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AAIIX vs. BCPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAIIX vs. BCPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ancora Income Fund (AAIIX) and Brandes Core Plus Fixed Income Fund (BCPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAIIX achieves a 1.96% return, which is significantly higher than BCPIX's 0.28% return. Over the past 10 years, AAIIX has outperformed BCPIX with an annualized return of 3.06%, while BCPIX has yielded a comparatively lower 1.77% annualized return.


AAIIX

1D
0.14%
1M
-0.07%
YTD
1.96%
6M
1.75%
1Y
5.89%
3Y*
6.78%
5Y*
1.94%
10Y*
3.06%

BCPIX

1D
0.24%
1M
1.25%
YTD
0.28%
6M
0.80%
1Y
4.15%
3Y*
4.27%
5Y*
0.76%
10Y*
1.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAIIX vs. BCPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAIIX
Ancora Income Fund
1.96%2.28%9.23%9.46%-14.32%9.21%3.72%11.08%-5.60%6.57%
BCPIX
Brandes Core Plus Fixed Income Fund
0.28%6.71%1.98%6.70%-10.78%-0.34%5.77%6.65%-0.45%2.74%

Correlation

The correlation between AAIIX and BCPIX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.45

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

0.43

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

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2007

0.23

The correlation between AAIIX and BCPIX shifts across timeframes, from 0.23 (all time) to 0.45 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

AAIIX vs. BCPIX — Risk / Return Rank

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

AAIIX
AAIIX Risk / Return Rank: 2323
Overall Rank
AAIIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AAIIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
AAIIX Omega Ratio Rank: 2727
Omega Ratio Rank
AAIIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
AAIIX Martin Ratio Rank: 1919
Martin Ratio Rank

BCPIX
BCPIX Risk / Return Rank: 2020
Overall Rank
BCPIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BCPIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
BCPIX Omega Ratio Rank: 1818
Omega Ratio Rank
BCPIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
BCPIX Martin Ratio Rank: 1919
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.

AAIIX vs. BCPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ancora Income Fund (AAIIX) and Brandes Core Plus Fixed Income Fund (BCPIX). 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.


AAIIXBCPIXDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratioReturn relative to maximum drawdown

1.48

1.59

-0.10

Martin ratioReturn relative to average drawdown

4.55

4.67

-0.13

AAIIX vs. BCPIX - Sharpe Ratio Comparison

The current AAIIX Sharpe Ratio is 1.36, which is comparable to the BCPIX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of AAIIX and BCPIX, 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

AAIIX vs. BCPIX - Drawdown Comparison

The maximum AAIIX drawdown since its inception was -98.01%, which is greater than BCPIX's maximum drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for AAIIX and BCPIX.


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Drawdown Indicators


AAIIXBCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-98.01%

-22.43%

-75.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.19%

-2.63%

-1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-98.01%

-5.44%

-92.57%

Max Drawdown (5Y)

Largest decline over 5 years

-98.01%

-15.19%

-82.82%

Max Drawdown (10Y)

Largest decline over 10 years

-98.01%

-15.19%

-82.82%

Current Drawdown

Current decline from peak

-97.79%

-0.93%

-96.86%

Average Drawdown

Average peak-to-trough decline

-12.52%

-4.25%

-8.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

0.89%

+0.47%

Volatility

AAIIX vs. BCPIX - Volatility Comparison

Ancora Income Fund (AAIIX) and Brandes Core Plus Fixed Income Fund (BCPIX) have volatilities of 1.22% and 1.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAIIXBCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.17%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

2.69%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.56%

3.55%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2,045.26%

5.10%

+2,040.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,445.35%

4.18%

+1,441.17%

AAIIX vs. BCPIX - Expense Ratio Comparison

AAIIX has a 2.20% expense ratio, which is higher than BCPIX's 0.30% expense ratio.


Dividends

AAIIX vs. BCPIX - Dividend Comparison

AAIIX's dividend yield for the trailing twelve months is around 5.22%, more than BCPIX's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
AAIIX
Ancora Income Fund
5.22%4.09%4.57%4.77%4.52%4.46%5.68%3.96%4.36%5.69%6.40%6.99%
BCPIX
Brandes Core Plus Fixed Income Fund
4.21%4.32%3.67%2.91%2.54%1.89%1.76%2.77%2.90%2.49%2.84%2.72%

Frequently Asked Questions


AAIIX and BCPIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAIIX has higher volatility (1.22%) compared to BCPIX (1.17%). In terms of maximum drawdown, AAIIX dropped -98.01% vs BCPIX's -22.43%.

AAIIX currently has the higher Sharpe Ratio (1.36 vs 1.17), 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

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