BRMSX vs. CBYYX
BRMSX (Bramshill Income Performance Fund) and CBYYX (Victory Pioneer Cat Bond Fund Class Y) are both Nontraditional Bonds funds. Over the past year, BRMSX returned 4.88% vs 11.04% for CBYYX. At a correlation of -0.03, they often move in opposite directions. BRMSX charges 1.03%/yr vs 1.46%/yr for CBYYX.
Performance
BRMSX vs. CBYYX - Performance Comparison
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Returns By Period
In the year-to-date period, BRMSX achieves a 1.24% return, which is significantly lower than CBYYX's 2.73% return.
BRMSX
- 1D
- 0.10%
- 1M
- 1.50%
- YTD
- 1.24%
- 6M
- 1.43%
- 1Y
- 4.88%
- 3Y*
- 4.92%
- 5Y*
- 2.06%
- 10Y*
- —
CBYYX
- 1D
- 0.00%
- 1M
- 0.71%
- YTD
- 2.73%
- 6M
- 2.92%
- 1Y
- 11.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRMSX vs. CBYYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BRMSX Bramshill Income Performance Fund | 1.24% | 4.78% | 3.10% | 5.38% |
CBYYX Victory Pioneer Cat Bond Fund Class Y | 2.73% | 11.09% | 15.69% | 3.43% |
Correlation
The correlation between BRMSX and CBYYX is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2023 | -0.03 |
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Return for Risk
BRMSX vs. CBYYX — Risk / Return Rank
BRMSX
CBYYX
BRMSX vs. CBYYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bramshill Income Performance Fund (BRMSX) and Victory Pioneer Cat Bond Fund Class Y (CBYYX). 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.
| BRMSX | CBYYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.96 | ||
| Sortino ratioReturn per unit of downside risk | -29.67 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 9.36 | -8.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 122.09 | -120.58 |
| Martin ratioReturn relative to average drawdown | 3.94 | 440.62 | -436.68 |
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Drawdowns
BRMSX vs. CBYYX - Drawdown Comparison
The maximum BRMSX drawdown since its inception was -17.06%, which is greater than CBYYX's maximum drawdown of -8.72%. Use the drawdown chart below to compare losses from any high point for BRMSX and CBYYX.
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Drawdown Indicators
| BRMSX | CBYYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.06% | -8.72% | -8.34% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -0.09% | -3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -4.52% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -9.49% | — | — |
Current DrawdownCurrent decline from peak | -0.73% | 0.00% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -1.90% | -1.29% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 0.03% | +1.21% |
Volatility
BRMSX vs. CBYYX - Volatility Comparison
Bramshill Income Performance Fund (BRMSX) has a higher volatility of 1.02% compared to Victory Pioneer Cat Bond Fund Class Y (CBYYX) at 0.20%. This indicates that BRMSX's price experiences larger fluctuations and is considered to be riskier than CBYYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMSX | CBYYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.02% | 0.20% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 3.20% | 0.61% | +2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.30% | 1.22% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.11% | 8.14% | -4.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.25% | 8.14% | -2.89% |
BRMSX vs. CBYYX - Expense Ratio Comparison
BRMSX has a 1.03% expense ratio, which is lower than CBYYX's 1.46% expense ratio.
Dividends
BRMSX vs. CBYYX - Dividend Comparison
BRMSX's dividend yield for the trailing twelve months is around 4.38%, less than CBYYX's 8.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BRMSX Bramshill Income Performance Fund | 4.38% | 3.96% | 4.36% | 4.49% | 2.53% | 2.50% | 3.38% | 3.38% | 4.08% | 3.43% |
CBYYX Victory Pioneer Cat Bond Fund Class Y | 8.89% | 9.14% | 10.33% | 9.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BRMSX and CBYYX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRMSX has higher volatility (1.02%) compared to CBYYX (0.20%). In terms of maximum drawdown, BRMSX dropped -17.06% vs CBYYX's -8.72%.
CBYYX currently has the higher Sharpe Ratio (9.10 vs 1.14), 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.
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