BCAAX vs. RCTIX
Compare and contrast key facts about BrandywineGLOBAL - Corporate Credit Fund (BCAAX) and River Canyon Total Return Bond Fund (RCTIX).
BCAAX is managed by Franklin Templeton Investments. It was launched on Sep 29, 2002. RCTIX is managed by River Canyon. It was launched on Dec 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCAAX or RCTIX.
Performance
BCAAX vs. RCTIX - Performance Comparison
Returns By Period
In the year-to-date period, BCAAX achieves a 7.41% return, which is significantly higher than RCTIX's 7.00% return.
BCAAX
7.41%
0.37%
4.75%
12.22%
2.45%
1.62%
RCTIX
7.00%
0.12%
4.33%
10.27%
3.63%
N/A
Key characteristics
| BCAAX | RCTIX | |
|---|---|---|
| Sharpe Ratio | 4.30 | 3.97 |
| Sortino Ratio | 8.24 | 6.40 |
| Omega Ratio | 2.23 | 1.91 |
| Calmar Ratio | 3.38 | 9.34 |
| Martin Ratio | 33.37 | 26.80 |
| Ulcer Index | 0.37% | 0.39% |
| Daily Std Dev | 2.87% | 2.61% |
| Max Drawdown | -36.67% | -10.89% |
| Current Drawdown | -0.47% | -0.72% |
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BCAAX vs. RCTIX - Expense Ratio Comparison
BCAAX has a 0.86% expense ratio, which is lower than RCTIX's 0.89% expense ratio.
Correlation
The correlation between BCAAX and RCTIX is 0.26, 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.
Risk-Adjusted Performance
BCAAX vs. RCTIX - Risk-Adjusted Performance 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.
Dividends
BCAAX vs. RCTIX - Dividend Comparison
BCAAX's dividend yield for the trailing twelve months is around 6.66%, less than RCTIX's 7.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCAAX BrandywineGLOBAL - Corporate Credit Fund | 6.66% | 6.24% | 5.45% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCTIX River Canyon Total Return Bond Fund | 7.83% | 8.51% | 6.00% | 3.02% | 3.79% | 2.70% | 3.30% | 4.89% | 2.32% | 5.74% |
Drawdowns
BCAAX vs. RCTIX - Drawdown Comparison
The maximum BCAAX drawdown since its inception was -36.67%, 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. For additional features, visit the drawdowns tool.
Volatility
BCAAX vs. RCTIX - Volatility Comparison
BrandywineGLOBAL - Corporate Credit Fund (BCAAX) has a higher volatility of 0.67% compared to River Canyon Total Return Bond Fund (RCTIX) at 0.56%. 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.