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KTCAX vs. VDIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KTCAX vs. VDIGX - Performance Comparison

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

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KTCAX vs. VDIGX - 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%
VDIGX
Vanguard Dividend Growth Fund
-6.99%11.11%20.84%8.11%-4.89%24.86%12.04%30.94%0.08%19.32%

Returns By Period

In the year-to-date period, KTCAX achieves a -12.14% return, which is significantly lower than VDIGX's -6.99% return. Over the past 10 years, KTCAX has outperformed VDIGX with an annualized return of 18.81%, while VDIGX has yielded a comparatively lower 11.31% 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%

VDIGX

1D
0.14%
1M
-8.69%
YTD
-6.99%
6M
-4.14%
1Y
0.66%
3Y*
10.48%
5Y*
8.98%
10Y*
11.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KTCAX vs. VDIGX - Expense Ratio Comparison

KTCAX has a 0.89% expense ratio, which is higher than VDIGX's 0.27% expense ratio.


Return for Risk

KTCAX vs. VDIGX — 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

VDIGX
VDIGX Risk / Return Rank: 1010
Overall Rank
VDIGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VDIGX Sortino Ratio Rank: 88
Sortino Ratio Rank
VDIGX Omega Ratio Rank: 88
Omega Ratio Rank
VDIGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VDIGX Martin Ratio Rank: 1313
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. VDIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Science and Technology Fund (KTCAX) and Vanguard Dividend Growth Fund (VDIGX). 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.


KTCAXVDIGXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.12

+0.71

Sortino ratio

Return per unit of downside risk

1.34

0.29

+1.05

Omega ratio

Gain probability vs. loss probability

1.18

1.04

+0.14

Calmar ratio

Return relative to maximum drawdown

0.83

0.30

+0.53

Martin ratio

Return relative to average drawdown

2.79

1.17

+1.61

KTCAX vs. VDIGX - Sharpe Ratio Comparison

The current KTCAX Sharpe Ratio is 0.83, which is higher than the VDIGX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of KTCAX and VDIGX, 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


KTCAXVDIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.12

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.65

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.72

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.60

-0.25

Correlation

The correlation between KTCAX and VDIGX is 0.59, 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. VDIGX - Dividend Comparison

KTCAX's dividend yield for the trailing twelve months is around 9.47%, less than VDIGX's 26.40% 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%
VDIGX
Vanguard Dividend Growth Fund
26.40%21.90%21.94%2.29%6.06%5.45%2.83%4.70%8.72%5.16%2.86%5.70%

Drawdowns

KTCAX vs. VDIGX - Drawdown Comparison

The maximum KTCAX drawdown since its inception was -82.20%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for KTCAX and VDIGX.


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Drawdown Indicators


KTCAXVDIGXDifference

Max Drawdown

Largest peak-to-trough decline

-82.20%

-45.23%

-36.97%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-9.57%

-7.03%

Max Drawdown (5Y)

Largest decline over 5 years

-42.37%

-16.18%

-26.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

-32.98%

-9.39%

Current Drawdown

Current decline from peak

-16.60%

-8.96%

-7.64%

Average Drawdown

Average peak-to-trough decline

-27.98%

-6.67%

-21.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

2.41%

+2.52%

Volatility

KTCAX vs. VDIGX - Volatility Comparison

DWS Science and Technology Fund (KTCAX) has a higher volatility of 7.13% compared to Vanguard Dividend Growth Fund (VDIGX) at 3.40%. This indicates that KTCAX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KTCAXVDIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

3.40%

+3.73%

Volatility (6M)

Calculated over the trailing 6-month period

15.91%

7.39%

+8.52%

Volatility (1Y)

Calculated over the trailing 1-year period

25.62%

14.39%

+11.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.82%

13.82%

+11.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

15.68%

+8.24%