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RRGIX vs. KTCAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RRGIX vs. KTCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS RREEF Global Real Estate Securities Fund (RRGIX) and DWS Science and Technology Fund (KTCAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RRGIX achieves a 8.24% return, which is significantly lower than KTCAX's 26.82% return. Over the past 10 years, RRGIX has underperformed KTCAX with an annualized return of 4.93%, while KTCAX has yielded a comparatively higher 23.10% annualized return.


RRGIX

1D
1.01%
1M
-3.03%
YTD
8.24%
6M
8.39%
1Y
12.27%
3Y*
10.02%
5Y*
1.89%
10Y*
4.93%

KTCAX

1D
-1.32%
1M
10.26%
YTD
26.82%
6M
23.51%
1Y
51.56%
3Y*
36.18%
5Y*
19.35%
10Y*
23.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RRGIX vs. KTCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RRGIX
DWS RREEF Global Real Estate Securities Fund
8.24%8.77%2.97%11.22%-26.42%30.53%-4.24%25.09%-4.15%11.62%
KTCAX
DWS Science and Technology Fund
26.82%21.21%40.51%57.73%-36.66%22.68%46.12%42.35%-1.03%35.79%

Correlation

The correlation between RRGIX and KTCAX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2007

0.59

Over the past year, the correlation between RRGIX and KTCAX has dropped to 0.19 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

RRGIX vs. KTCAX — Risk / Return Rank

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

RRGIX
RRGIX Risk / Return Rank: 1616
Overall Rank
RRGIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
RRGIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
RRGIX Omega Ratio Rank: 1515
Omega Ratio Rank
RRGIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
RRGIX Martin Ratio Rank: 1818
Martin Ratio Rank

KTCAX
KTCAX Risk / Return Rank: 6565
Overall Rank
KTCAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
KTCAX Sortino Ratio Rank: 6262
Sortino Ratio Rank
KTCAX Omega Ratio Rank: 5959
Omega Ratio Rank
KTCAX Calmar Ratio Rank: 7171
Calmar Ratio Rank
KTCAX Martin Ratio Rank: 5656
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.

RRGIX vs. KTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Global Real Estate Securities Fund (RRGIX) and DWS Science and Technology Fund (KTCAX). 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.


RRGIXKTCAXDifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.19

1.41

-0.22

Calmar ratioReturn relative to maximum drawdown

1.23

3.13

-1.90

Martin ratioReturn relative to average drawdown

4.58

10.83

-6.25

RRGIX vs. KTCAX - Sharpe Ratio Comparison

The current RRGIX Sharpe Ratio is 1.06, which is lower than the KTCAX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of RRGIX and KTCAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RRGIXKTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.50

-1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.78

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.96

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.38

-0.31

Drawdowns

RRGIX vs. KTCAX - Drawdown Comparison

The maximum RRGIX drawdown since its inception was -73.86%, smaller than the maximum KTCAX drawdown of -82.20%. Use the drawdown chart below to compare losses from any high point for RRGIX and KTCAX.


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Drawdown Indicators


RRGIXKTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-73.86%

-82.20%

+8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.93%

-16.60%

+6.67%

Max Drawdown (3Y)

Largest decline over 3 years

-17.94%

-25.52%

+7.58%

Max Drawdown (5Y)

Largest decline over 5 years

-34.35%

-42.37%

+8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-40.87%

-42.37%

+1.50%

Current Drawdown

Current decline from peak

-3.03%

-2.19%

-0.84%

Average Drawdown

Average peak-to-trough decline

-26.44%

-27.89%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

4.77%

-2.11%

Volatility

RRGIX vs. KTCAX - Volatility Comparison

The current volatility for DWS RREEF Global Real Estate Securities Fund (RRGIX) is 3.81%, while DWS Science and Technology Fund (KTCAX) has a volatility of 6.33%. This indicates that RRGIX experiences smaller price fluctuations and is considered to be less risky than KTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RRGIXKTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

6.33%

-2.52%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

16.54%

-7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.55%

20.77%

-9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

24.99%

-8.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

24.09%

-7.00%

RRGIX vs. KTCAX - Expense Ratio Comparison

RRGIX has a 0.88% expense ratio, which is lower than KTCAX's 0.89% expense ratio.


Dividends

RRGIX vs. KTCAX - Dividend Comparison

RRGIX's dividend yield for the trailing twelve months is around 2.45%, less than KTCAX's 6.56% yield.


PositionTTM20252024202320222021202020192018201720162015
KTCAX
DWS Science and Technology Fund
6.56%8.32%10.15%11.73%6.31%10.93%7.36%8.99%14.35%4.50%2.32%11.97%
RRGIX
DWS RREEF Global Real Estate Securities Fund
2.45%2.65%3.08%1.39%7.02%8.80%9.11%16.41%5.70%3.74%4.24%4.31%

Frequently Asked Questions


RRGIX and KTCAX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KTCAX has higher volatility (6.33%) compared to RRGIX (3.81%). In terms of maximum drawdown, RRGIX dropped -73.86% vs KTCAX's -82.20%.

KTCAX currently has the higher Sharpe Ratio (2.50 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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