BRTNX vs. TANDX
BRTNX (Bretton Fund) and TANDX (Castle Tandem Fund) are both Large Cap Blend Equities funds. Over the past 5 years, BRTNX returned 10.74%/yr vs 2.46%/yr for TANDX. Their correlation of 0.80 means they have usually moved in the same direction. BRTNX charges 1.35%/yr vs 1.59%/yr for TANDX.
Performance
BRTNX vs. TANDX - Performance Comparison
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Returns By Period
In the year-to-date period, BRTNX achieves a 3.44% return, which is significantly higher than TANDX's -6.04% return.
BRTNX
- 1D
- -0.43%
- 1M
- 2.77%
- 6M
- 4.04%
- YTD
- 3.44%
- 1Y
- 12.45%
- 3Y*
- 15.37%
- 5Y*
- 10.74%
- 10Y*
- 13.75%
- ALL TIME*
- 12.22%
TANDX
- 1D
- 0.67%
- 1M
- 7.21%
- 6M
- -4.71%
- YTD
- -6.04%
- 1Y
- -7.77%
- 3Y*
- 2.06%
- 5Y*
- 2.46%
- 10Y*
- —
- ALL TIME*
- 6.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BRTNX Bretton Fund | $0.00 | $0.00 | $0.00 |
TANDX Castle Tandem Fund | $0.00 | $0.00 | $0.00 |
BRTNX vs. TANDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BRTNX Bretton Fund | 3.44% | 11.57% | 20.27% | 28.91% | -12.57% | 27.75% | 8.44% | 18.56% |
TANDX Castle Tandem Fund | -6.04% | 3.67% | 7.66% | 8.42% | -7.87% | 19.03% | 13.39% | 12.57% |
Correlation
The correlation between BRTNX and TANDX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.80 |
The correlation between BRTNX and TANDX has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.
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Return for Risk
BRTNX vs. TANDX — Risk / Return Rank
BRTNX
TANDX
BRTNX vs. TANDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bretton Fund (BRTNX) and Castle Tandem Fund (TANDX). 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.
| BRTNX | TANDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.72 | ||
| Sortino ratioReturn per unit of downside risk | +2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.88 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | -0.50 | +1.33 |
| Martin ratioReturn relative to average drawdown | 2.65 | -0.95 | +3.61 |
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Drawdowns
BRTNX vs. TANDX - Drawdown Comparison
The maximum BRTNX drawdown since its inception was -93.26%, roughly equal to the maximum TANDX drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for BRTNX and TANDX.
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Drawdown Indicators
| BRTNX | TANDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.26% | -93.98% | +0.72% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -16.88% | +2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -93.26% | -93.98% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -93.26% | -93.98% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -93.26% | — | — |
Current DrawdownCurrent decline from peak | -91.44% | -93.43% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -21.80% | +9.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 8.78% | -4.21% |
Volatility
BRTNX vs. TANDX - Volatility Comparison
Bretton Fund (BRTNX) and Castle Tandem Fund (TANDX) have volatilities of 4.56% and 4.61%, 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
| BRTNX | TANDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 4.61% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 8.75% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 10.66% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 457.37% | 596.04% | -138.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 323.52% | 491.28% | -167.76% |
BRTNX vs. TANDX - Expense Ratio Comparison
BRTNX has a 1.35% expense ratio, which is lower than TANDX's 1.59% expense ratio.
Dividends
BRTNX vs. TANDX - Dividend Comparison
BRTNX's dividend yield for the trailing twelve months is around 1.47%, less than TANDX's 6.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRTNX Bretton Fund | 1.47% | 1.52% | 1.09% | 0.00% | 1.98% | 0.62% | 0.29% | 0.00% | 0.86% | 0.00% | 1.63% | 0.19% |
TANDX Castle Tandem Fund | 6.57% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BRTNX and TANDX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TANDX has higher volatility (4.61%) compared to BRTNX (4.56%). In terms of maximum drawdown, BRTNX dropped -93.26% vs TANDX's -93.98%.
BRTNX currently has the higher Sharpe Ratio (0.94 vs -0.79), 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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