BERIX vs. CSTAX

Last updated Jun 4, 2026

BERIX (Chartwell Income Fund) and CSTAX (American Funds College 2027 Fund) are both Diversified Portfolio funds. Over the past 10 years, BERIX returned 4.97%/yr vs 4.99%/yr for CSTAX. Their correlation of 0.81 suggests significant overlap in exposure. BERIX charges 0.64%/yr vs 0.41%/yr for CSTAX.

Performance

BERIX vs. CSTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chartwell Income Fund (BERIX) and American Funds College 2027 Fund (CSTAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BERIX achieves a 4.78% return, which is significantly higher than CSTAX's 1.47% return. Both investments have delivered pretty close results over the past 10 years, with BERIX having a 4.97% annualized return and CSTAX not far ahead at 4.99%.

BERIX

• 1D: 0.07%
• 1M: -0.28%
• YTD: 4.78%
• 6M: 5.34%
• 1Y: 13.74%
• 3Y*: 9.85%
• 5Y*: 4.63%
• 10Y*: 4.97%

CSTAX

• 1D: 0.08%
• 1M: 0.65%
• YTD: 1.47%
• 6M: 1.68%
• 1Y: 6.99%
• 3Y*: 6.87%
• 5Y*: 2.83%
• 10Y*: 4.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BERIX vs. CSTAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BERIX Chartwell Income Fund	4.78%	13.23%	7.20%	7.77%	-10.14%	7.35%	4.49%	9.69%	-0.81%	3.92%
CSTAX American Funds College 2027 Fund	1.47%	9.00%	5.57%	6.57%	-9.87%	6.52%	7.66%	13.35%	-2.23%	11.77%

Correlation

The correlation between BERIX and CSTAX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.81

Over the past year, the correlation between BERIX and CSTAX has dropped to 0.52 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

Return for Risk

BERIX vs. CSTAX — Risk / Return Rank

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

BERIX

BERIX Risk / Return Rank: 88
BERIX Sharpe Ratio Rank: 87
BERIX Sortino Ratio Rank: 78
BERIX Omega Ratio Rank: 86
BERIX Calmar Ratio Rank: 94
BERIX Martin Ratio Rank: 92

CSTAX

CSTAX Risk / Return Rank: 60
CSTAX Sharpe Ratio Rank: 64
CSTAX Sortino Ratio Rank: 71
CSTAX Omega Ratio Rank: 70
CSTAX Calmar Ratio Rank: 47
CSTAX Martin Ratio Rank: 49

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.

BERIX vs. CSTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chartwell Income Fund (BERIX) and American Funds College 2027 Fund (CSTAX). 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.

	BERIX	CSTAX	Difference
Sharpe ratio: Return per unit of total volatility	2.85	2.34	+0.50
Sortino ratio: Return per unit of downside risk	3.71	3.52	+0.20
Omega ratio: Gain probability vs. loss probability	1.59	1.47	+0.12
Calmar ratio: Return relative to maximum drawdown	5.54	2.61	+2.93
Martin ratio: Return relative to average drawdown	19.79	10.06	+9.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BERIX vs. CSTAX - Sharpe Ratio Comparison

The current BERIX Sharpe Ratio is 2.85, which is comparable to the CSTAX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of BERIX and CSTAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BERIX	CSTAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.85	2.34	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.55	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.86	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.88	+0.19

Drawdowns

BERIX vs. CSTAX - Drawdown Comparison

The maximum BERIX drawdown since its inception was -20.34%, which is greater than CSTAX's maximum drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for BERIX and CSTAX.

Drawdown Indicators

	BERIX	CSTAX	Difference
Max Drawdown Largest peak-to-trough decline	-20.34%	-14.52%	-5.82%
Max Drawdown (1Y) Largest decline over 1 year	-2.51%	-2.72%	+0.21%
Max Drawdown (3Y) Largest decline over 3 years	-5.82%	-4.89%	-0.93%
Max Drawdown (5Y) Largest decline over 5 years	-15.73%	-14.52%	-1.21%
Max Drawdown (10Y) Largest decline over 10 years	-20.34%	-14.52%	-5.82%
Current Drawdown Current decline from peak	-1.08%	-0.40%	-0.68%
Average Drawdown Average peak-to-trough decline	-2.59%	-2.35%	-0.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.70%	0.70%	0.00%

Volatility

BERIX vs. CSTAX - Volatility Comparison

Chartwell Income Fund (BERIX) has a higher volatility of 1.33% compared to American Funds College 2027 Fund (CSTAX) at 1.11%. This indicates that BERIX's price experiences larger fluctuations and is considered to be riskier than CSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BERIX	CSTAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.33%	1.11%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	4.22%	2.32%	+1.90%
Volatility (1Y) Calculated over the trailing 1-year period	4.88%	3.03%	+1.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.94%	5.16%	+0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.01%	5.79%	+0.22%

BERIX vs. CSTAX - Expense Ratio Comparison

BERIX has a 0.64% expense ratio, which is higher than CSTAX's 0.41% expense ratio.

Dividends

BERIX vs. CSTAX - Dividend Comparison

BERIX's dividend yield for the trailing twelve months is around 4.06%, less than CSTAX's 5.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BERIX Chartwell Income Fund	4.06%	3.97%	3.90%	3.36%	3.54%	2.58%	3.07%	3.03%	5.83%	5.22%	2.76%	2.45%
CSTAX American Funds College 2027 Fund	5.19%	5.26%	3.78%	3.17%	3.40%	7.52%	5.72%	4.00%	4.78%	3.90%	4.34%	4.49%

Frequently Asked Questions

Can I hold both BERIX and CSTAX in my portfolio?

BERIX and CSTAX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BERIX or CSTAX?

BERIX has higher volatility (1.33%) compared to CSTAX (1.11%). In terms of maximum drawdown, BERIX dropped -20.34% vs CSTAX's -14.52%.

Which has better risk-adjusted returns?

BERIX currently has the higher Sharpe Ratio (2.85 vs 2.34), 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.