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BRUFX vs. CSTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRUFX vs. CSTAX - Performance Comparison

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

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BRUFX vs. CSTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRUFX
Bruce Fund
5.58%14.89%4.45%-0.74%-8.80%17.35%12.06%22.42%-3.99%12.48%
CSTAX
American Funds College 2027 Fund
-0.65%9.00%5.57%6.57%-9.87%6.52%7.66%13.35%-2.23%11.77%

Returns By Period

In the year-to-date period, BRUFX achieves a 5.58% return, which is significantly higher than CSTAX's -0.65% return. Over the past 10 years, BRUFX has outperformed CSTAX with an annualized return of 7.30%, while CSTAX has yielded a comparatively lower 4.97% annualized return.


BRUFX

1D
-0.16%
1M
-4.82%
YTD
5.58%
6M
8.92%
1Y
17.35%
3Y*
8.70%
5Y*
4.78%
10Y*
7.30%

CSTAX

1D
0.25%
1M
-2.48%
YTD
-0.65%
6M
0.73%
1Y
5.79%
3Y*
5.94%
5Y*
2.92%
10Y*
4.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRUFX vs. CSTAX - Expense Ratio Comparison

BRUFX has a 0.68% expense ratio, which is higher than CSTAX's 0.41% expense ratio.


Return for Risk

BRUFX vs. CSTAX — Risk / Return Rank

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

BRUFX
BRUFX Risk / Return Rank: 8181
Overall Rank
BRUFX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BRUFX Sortino Ratio Rank: 7979
Sortino Ratio Rank
BRUFX Omega Ratio Rank: 7474
Omega Ratio Rank
BRUFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BRUFX Martin Ratio Rank: 8686
Martin Ratio Rank

CSTAX
CSTAX Risk / Return Rank: 8787
Overall Rank
CSTAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CSTAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
CSTAX Omega Ratio Rank: 8585
Omega Ratio Rank
CSTAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
CSTAX Martin Ratio Rank: 8787
Martin Ratio Rank
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.

BRUFX vs. CSTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bruce Fund (BRUFX) 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.


BRUFXCSTAXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.73

-0.27

Sortino ratio

Return per unit of downside risk

1.97

2.47

-0.50

Omega ratio

Gain probability vs. loss probability

1.28

1.35

-0.08

Calmar ratio

Return relative to maximum drawdown

2.17

2.23

-0.06

Martin ratio

Return relative to average drawdown

9.02

9.16

-0.13

BRUFX vs. CSTAX - Sharpe Ratio Comparison

The current BRUFX Sharpe Ratio is 1.45, which is comparable to the CSTAX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BRUFX and CSTAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRUFXCSTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.73

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.57

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.86

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.86

-0.20

Correlation

The correlation between BRUFX and CSTAX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BRUFX vs. CSTAX - Dividend Comparison

BRUFX's dividend yield for the trailing twelve months is around 6.02%, more than CSTAX's 5.30% yield.


TTM20252024202320222021202020192018201720162015
BRUFX
Bruce Fund
6.02%6.35%5.01%6.46%13.31%9.25%5.83%2.03%2.49%4.11%6.26%4.63%
CSTAX
American Funds College 2027 Fund
5.30%5.26%3.78%3.17%3.40%7.52%5.72%4.00%4.78%3.90%4.34%4.49%

Drawdowns

BRUFX vs. CSTAX - Drawdown Comparison

The maximum BRUFX drawdown since its inception was -44.50%, which is greater than CSTAX's maximum drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for BRUFX and CSTAX.


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Drawdown Indicators


BRUFXCSTAXDifference

Max Drawdown

Largest peak-to-trough decline

-44.50%

-14.52%

-29.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-2.72%

-5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-14.52%

-3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-25.44%

-14.52%

-10.92%

Current Drawdown

Current decline from peak

-4.82%

-2.48%

-2.34%

Average Drawdown

Average peak-to-trough decline

-9.10%

-2.37%

-6.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

0.66%

+1.34%

Volatility

BRUFX vs. CSTAX - Volatility Comparison

Bruce Fund (BRUFX) has a higher volatility of 4.50% compared to American Funds College 2027 Fund (CSTAX) at 1.32%. This indicates that BRUFX'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.


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Volatility by Period


BRUFXCSTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

1.32%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

2.05%

+5.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

3.47%

+9.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.40%

5.16%

+5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.51%

5.82%

+5.69%