NCBIX vs. AAAAX
Compare and contrast key facts about New Covenant Balanced Income Fund (NCBIX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
NCBIX is managed by New Covenant. It was launched on Jun 30, 1999. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
NCBIX vs. AAAAX - Performance Comparison
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NCBIX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NCBIX New Covenant Balanced Income Fund | -1.56% | 10.38% | 8.77% | 11.71% | -13.79% | 6.85% | 11.65% | 14.60% | -2.01% | 8.69% |
AAAAX DWS RREEF Real Assets Fund - Class A | 9.77% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% | 14.67% |
Returns By Period
In the year-to-date period, NCBIX achieves a -1.56% return, which is significantly lower than AAAAX's 9.77% return. Over the past 10 years, NCBIX has underperformed AAAAX with an annualized return of 5.34%, while AAAAX has yielded a comparatively higher 7.40% annualized return.
NCBIX
- 1D
- 1.15%
- 1M
- -2.48%
- YTD
- -1.56%
- 6M
- -0.21%
- 1Y
- 8.37%
- 3Y*
- 8.22%
- 5Y*
- 3.63%
- 10Y*
- 5.34%
AAAAX
- 1D
- 1.09%
- 1M
- -3.53%
- YTD
- 9.77%
- 6M
- 11.84%
- 1Y
- 17.50%
- 3Y*
- 10.19%
- 5Y*
- 6.78%
- 10Y*
- 7.40%
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NCBIX vs. AAAAX - Expense Ratio Comparison
NCBIX has a 0.15% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
NCBIX vs. AAAAX — Risk / Return Rank
NCBIX
AAAAX
NCBIX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for New Covenant Balanced Income Fund (NCBIX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| NCBIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.57 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.98 | 2.11 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.91 | +0.13 |
Martin ratioReturn relative to average drawdown | 8.36 | 10.22 | -1.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NCBIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.57 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.56 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.59 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.38 | +0.12 |
Correlation
The correlation between NCBIX and AAAAX is 0.75, 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
NCBIX vs. AAAAX - Dividend Comparison
NCBIX's dividend yield for the trailing twelve months is around 6.25%, more than AAAAX's 3.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NCBIX New Covenant Balanced Income Fund | 6.25% | 6.15% | 5.21% | 1.97% | 2.72% | 4.22% | 5.49% | 4.14% | 5.85% | 2.05% | 1.23% | 7.37% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.23% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
NCBIX vs. AAAAX - Drawdown Comparison
The maximum NCBIX drawdown since its inception was -32.19%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for NCBIX and AAAAX.
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Drawdown Indicators
| NCBIX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.19% | -40.47% | +8.28% |
Max Drawdown (1Y)Largest decline over 1 year | -4.36% | -9.55% | +5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -17.67% | -22.62% | +4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -17.67% | -29.41% | +11.74% |
Current DrawdownCurrent decline from peak | -2.82% | -3.53% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -6.89% | +3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 1.79% | -0.73% |
Volatility
NCBIX vs. AAAAX - Volatility Comparison
The current volatility for New Covenant Balanced Income Fund (NCBIX) is 2.53%, while DWS RREEF Real Assets Fund - Class A (AAAAX) has a volatility of 3.27%. This indicates that NCBIX experiences smaller price fluctuations and is considered to be less risky than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NCBIX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 3.27% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 3.92% | 7.26% | -3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.48% | 11.62% | -5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.13% | 12.19% | -5.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.03% | 12.66% | -5.63% |