RCRIX vs. DFRTX

Last updated Jun 3, 2026

RCRIX (RiverPark Floating Rate CMBS Fund) and DFRTX (DWS Floating Rate Fund) are both Bank Loan funds. At a 0.14 correlation, their price movements are largely independent. RCRIX charges 0.85%/yr vs 0.78%/yr for DFRTX.

Performance

RCRIX vs. DFRTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverPark Floating Rate CMBS Fund (RCRIX) and DWS Floating Rate Fund (DFRTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

RCRIX

• 1D: 0.00%
• 1M: 0.47%
• YTD: 1.91%
• 6M: 2.31%
• 1Y: 5.18%
• 3Y*: 7.58%
• 5Y*: 5.32%
• 10Y*: —

DFRTX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RCRIX vs. DFRTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RCRIX RiverPark Floating Rate CMBS Fund	1.91%	5.56%	10.01%	9.85%	-0.72%	2.81%	-8.51%	4.46%	59.17%	3.09%
DFRTX DWS Floating Rate Fund	0.51%	3.50%	7.82%	11.54%	-1.54%	3.85%	1.12%	8.66%	-0.49%	0.63%

Correlation

The correlation between RCRIX and DFRTX is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jun 13, 2017	0.14

The correlation between RCRIX and DFRTX shifts across timeframes, from 0.03 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

RCRIX vs. DFRTX — Risk / Return Rank

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

RCRIX

RCRIX Risk / Return Rank: 100
RCRIX Sharpe Ratio Rank: 100
RCRIX Sortino Ratio Rank: 100
RCRIX Omega Ratio Rank: 100
RCRIX Calmar Ratio Rank: 100
RCRIX Martin Ratio Rank: 100

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.

RCRIX vs. DFRTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverPark Floating Rate CMBS Fund (RCRIX) and DWS Floating Rate Fund (DFRTX). 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.

	RCRIX	DFRTX	Difference
Sharpe ratio Return per unit of total volatility	6.73	—	—
Sortino ratio Return per unit of downside risk	19.90	—	—
Omega ratio Gain probability vs. loss probability	8.37	—	—
Calmar ratio Return relative to maximum drawdown	28.07	—	—
Martin ratio Return relative to average drawdown	175.33	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RCRIX	DFRTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	6.73	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	3.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.08	—	—

Drawdowns

Drawdown Indicators

	RCRIX	DFRTX	Difference
Max Drawdown Largest peak-to-trough decline	-30.00%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-0.19%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-1.93%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-3.75%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-3.01%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.03%	—	—

Volatility

Volatility by Period

	RCRIX	DFRTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.21%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	0.77%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.60%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.93%	—	—

RCRIX vs. DFRTX - Expense Ratio Comparison

RCRIX has a 0.85% expense ratio, which is higher than DFRTX's 0.78% expense ratio.

Dividends

RCRIX vs. DFRTX - Dividend Comparison

RCRIX's dividend yield for the trailing twelve months is around 4.95%, more than DFRTX's 4.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFRTX DWS Floating Rate Fund	4.84%	6.04%	8.77%	8.33%	4.36%	3.41%	3.84%	4.90%	4.30%	4.49%	4.86%	4.73%
RCRIX RiverPark Floating Rate CMBS Fund	4.95%	5.30%	6.85%	7.90%	3.80%	2.34%	3.16%	3.36%	49.16%	3.64%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RCRIX and DFRTX in my portfolio?

RCRIX and DFRTX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.