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Bretton Fund (BRTNX) Sharpe Ratio: 0.94

Mutual Fund · Currency in USD · Last updated Jul 31, 2026

The fund seeks to achieve long-term capital appreciation by investing in a small number of undervalued securities. It invests primarily in common stocks of companies of all sizes. The fund may also invest in other types of equity securities, as well as fixed income securities. It will normally hold a core position of between 15 to 20 securities. The fund may invest a significant portion of its assets in a particular sector. It is non-diversified.

BRTNX's Sharpe Ratio of 0.94 indicates that for each unit of volatility, it generates 0.94 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 31, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

BRTNX Sharpe Ratio Rank

BRTNX Sharpe Ratio Rank: 27.227
Below Average

BRTNX ranks above 27.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

BRTNX Sharpe Ratio Market Positioning

The chart shows BRTNX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.82 or lower
  • Yellow zone (middle 50%): 0.82 to 1.71
  • Green zone (top 25%): 1.71 or higher
  • Top 1%: 3.71+
  • Median: 1.30 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Bretton Fund's Sharpe Ratio with other mutual funds in the Large Cap Blend Equities category across multiple time periods, showing how BRTNX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 31, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SVPFXGoldman Sachs Strategic Volatility Premium Fund2.51
FTZIXFuller & Thaler Behavioral Unconstrained Equity Fund2.45
NYVTXDavis New York Venture Fund2.28
ARTNXArtisan Select Equity Fund2.27
GTLOXGlenmede Quantitative U.S. Large Cap Core Equity Portfolio2.24
SLASXSelected American Shares Fund2.23
VPCCXVanguard PRIMECAP Core Fund2.20
CFIMXClipper Fund2.16
QCELXAQR Large Cap Multi-Style Fund2.15
RPEAXDavis Opportunity Fund2.11
BRTNXBretton Fund0.94
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Historical Sharpe Ratio

The chart shows BRTNX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BRTNX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does BRTNX fit in your portfolio?

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