SGINX vs. KDHAX
SGINX (DWS GNMA Fund) and KDHAX (DWS CROCI Equity Dividend Fd) are both mutual funds - SGINX is a Government Bonds fund managed by DWS, while KDHAX is a Large Cap Value Equities fund managed by DWS. Over the past 10 years, SGINX returned 0.89%/yr vs 9.27%/yr for KDHAX. Their -0.08 correlation means they have often moved in opposite directions in the past. SGINX charges 0.58%/yr vs 1.01%/yr for KDHAX.
Performance
SGINX vs. KDHAX - Performance Comparison
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Returns By Period
In the year-to-date period, SGINX achieves a -0.91% return, which is significantly lower than KDHAX's 17.47% return. Over the past 10 years, SGINX has underperformed KDHAX with an annualized return of 0.89%, while KDHAX has yielded a comparatively higher 9.27% annualized return.
SGINX
- 1D
- 0.43%
- 1M
- -1.61%
- 6M
- -1.11%
- YTD
- -0.91%
- 1Y
- 2.69%
- 3Y*
- 3.43%
- 5Y*
- -0.23%
- 10Y*
- 0.89%
- ALL TIME*
- 2.89%
KDHAX
- 1D
- -1.23%
- 1M
- 4.89%
- 6M
- 11.39%
- YTD
- 17.47%
- 1Y
- 25.22%
- 3Y*
- 11.64%
- 5Y*
- 8.87%
- 10Y*
- 9.27%
- ALL TIME*
- 8.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
SGINX DWS GNMA Fund | $0.00 | $0.00 | $0.00 |
SGINX vs. KDHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGINX DWS GNMA Fund | -0.91% | 7.88% | 0.59% | 4.93% | -11.82% | -1.12% | 3.29% | 6.65% | 0.42% | 1.52% |
KDHAX DWS CROCI Equity Dividend Fd | 17.47% | 2.92% | 13.37% | 5.30% | 1.09% | 19.44% | -9.41% | 29.38% | -3.45% | 19.25% |
Correlation
The correlation between SGINX and KDHAX is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | -0.08 |
The correlation between SGINX and KDHAX shifts across timeframes, from -0.08 (all time) to 0.17 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SGINX vs. KDHAX — Risk / Return Rank
SGINX
KDHAX
SGINX vs. KDHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS GNMA Fund (SGINX) and DWS CROCI Equity Dividend Fd (KDHAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGINX | KDHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.29 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 2.07 | -1.15 |
| Martin ratioReturn relative to average drawdown | 2.54 | 5.46 | -2.92 |
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Drawdowns
SGINX vs. KDHAX - Drawdown Comparison
The maximum SGINX drawdown since its inception was -17.37%, smaller than the maximum KDHAX drawdown of -65.77%. Use the drawdown chart below to compare losses from any high point for SGINX and KDHAX.
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Drawdown Indicators
| SGINX | KDHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.37% | -65.77% | +48.40% |
Max Drawdown (1Y)Largest decline over 1 year | -3.63% | -10.93% | +7.30% |
Max Drawdown (3Y)Largest decline over 3 years | -6.39% | -16.91% | +10.52% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -16.91% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -17.37% | -40.08% | +22.71% |
Current DrawdownCurrent decline from peak | -2.96% | -1.23% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -1.97% | -9.36% | +7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 4.15% | -2.84% |
Volatility
SGINX vs. KDHAX - Volatility Comparison
The current volatility for DWS GNMA Fund (SGINX) is 1.78%, while DWS CROCI Equity Dividend Fd (KDHAX) has a volatility of 4.61%. This indicates that SGINX experiences smaller price fluctuations and is considered to be less risky than KDHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGINX | KDHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 4.61% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 3.49% | 9.98% | -6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.19% | 13.63% | -9.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.53% | 14.16% | -7.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.87% | 16.88% | -12.01% |
SGINX vs. KDHAX - Expense Ratio Comparison
SGINX has a 0.58% expense ratio, which is lower than KDHAX's 1.01% expense ratio.
Dividends
SGINX vs. KDHAX - Dividend Comparison
SGINX's dividend yield for the trailing twelve months is around 4.31%, less than KDHAX's 13.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KDHAX DWS CROCI Equity Dividend Fd | 13.66% | 15.94% | 9.07% | 5.94% | 6.24% | 9.57% | 5.53% | 7.13% | 12.23% | 1.60% | 1.81% | 2.34% |
SGINX DWS GNMA Fund | 4.31% | 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
SGINX and KDHAX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KDHAX has higher volatility (4.61%) compared to SGINX (1.78%). In terms of maximum drawdown, SGINX dropped -17.37% vs KDHAX's -65.77%.
KDHAX currently has the higher Sharpe Ratio (1.67 vs 0.80), 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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