DEBTX vs. RPIEX
DEBTX (Shelton Tactical Credit Fund) and RPIEX (T. Rowe Price Dynamic Global Bond Fund) are both Nontraditional Bonds funds. Over the past 10 years, DEBTX returned 24.66%/yr vs 2.36%/yr for RPIEX. At a correlation of -0.12, they often move in opposite directions. DEBTX charges 1.97%/yr vs 0.71%/yr for RPIEX.
Performance
DEBTX vs. RPIEX - Performance Comparison
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Returns By Period
In the year-to-date period, DEBTX achieves a 1.84% return, which is significantly lower than RPIEX's 3.29% return. Over the past 10 years, DEBTX has outperformed RPIEX with an annualized return of 24.66%, while RPIEX has yielded a comparatively lower 2.36% annualized return.
DEBTX
- 1D
- 0.10%
- 1M
- 1.47%
- YTD
- 1.84%
- 6M
- 2.24%
- 1Y
- 6.12%
- 3Y*
- 5.92%
- 5Y*
- 2.15%
- 10Y*
- 24.66%
RPIEX
- 1D
- 0.00%
- 1M
- 1.00%
- YTD
- 3.29%
- 6M
- 4.66%
- 1Y
- 5.90%
- 3Y*
- 4.50%
- 5Y*
- 2.31%
- 10Y*
- 2.36%
DEBTX vs. RPIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEBTX Shelton Tactical Credit Fund | 1.84% | 6.99% | 5.67% | 4.23% | -7.42% | 6.75% | 5.77% | 613.91% | -1.60% | 3.34% |
RPIEX T. Rowe Price Dynamic Global Bond Fund | 3.29% | 4.82% | 6.83% | -4.51% | 3.08% | 0.08% | 9.42% | -0.39% | 0.89% | -1.89% |
Correlation
The correlation between DEBTX and RPIEX is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | -0.12 |
The correlation between DEBTX and RPIEX shifts across timeframes, from -0.19 (3 years) to 0.00 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DEBTX vs. RPIEX — Risk / Return Rank
DEBTX
RPIEX
DEBTX vs. RPIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Tactical Credit Fund (DEBTX) and T. Rowe Price Dynamic Global Bond Fund (RPIEX). 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.
| DEBTX | RPIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.31 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.67 | +1.41 |
| Martin ratioReturn relative to average drawdown | 12.96 | 5.62 | +7.34 |
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Drawdowns
DEBTX vs. RPIEX - Drawdown Comparison
The maximum DEBTX drawdown since its inception was -19.21%, which is greater than RPIEX's maximum drawdown of -9.59%. Use the drawdown chart below to compare losses from any high point for DEBTX and RPIEX.
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Drawdown Indicators
| DEBTX | RPIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.21% | -9.59% | -9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -2.03% | -3.64% | +1.61% |
Max Drawdown (3Y)Largest decline over 3 years | -4.91% | -3.64% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -12.18% | -9.59% | -2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -19.21% | -9.59% | -9.62% |
Current DrawdownCurrent decline from peak | -0.19% | -0.13% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -2.72% | -2.47% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.48% | 1.08% | -0.60% |
Volatility
DEBTX vs. RPIEX - Volatility Comparison
The current volatility for Shelton Tactical Credit Fund (DEBTX) is 0.75%, while T. Rowe Price Dynamic Global Bond Fund (RPIEX) has a volatility of 1.03%. This indicates that DEBTX experiences smaller price fluctuations and is considered to be less risky than RPIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEBTX | RPIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 1.03% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 2.40% | 3.88% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.09% | 4.40% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.15% | 4.91% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.12% | 4.19% | +42.93% |
DEBTX vs. RPIEX - Expense Ratio Comparison
DEBTX has a 1.97% expense ratio, which is higher than RPIEX's 0.71% expense ratio.
Dividends
DEBTX vs. RPIEX - Dividend Comparison
DEBTX's dividend yield for the trailing twelve months is around 5.61%, less than RPIEX's 7.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DEBTX Shelton Tactical Credit Fund | 5.61% | 4.41% | 5.30% | 3.43% | 2.62% | 3.45% | 3.82% | 132.10% | 4.95% | 5.77% | 0.00% |
RPIEX T. Rowe Price Dynamic Global Bond Fund | 7.51% | 7.69% | 6.32% | 4.68% | 15.28% | 3.76% | 1.93% | 2.51% | 4.36% | 0.61% | 2.72% |
Frequently Asked Questions
DEBTX and RPIEX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPIEX has higher volatility (1.03%) compared to DEBTX (0.75%). In terms of maximum drawdown, DEBTX dropped -19.21% vs RPIEX's -9.59%.
DEBTX currently has the higher Sharpe Ratio (2.03 vs 1.38), 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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