CWFIX vs. RBNNX
CWFIX (Chartwell Short Duration High Yield Fund) and RBNNX (Robinson Opportunistic Income Fund) are both High Yield Bonds funds. Over the past 10 years, CWFIX returned 3.86%/yr vs 4.90%/yr for RBNNX. Their 0.42 correlation means their historical movements had little consistent relationship. CWFIX charges 0.49%/yr vs 3.92%/yr for RBNNX.
Performance
CWFIX vs. RBNNX - Performance Comparison
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Returns By Period
In the year-to-date period, CWFIX achieves a 1.73% return, which is significantly higher than RBNNX's -1.56% return. Over the past 10 years, CWFIX has underperformed RBNNX with an annualized return of 3.86%, while RBNNX has yielded a comparatively higher 4.90% annualized return.
CWFIX
- 1D
- 0.00%
- 1M
- -0.10%
- 6M
- 1.30%
- YTD
- 1.73%
- 1Y
- 4.59%
- 3Y*
- 6.22%
- 5Y*
- 3.87%
- 10Y*
- 3.86%
- ALL TIME*
- 3.41%
RBNNX
- 1D
- 0.00%
- 1M
- -0.79%
- 6M
- -2.57%
- YTD
- -1.56%
- 1Y
- 0.09%
- 3Y*
- 7.92%
- 5Y*
- 5.05%
- 10Y*
- 4.90%
- ALL TIME*
- 5.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CWFIX vs. RBNNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWFIX Chartwell Short Duration High Yield Fund | 1.73% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 4.38% | 7.33% | 0.36% | 3.06% |
RBNNX Robinson Opportunistic Income Fund | -1.56% | 5.82% | 14.95% | 11.36% | -7.29% | 12.37% | -6.60% | 17.29% | -5.22% | 5.93% |
Correlation
The correlation between CWFIX and RBNNX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.42 |
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Return for Risk
CWFIX vs. RBNNX — Risk / Return Rank
CWFIX
RBNNX
CWFIX vs. RBNNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chartwell Short Duration High Yield Fund (CWFIX) and Robinson Opportunistic Income Fund (RBNNX). 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.
| CWFIX | RBNNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.07 | ||
| Sortino ratioReturn per unit of downside risk | +4.91 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.01 | +0.80 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | -0.00 | +4.10 |
| Martin ratioReturn relative to average drawdown | 21.61 | -0.00 | +21.61 |
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Drawdowns
CWFIX vs. RBNNX - Drawdown Comparison
The maximum CWFIX drawdown since its inception was -12.41%, smaller than the maximum RBNNX drawdown of -35.31%. Use the drawdown chart below to compare losses from any high point for CWFIX and RBNNX.
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Drawdown Indicators
| CWFIX | RBNNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.41% | -35.31% | +22.90% |
Max Drawdown (1Y)Largest decline over 1 year | -1.13% | -5.10% | +3.97% |
Max Drawdown (3Y)Largest decline over 3 years | -1.37% | -11.02% | +9.65% |
Max Drawdown (5Y)Largest decline over 5 years | -6.36% | -13.55% | +7.19% |
Max Drawdown (10Y)Largest decline over 10 years | -12.41% | -35.31% | +22.90% |
Current DrawdownCurrent decline from peak | -0.21% | -3.39% | +3.18% |
Average DrawdownAverage peak-to-trough decline | -0.84% | -3.86% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 2.04% | -1.83% |
Volatility
CWFIX vs. RBNNX - Volatility Comparison
The current volatility for Chartwell Short Duration High Yield Fund (CWFIX) is 0.34%, while Robinson Opportunistic Income Fund (RBNNX) has a volatility of 1.71%. This indicates that CWFIX experiences smaller price fluctuations and is considered to be less risky than RBNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWFIX | RBNNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 1.71% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 1.24% | 5.01% | -3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.51% | 5.77% | -4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.76% | 6.83% | -4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.07% | 10.43% | -7.36% |
CWFIX vs. RBNNX - Expense Ratio Comparison
CWFIX has a 0.49% expense ratio, which is lower than RBNNX's 3.92% expense ratio.
Dividends
CWFIX vs. RBNNX - Dividend Comparison
CWFIX's dividend yield for the trailing twelve months is around 4.72%, less than RBNNX's 6.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWFIX Chartwell Short Duration High Yield Fund | 4.72% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
RBNNX Robinson Opportunistic Income Fund | 6.96% | 5.19% | 3.80% | 2.81% | 2.54% | 3.64% | 6.84% | 6.93% | 9.84% | 5.95% | 7.29% | 0.00% |
Frequently Asked Questions
CWFIX and RBNNX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBNNX has higher volatility (1.71%) compared to CWFIX (0.34%). In terms of maximum drawdown, CWFIX dropped -12.41% vs RBNNX's -35.31%.
CWFIX currently has the higher Sharpe Ratio (3.07 vs -0.00), 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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