BRMSX vs. RPIEX
BRMSX (Bramshill Income Performance Fund) and RPIEX (T. Rowe Price Dynamic Global Bond Fund) are both Nontraditional Bonds funds. Over the past 5 years, BRMSX returned 2.06%/yr vs 2.31%/yr for RPIEX. At a correlation of -0.24, they often move in opposite directions. BRMSX charges 1.03%/yr vs 0.71%/yr for RPIEX.
Performance
BRMSX vs. RPIEX - 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 RPIEX's 3.29% return.
BRMSX
- 1D
- 0.10%
- 1M
- 1.50%
- YTD
- 1.24%
- 6M
- 1.43%
- 1Y
- 4.88%
- 3Y*
- 4.92%
- 5Y*
- 2.06%
- 10Y*
- —
RPIEX
- 1D
- 0.00%
- 1M
- 1.00%
- YTD
- 3.29%
- 6M
- 4.66%
- 1Y
- 5.90%
- 3Y*
- 4.50%
- 5Y*
- 2.31%
- 10Y*
- 2.36%
BRMSX vs. RPIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRMSX Bramshill Income Performance Fund | 1.24% | 4.78% | 3.10% | 7.12% | -6.11% | 2.53% | 7.49% | 8.87% | 0.68% | 0.97% |
RPIEX T. Rowe Price Dynamic Global Bond Fund | 3.29% | 4.82% | 6.83% | -4.51% | 3.08% | 0.08% | 9.42% | -0.39% | 0.89% | -1.89% |
Correlation
The correlation between BRMSX and RPIEX is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | -0.24 |
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Return for Risk
BRMSX vs. RPIEX — Risk / Return Rank
BRMSX
RPIEX
BRMSX vs. RPIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bramshill Income Performance Fund (BRMSX) and T. Rowe Price Dynamic Global Bond Fund (RPIEX). 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 | RPIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.31 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.67 | -0.16 |
| Martin ratioReturn relative to average drawdown | 3.94 | 5.62 | -1.68 |
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Drawdowns
BRMSX vs. RPIEX - Drawdown Comparison
The maximum BRMSX drawdown since its inception was -17.06%, which is greater than RPIEX's maximum drawdown of -9.59%. Use the drawdown chart below to compare losses from any high point for BRMSX and RPIEX.
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Drawdown Indicators
| BRMSX | RPIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.06% | -9.59% | -7.47% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -3.64% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -4.52% | -3.64% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -9.49% | -9.59% | +0.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.59% | — |
Current DrawdownCurrent decline from peak | -0.73% | -0.13% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -1.90% | -2.47% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.08% | +0.16% |
Volatility
BRMSX vs. RPIEX - Volatility Comparison
Bramshill Income Performance Fund (BRMSX) and T. Rowe Price Dynamic Global Bond Fund (RPIEX) have volatilities of 1.02% and 1.03%, 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
| BRMSX | RPIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.02% | 1.03% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 3.20% | 3.88% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.30% | 4.40% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.11% | 4.91% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.25% | 4.19% | +1.06% |
BRMSX vs. RPIEX - Expense Ratio Comparison
BRMSX has a 1.03% expense ratio, which is higher than RPIEX's 0.71% expense ratio.
Dividends
BRMSX vs. RPIEX - Dividend Comparison
BRMSX's dividend yield for the trailing twelve months is around 4.38%, less than RPIEX's 7.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
RPIEX T. Rowe Price Dynamic Global Bond Fund | 7.51% | 7.69% | 6.32% | 4.68% | 15.28% | 3.76% | 1.93% | 2.51% | 4.36% | 0.61% | 2.72% |
Frequently Asked Questions
BRMSX and RPIEX have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPIEX has higher volatility (1.03%) compared to BRMSX (1.02%). In terms of maximum drawdown, BRMSX dropped -17.06% vs RPIEX's -9.59%.
RPIEX currently has the higher Sharpe Ratio (1.38 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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