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SHYTX vs. MGHYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYTX vs. MGHYX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SHYTX achieves a 2.52% return, which is significantly higher than MGHYX's 2.00% return. Over the past 10 years, SHYTX has underperformed MGHYX with an annualized return of 2.11%, while MGHYX has yielded a comparatively higher 4.84% annualized return.


SHYTX

1D
0.00%
1M
0.72%
6M
2.04%
YTD
2.52%
1Y
8.17%
3Y*
5.20%
5Y*
0.07%
10Y*
2.11%

MGHYX

1D
0.16%
1M
0.40%
6M
1.84%
YTD
2.00%
1Y
6.60%
3Y*
8.39%
5Y*
3.46%
10Y*
4.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYTX vs. MGHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHYTX
DWS Strategic High Yield Tax
2.52%4.05%5.47%7.64%-17.22%5.44%5.04%9.64%-0.46%5.99%
MGHYX
DWS Global High Income Fund
2.00%9.82%6.99%11.17%-11.67%3.22%6.83%16.36%-1.85%6.49%

Correlation

The correlation between SHYTX and MGHYX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.51

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

0.46

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

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 16, 1998

0.15

Over the past year, SHYTX and MGHYX have become more correlated (0.48) than their long-term average of 0.15, meaning their price movements have been converging.

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Return for Risk

SHYTX vs. MGHYX — Risk / Return Rank

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

SHYTX
SHYTX Risk / Return Rank: 7575
Overall Rank
SHYTX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SHYTX Sortino Ratio Rank: 8787
Sortino Ratio Rank
SHYTX Omega Ratio Rank: 8888
Omega Ratio Rank
SHYTX Calmar Ratio Rank: 6666
Calmar Ratio Rank
SHYTX Martin Ratio Rank: 5050
Martin Ratio Rank

MGHYX
MGHYX Risk / Return Rank: 8080
Overall Rank
MGHYX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MGHYX Sortino Ratio Rank: 9090
Sortino Ratio Rank
MGHYX Omega Ratio Rank: 8787
Omega Ratio Rank
MGHYX Calmar Ratio Rank: 6666
Calmar Ratio Rank
MGHYX Martin Ratio Rank: 7373
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. MGHYX - Risk-Adjusted Trends Comparison

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


SHYTXMGHYXDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.50

1.49

+0.01

Calmar ratioReturn relative to maximum drawdown

2.49

2.48

+0.01

Martin ratioReturn relative to average drawdown

8.11

10.52

-2.41

SHYTX vs. MGHYX - Sharpe Ratio Comparison

The current SHYTX Sharpe Ratio is 2.24, which is comparable to the MGHYX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SHYTX and MGHYX, 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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Drawdowns

SHYTX vs. MGHYX - Drawdown Comparison

The maximum SHYTX drawdown since its inception was -27.17%, smaller than the maximum MGHYX drawdown of -53.47%. Use the drawdown chart below to compare losses from any high point for SHYTX and MGHYX.


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Drawdown Indicators


SHYTXMGHYXDifference

Max Drawdown

Largest peak-to-trough decline

-27.17%

-53.47%

+26.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-2.69%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-7.70%

-4.33%

-3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-22.59%

-15.93%

-6.66%

Max Drawdown (10Y)

Largest decline over 10 years

-22.59%

-21.84%

-0.75%

Current Drawdown

Current decline from peak

-0.56%

-0.16%

-0.40%

Average Drawdown

Average peak-to-trough decline

-2.75%

-24.04%

+21.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.63%

+0.33%

Volatility

SHYTX vs. MGHYX - Volatility Comparison

DWS Strategic High Yield Tax (SHYTX) has a higher volatility of 0.86% compared to DWS Global High Income Fund (MGHYX) at 0.81%. This indicates that SHYTX's price experiences larger fluctuations and is considered to be riskier than MGHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYTXMGHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

0.81%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

2.30%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

3.11%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.22%

5.09%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.01%

5.84%

-0.83%

SHYTX vs. MGHYX - Expense Ratio Comparison

SHYTX has a 0.59% expense ratio, which is lower than MGHYX's 0.60% expense ratio.


Dividends

SHYTX vs. MGHYX - Dividend Comparison

SHYTX's dividend yield for the trailing twelve months is around 4.33%, less than MGHYX's 5.75% yield.


PositionTTM20252024202320222021202020192018201720162015
MGHYX
DWS Global High Income Fund
5.75%7.17%5.58%4.35%5.81%4.20%5.81%5.63%6.96%3.76%0.00%0.00%
SHYTX
DWS Strategic High Yield Tax
4.33%5.59%4.01%3.14%2.90%2.88%4.44%4.87%4.35%3.49%4.29%4.79%

Frequently Asked Questions


SHYTX and MGHYX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHYTX has higher volatility (0.86%) compared to MGHYX (0.81%). In terms of maximum drawdown, SHYTX dropped -27.17% vs MGHYX's -53.47%.

SHYTX currently has the higher Sharpe Ratio (2.24 vs 2.14), 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.

Portfolio Optimizer

Find the right allocation for SHYTX and MGHYX

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