PortfoliosLab logoPortfoliosLab logo
BCAAX vs. RCTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCAAX vs. RCTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and River Canyon Total Return Bond Fund (RCTIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BCAAX vs. RCTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BCAAX
BrandywineGLOBAL - Corporate Credit Fund
-1.85%5.27%8.92%11.47%-9.47%1.04%
RCTIX
River Canyon Total Return Bond Fund
-0.97%7.75%7.49%10.02%-4.07%0.70%

Returns By Period

In the year-to-date period, BCAAX achieves a -1.85% return, which is significantly lower than RCTIX's -0.97% return.


BCAAX

1D
0.20%
1M
-1.54%
YTD
-1.85%
6M
-1.22%
1Y
2.79%
3Y*
7.04%
5Y*
10Y*

RCTIX

1D
-0.41%
1M
-1.50%
YTD
-0.97%
6M
0.18%
1Y
4.55%
3Y*
7.05%
5Y*
4.20%
10Y*
5.54%
*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.


BCAAX vs. RCTIX - Expense Ratio Comparison

BCAAX has a 0.86% expense ratio, which is lower than RCTIX's 0.89% expense ratio.


Return for Risk

BCAAX vs. RCTIX — Risk / Return Rank

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

BCAAX
BCAAX Risk / Return Rank: 4646
Overall Rank
BCAAX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BCAAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
BCAAX Omega Ratio Rank: 5454
Omega Ratio Rank
BCAAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
BCAAX Martin Ratio Rank: 3939
Martin Ratio Rank

RCTIX
RCTIX Risk / Return Rank: 9292
Overall Rank
RCTIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RCTIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
RCTIX Omega Ratio Rank: 8989
Omega Ratio Rank
RCTIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
RCTIX Martin Ratio Rank: 9494
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.

BCAAX vs. RCTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and River Canyon Total Return Bond Fund (RCTIX). 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.


BCAAXRCTIXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.94

-1.00

Sortino ratio

Return per unit of downside risk

1.35

2.81

-1.46

Omega ratio

Gain probability vs. loss probability

1.21

1.39

-0.18

Calmar ratio

Return relative to maximum drawdown

1.03

3.10

-2.07

Martin ratio

Return relative to average drawdown

4.10

12.23

-8.14

BCAAX vs. RCTIX - Sharpe Ratio Comparison

The current BCAAX Sharpe Ratio is 0.95, which is lower than the RCTIX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of BCAAX and RCTIX, 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


BCAAXRCTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.94

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.29

-0.54

Correlation

The correlation between BCAAX and RCTIX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BCAAX vs. RCTIX - Dividend Comparison

BCAAX's dividend yield for the trailing twelve months is around 5.78%, less than RCTIX's 6.83% yield.


TTM2025202420232022202120202019201820172016
BCAAX
BrandywineGLOBAL - Corporate Credit Fund
5.78%6.27%6.87%4.68%4.99%3.91%0.00%0.00%0.00%0.00%0.00%
RCTIX
River Canyon Total Return Bond Fund
6.83%7.31%7.89%8.50%5.98%3.02%5.97%4.97%3.30%4.89%2.16%

Drawdowns

BCAAX vs. RCTIX - Drawdown Comparison

The maximum BCAAX drawdown since its inception was -13.21%, which is greater than RCTIX's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for BCAAX and RCTIX.


Loading graphics...

Drawdown Indicators


BCAAXRCTIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.21%

-10.89%

-2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-1.50%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-10.89%

Current Drawdown

Current decline from peak

-1.86%

-1.50%

-0.36%

Average Drawdown

Average peak-to-trough decline

-3.10%

-1.09%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.38%

+0.33%

Volatility

BCAAX vs. RCTIX - Volatility Comparison

BrandywineGLOBAL - Corporate Credit Fund (BCAAX) has a higher volatility of 1.10% compared to River Canyon Total Return Bond Fund (RCTIX) at 0.91%. This indicates that BCAAX's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BCAAXRCTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.91%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.92%

1.59%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.32%

2.31%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.05%

2.47%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.05%

3.74%

+0.31%