PortfoliosLab logoPortfoliosLab logo
SHYTX vs. KTCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHYTX vs. KTCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Strategic High Yield Tax (SHYTX) and DWS Science and Technology Fund (KTCAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SHYTX vs. KTCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHYTX
DWS Strategic High Yield Tax
-0.53%4.05%5.47%7.64%-17.22%5.44%5.04%9.64%-0.46%5.99%
KTCAX
DWS Science and Technology Fund
-12.14%21.21%40.51%57.73%-36.66%22.68%46.12%42.35%-1.03%35.79%

Returns By Period

In the year-to-date period, SHYTX achieves a -0.53% return, which is significantly higher than KTCAX's -12.14% return. Over the past 10 years, SHYTX has underperformed KTCAX with an annualized return of 2.15%, while KTCAX has yielded a comparatively higher 18.81% annualized return.


SHYTX

1D
0.19%
1M
-2.53%
YTD
-0.53%
6M
1.41%
1Y
3.78%
3Y*
4.44%
5Y*
0.37%
10Y*
2.15%

KTCAX

1D
-1.63%
1M
-9.00%
YTD
-12.14%
6M
-10.67%
1Y
21.18%
3Y*
25.10%
5Y*
12.33%
10Y*
18.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SHYTX vs. KTCAX - Expense Ratio Comparison

SHYTX has a 0.59% expense ratio, which is lower than KTCAX's 0.89% expense ratio.


Return for Risk

SHYTX vs. KTCAX — Risk / Return Rank

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

SHYTX
SHYTX Risk / Return Rank: 2626
Overall Rank
SHYTX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SHYTX Sortino Ratio Rank: 2222
Sortino Ratio Rank
SHYTX Omega Ratio Rank: 3838
Omega Ratio Rank
SHYTX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SHYTX Martin Ratio Rank: 1919
Martin Ratio Rank

KTCAX
KTCAX Risk / Return Rank: 3737
Overall Rank
KTCAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
KTCAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
KTCAX Omega Ratio Rank: 4242
Omega Ratio Rank
KTCAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
KTCAX Martin Ratio Rank: 2626
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.

SHYTX vs. KTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Strategic High Yield Tax (SHYTX) 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.


SHYTXKTCAXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.83

-0.17

Sortino ratio

Return per unit of downside risk

0.91

1.34

-0.43

Omega ratio

Gain probability vs. loss probability

1.18

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

0.66

0.83

-0.17

Martin ratio

Return relative to average drawdown

2.01

2.79

-0.78

SHYTX vs. KTCAX - Sharpe Ratio Comparison

The current SHYTX Sharpe Ratio is 0.67, which is comparable to the KTCAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SHYTX and KTCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SHYTXKTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.83

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.50

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.79

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

0.35

+0.88

Correlation

The correlation between SHYTX and KTCAX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SHYTX vs. KTCAX - Dividend Comparison

SHYTX's dividend yield for the trailing twelve months is around 5.52%, less than KTCAX's 9.47% yield.


TTM20252024202320222021202020192018201720162015
SHYTX
DWS Strategic High Yield Tax
5.52%5.59%4.01%3.14%2.90%2.88%4.44%4.87%4.35%3.49%4.29%4.79%
KTCAX
DWS Science and Technology Fund
9.47%8.32%10.15%11.73%6.31%10.93%7.36%8.99%14.35%4.50%2.32%11.97%

Drawdowns

SHYTX vs. KTCAX - Drawdown Comparison

The maximum SHYTX drawdown since its inception was -27.17%, smaller than the maximum KTCAX drawdown of -82.20%. Use the drawdown chart below to compare losses from any high point for SHYTX and KTCAX.


Loading graphics...

Drawdown Indicators


SHYTXKTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-27.17%

-82.20%

+55.03%

Max Drawdown (1Y)

Largest decline over 1 year

-5.90%

-16.60%

+10.70%

Max Drawdown (5Y)

Largest decline over 5 years

-22.59%

-42.37%

+19.78%

Max Drawdown (10Y)

Largest decline over 10 years

-22.59%

-42.37%

+19.78%

Current Drawdown

Current decline from peak

-3.06%

-16.60%

+13.54%

Average Drawdown

Average peak-to-trough decline

-2.76%

-27.98%

+25.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

4.93%

-3.00%

Volatility

SHYTX vs. KTCAX - Volatility Comparison

The current volatility for DWS Strategic High Yield Tax (SHYTX) is 1.40%, while DWS Science and Technology Fund (KTCAX) has a volatility of 7.13%. This indicates that SHYTX 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.


Loading graphics...

Volatility by Period


SHYTXKTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

7.13%

-5.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

15.91%

-13.75%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

25.62%

-19.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.18%

24.82%

-19.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

23.92%

-18.92%