SLANX — 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

SLANX
SLANX Risk / Return Rank: 9090
Overall Rank
SLANX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SLANX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SLANX Omega Ratio Rank: 8686
Omega Ratio Rank
SLANX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SLANX Martin Ratio Rank: 9393
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. SLANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Science and Technology Fund (KTCAX) and DWS Latin America Equity Fund Class A (SLANX). 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.


KTCAXSLANXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.84

-1.00

Sortino ratio

Return per unit of downside risk

1.34

2.27

-0.93

Omega ratio

Gain probability vs. loss probability

1.18

1.36

-0.18

Calmar ratio

Return relative to maximum drawdown

0.83

3.31

-2.48

Martin ratio

Return relative to average drawdown

2.79

11.32

-8.54

KTCAX vs. SLANX - Sharpe Ratio Comparison

The current KTCAX Sharpe Ratio is 0.83, which is lower than the SLANX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of KTCAX and SLANX, 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


KTCAXSLANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.84

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.45

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.43

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.32

+0.03

Correlation

The correlation between KTCAX and SLANX is 0.52, 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.


Dividends

KTCAX vs. SLANX - Dividend Comparison

KTCAX's dividend yield for the trailing twelve months is around 9.47%, more than SLANX's 3.85% 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%
SLANX
DWS Latin America Equity Fund Class A
3.85%4.15%5.13%3.14%7.15%14.19%0.00%0.00%0.00%4.21%1.57%0.00%

Drawdowns

KTCAX vs. SLANX - Drawdown Comparison

The maximum KTCAX drawdown since its inception was -82.20%, which is greater than SLANX's maximum drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for KTCAX and SLANX.


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Drawdown Indicators


KTCAXSLANXDifference

Max Drawdown

Largest peak-to-trough decline

-82.20%

-70.73%

-11.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-12.85%

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-42.37%

-29.92%

-12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

-50.91%

+8.54%

Current Drawdown

Current decline from peak

-16.60%

-9.63%

-6.97%

Average Drawdown

Average peak-to-trough decline

-27.98%

-23.43%

-4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

3.75%

+1.18%

Volatility

KTCAX vs. SLANX - Volatility Comparison

The current volatility for DWS Science and Technology Fund (KTCAX) is 7.13%, while DWS Latin America Equity Fund Class A (SLANX) has a volatility of 10.49%. This indicates that KTCAX experiences smaller price fluctuations and is considered to be less risky than SLANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KTCAXSLANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

10.49%

-3.36%

Volatility (6M)

Calculated over the trailing 6-month period

15.91%

16.93%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

25.62%

24.11%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.82%

23.14%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

27.01%

-3.09%