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CTRZX vs. HOBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CTRZX vs. HOBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Multi-Manager Total Return Bond Strategies Fund (CTRZX) and Holbrook Income Fund Class I (HOBIX). The values are adjusted to include any dividend payments, if applicable.

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CTRZX vs. HOBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CTRZX
Multi-Manager Total Return Bond Strategies Fund
-0.65%7.48%2.03%5.78%-14.46%-0.95%8.47%9.07%-0.96%3.79%
HOBIX
Holbrook Income Fund Class I
0.82%7.67%7.66%5.65%-2.91%6.13%7.45%7.70%1.74%2.04%

Returns By Period

In the year-to-date period, CTRZX achieves a -0.65% return, which is significantly lower than HOBIX's 0.82% return.


CTRZX

1D
0.47%
1M
-2.48%
YTD
-0.65%
6M
0.39%
1Y
3.89%
3Y*
3.71%
5Y*
0.21%
10Y*

HOBIX

1D
0.10%
1M
-0.20%
YTD
0.82%
6M
2.12%
1Y
6.18%
3Y*
7.01%
5Y*
4.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CTRZX vs. HOBIX - Expense Ratio Comparison

CTRZX has a 0.49% expense ratio, which is lower than HOBIX's 1.05% expense ratio.


Return for Risk

CTRZX vs. HOBIX — Risk / Return Rank

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

CTRZX
CTRZX Risk / Return Rank: 5151
Overall Rank
CTRZX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CTRZX Sortino Ratio Rank: 4949
Sortino Ratio Rank
CTRZX Omega Ratio Rank: 3535
Omega Ratio Rank
CTRZX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CTRZX Martin Ratio Rank: 5050
Martin Ratio Rank

HOBIX
HOBIX Risk / Return Rank: 9999
Overall Rank
HOBIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
HOBIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
HOBIX Omega Ratio Rank: 100100
Omega Ratio Rank
HOBIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
HOBIX Martin Ratio Rank: 9999
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.

CTRZX vs. HOBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Multi-Manager Total Return Bond Strategies Fund (CTRZX) and Holbrook Income Fund Class I (HOBIX). 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.


CTRZXHOBIXDifference

Sharpe ratio

Return per unit of total volatility

0.96

3.23

-2.26

Sortino ratio

Return per unit of downside risk

1.40

9.39

-7.99

Omega ratio

Gain probability vs. loss probability

1.17

3.88

-2.71

Calmar ratio

Return relative to maximum drawdown

1.71

8.29

-6.59

Martin ratio

Return relative to average drawdown

4.93

30.92

-25.98

CTRZX vs. HOBIX - Sharpe Ratio Comparison

The current CTRZX Sharpe Ratio is 0.96, which is lower than the HOBIX Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of CTRZX and HOBIX, 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


CTRZXHOBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

3.23

-2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

1.61

-1.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.83

-0.46

Correlation

The correlation between CTRZX and HOBIX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CTRZX vs. HOBIX - Dividend Comparison

CTRZX's dividend yield for the trailing twelve months is around 4.08%, less than HOBIX's 5.99% yield.


TTM202520242023202220212020201920182017
CTRZX
Multi-Manager Total Return Bond Strategies Fund
4.08%4.39%4.61%3.47%2.70%2.13%4.69%3.32%2.89%2.22%
HOBIX
Holbrook Income Fund Class I
5.99%6.45%7.04%6.35%5.31%3.97%6.30%3.51%4.32%2.12%

Drawdowns

CTRZX vs. HOBIX - Drawdown Comparison

The maximum CTRZX drawdown since its inception was -19.33%, smaller than the maximum HOBIX drawdown of -23.52%. Use the drawdown chart below to compare losses from any high point for CTRZX and HOBIX.


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Drawdown Indicators


CTRZXHOBIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.33%

-23.52%

+4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-0.72%

-2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-4.16%

-15.17%

Current Drawdown

Current decline from peak

-2.59%

-0.20%

-2.39%

Average Drawdown

Average peak-to-trough decline

-5.11%

-0.99%

-4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.22%

+0.80%

Volatility

CTRZX vs. HOBIX - Volatility Comparison

Multi-Manager Total Return Bond Strategies Fund (CTRZX) has a higher volatility of 1.68% compared to Holbrook Income Fund Class I (HOBIX) at 0.25%. This indicates that CTRZX's price experiences larger fluctuations and is considered to be riskier than HOBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTRZXHOBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

0.25%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

1.57%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

2.09%

+2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

2.64%

+3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

5.78%

-0.66%