SGINX vs. BTTRX

Last updated Jun 6, 2026

SGINX (DWS GNMA Fund) and BTTRX (American Century Zero Coupon 2025 Fund) are both Government Bonds funds. A 0.62 correlation means they provide meaningful diversification when combined. SGINX charges 0.58%/yr vs 0.54%/yr for BTTRX.

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.

Returns By Period

SGINX

• 1D: 0.00%
• 1M: -0.30%
• YTD: 0.21%
• 6M: 0.48%
• 1Y: 6.06%
• 3Y*: 3.83%
• 5Y*: -0.07%
• 10Y*: 1.05%

BTTRX

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

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

SGINX vs. BTTRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGINX DWS GNMA Fund	0.21%	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%

Correlation

The correlation between SGINX and BTTRX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001	0.62

Over the past year, the correlation between SGINX and BTTRX has dropped to 0.12 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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: 30
SGINX Sharpe Ratio Rank: 32
SGINX Sortino Ratio Rank: 32
SGINX Omega Ratio Rank: 33
SGINX Calmar Ratio Rank: 27
SGINX Martin Ratio Rank: 26

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	1.55	—	—
Sortino ratio: Return per unit of downside risk	2.28	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	1.84	—	—
Martin ratio: Return relative to average drawdown	5.98	—	—
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	1.55	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	—	—

Drawdowns

Drawdown Indicators

	SGINX	BTTRX	Difference
Max Drawdown Largest peak-to-trough decline	-17.37%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-3.23%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-7.51%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.98%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-17.37%	—	—
Current Drawdown Current decline from peak	-1.86%	—	—
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	1.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.83%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.85%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.44%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.82%	—	—

SGINX vs. BTTRX - Expense Ratio Comparison

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

Dividends

SGINX vs. BTTRX - Dividend Comparison

SGINX's dividend yield for the trailing twelve months is around 4.47%, while BTTRX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SGINX DWS GNMA Fund	4.47%	3.77%	3.97%	3.82%	1.86%	1.37%	2.22%	2.94%	2.71%	3.07%	2.95%	3.41%

Frequently Asked Questions

Can I hold both SGINX and BTTRX in my portfolio?

SGINX and BTTRX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.