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CPITX vs. RCTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPITX vs. RCTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Counterpoint Tactical Income Fund (CPITX) and River Canyon Total Return Bond Fund (RCTIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CPITX achieves a -0.33% return, which is significantly lower than RCTIX's 0.92% return. Over the past 10 years, CPITX has underperformed RCTIX with an annualized return of 4.71%, while RCTIX has yielded a comparatively higher 5.57% annualized return.


CPITX

1D
0.09%
1M
0.42%
YTD
-0.33%
6M
-0.06%
1Y
3.87%
3Y*
5.54%
5Y*
3.63%
10Y*
4.71%

RCTIX

1D
0.10%
1M
0.71%
YTD
0.92%
6M
1.17%
1Y
4.72%
3Y*
7.47%
5Y*
4.50%
10Y*
5.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPITX vs. RCTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPITX
Counterpoint Tactical Income Fund
-0.33%4.58%6.76%9.81%-2.40%2.53%8.47%9.85%-2.80%4.93%
RCTIX
River Canyon Total Return Bond Fund
0.92%7.75%7.49%10.02%-4.07%4.26%6.42%11.71%1.82%9.76%

Correlation

The correlation between CPITX and RCTIX is 0.57, 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

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.24

Over the past year, CPITX and RCTIX have become more correlated (0.57) than their long-term average of 0.24, meaning their price movements have been converging.

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Return for Risk

CPITX vs. RCTIX — Risk / Return Rank

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

CPITX
CPITX Risk / Return Rank: 3333
Overall Rank
CPITX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CPITX Sortino Ratio Rank: 3535
Sortino Ratio Rank
CPITX Omega Ratio Rank: 3838
Omega Ratio Rank
CPITX Calmar Ratio Rank: 3333
Calmar Ratio Rank
CPITX Martin Ratio Rank: 2323
Martin Ratio Rank

RCTIX
RCTIX Risk / Return Rank: 7373
Overall Rank
RCTIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RCTIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
RCTIX Omega Ratio Rank: 7171
Omega Ratio Rank
RCTIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
RCTIX Martin Ratio Rank: 7676
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.

CPITX vs. RCTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Counterpoint Tactical Income Fund (CPITX) and River Canyon Total Return Bond Fund (RCTIX). 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.


CPITXRCTIXDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.31

1.43

-0.12

Calmar ratioReturn relative to maximum drawdown

2.05

4.04

-1.99

Martin ratioReturn relative to average drawdown

5.26

13.38

-8.12

CPITX vs. RCTIX - Sharpe Ratio Comparison

The current CPITX Sharpe Ratio is 1.57, which is comparable to the RCTIX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of CPITX and RCTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CPITX vs. RCTIX - Drawdown Comparison

The maximum CPITX drawdown since its inception was -4.59%, smaller than the maximum RCTIX drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for CPITX and RCTIX.


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Drawdown Indicators


CPITXRCTIXDifference

Max Drawdown

Largest peak-to-trough decline

-4.59%

-10.89%

+6.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.99%

-1.20%

-0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-3.80%

-1.48%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-4.59%

-6.17%

+1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-4.59%

-10.89%

+6.30%

Current Drawdown

Current decline from peak

-0.88%

-0.20%

-0.68%

Average Drawdown

Average peak-to-trough decline

-0.95%

-1.08%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.36%

+0.41%

Volatility

CPITX vs. RCTIX - Volatility Comparison

Counterpoint Tactical Income Fund (CPITX) has a higher volatility of 0.83% compared to River Canyon Total Return Bond Fund (RCTIX) at 0.78%. This indicates that CPITX's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPITXRCTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

0.78%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

1.84%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.59%

2.32%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

2.50%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.98%

3.74%

-0.76%

CPITX vs. RCTIX - Expense Ratio Comparison

CPITX has a 1.46% expense ratio, which is higher than RCTIX's 0.89% expense ratio.


Dividends

CPITX vs. RCTIX - Dividend Comparison

CPITX's dividend yield for the trailing twelve months is around 4.86%, less than RCTIX's 7.26% yield.


PositionTTM20252024202320222021202020192018201720162015
CPITX
Counterpoint Tactical Income Fund
4.86%5.18%5.92%5.80%2.62%3.93%2.25%3.68%3.52%4.60%4.60%1.39%
RCTIX
River Canyon Total Return Bond Fund
7.26%7.31%7.89%8.50%5.98%3.02%5.97%4.97%3.30%4.89%2.16%0.00%

Frequently Asked Questions


CPITX and RCTIX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPITX has higher volatility (0.83%) compared to RCTIX (0.78%). In terms of maximum drawdown, CPITX dropped -4.59% vs RCTIX's -10.89%.

RCTIX currently has the higher Sharpe Ratio (2.10 vs 1.57), 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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