SGINX vs. BTTRX

Last updated Apr 3, 2026

Compare and contrast key facts about DWS GNMA Fund (SGINX) and American Century Zero Coupon 2025 Fund (BTTRX).

SGINX is managed by DWS. It was launched on Jul 13, 2000. BTTRX is managed by American Century. It was launched on Feb 14, 1996.

Performance

SGINX vs. BTTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS GNMA Fund (SGINX) and American Century Zero Coupon 2025 Fund (BTTRX). The values are adjusted to include any dividend payments, if applicable.

SGINX vs. BTTRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGINX DWS GNMA Fund	0.85%	7.88%	0.59%	4.93%	-11.82%	-1.12%	3.29%	6.65%	0.42%	1.52%
BTTRX American Century Zero Coupon 2025 Fund	0.00%	2.79%	9.54%	7.82%	-7.63%	-2.65%	17.73%	11.43%	5.77%	1.22%

Returns By Period

SGINX

• 1D: 0.17%
• 1M: -1.16%
• YTD: 0.85%
• 6M: 1.79%
• 1Y: 5.93%
• 3Y*: 3.78%
• 5Y*: 0.09%
• 10Y*: 1.16%

BTTRX

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

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

SGINX vs. BTTRX - Expense Ratio Comparison

SGINX has a 0.58% expense ratio, which is higher than BTTRX's 0.54% expense ratio.

SGINX

DWS GNMA Fund

BTTRX

American Century Zero Coupon 2025 Fund

Return for Risk

SGINX vs. BTTRX — Risk / Return Rank

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

SGINX

SGINX Risk / Return Rank: 59
SGINX Sharpe Ratio Rank: 61
SGINX Sortino Ratio Rank: 59
SGINX Omega Ratio Rank: 49
SGINX Calmar Ratio Rank: 74
SGINX Martin Ratio Rank: 50

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.

SGINX vs. BTTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS GNMA Fund (SGINX) and American Century Zero Coupon 2025 Fund (BTTRX). 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.

	SGINX	BTTRX	Difference
Sharpe ratio Return per unit of total volatility	1.29	—	—
Sortino ratio Return per unit of downside risk	1.80	—	—
Omega ratio Gain probability vs. loss probability	1.24	—	—
Calmar ratio Return relative to maximum drawdown	2.10	—	—
Martin ratio Return relative to average drawdown	6.25	—	—
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

	SGINX	BTTRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.24	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	—	—

Correlation

The correlation between SGINX and BTTRX is 0.62, 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

SGINX vs. BTTRX - Dividend Comparison

SGINX's dividend yield for the trailing twelve months is around 4.63%, while BTTRX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGINX DWS GNMA Fund	4.63%	3.77%	3.97%	3.82%	1.86%	1.37%	2.22%	2.94%	2.71%	3.07%	2.95%	3.41%
BTTRX American Century Zero Coupon 2025 Fund	0.00%	0.00%	4.96%	4.00%	3.47%	3.27%	7.69%	3.90%	5.25%	1.05%	3.42%	2.85%

Drawdowns

Drawdown Indicators

	SGINX	BTTRX	Difference
Max Drawdown Largest peak-to-trough decline	-17.37%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-2.96%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.18%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-17.37%	—	—
Current Drawdown Current decline from peak	-1.24%	—	—
Average Drawdown Average peak-to-trough decline	-1.97%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.99%	—	—

Volatility

Volatility by Period

	SGINX	BTTRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.41%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.41%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.51%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.39%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.78%	—	—