GLRBX vs. BERIX
GLRBX (James Balanced: Golden Rainbow Fund) and BERIX (Chartwell Income Fund) are both Diversified Portfolio funds. Over the past 10 years, GLRBX returned 5.14%/yr vs 4.82%/yr for BERIX. A 0.67 correlation means they provide meaningful diversification when combined. GLRBX charges 1.18%/yr vs 0.64%/yr for BERIX.
Performance
GLRBX vs. BERIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GLRBX achieves a 5.39% return, which is significantly higher than BERIX's 2.36% return. Over the past 10 years, GLRBX has outperformed BERIX with an annualized return of 5.14%, while BERIX has yielded a comparatively lower 4.82% annualized return.
GLRBX
- 1D
- -0.36%
- 1M
- 0.40%
- YTD
- 5.39%
- 6M
- 4.75%
- 1Y
- 16.58%
- 3Y*
- 12.45%
- 5Y*
- 6.57%
- 10Y*
- 5.14%
BERIX
- 1D
- 0.00%
- 1M
- -1.92%
- YTD
- 2.36%
- 6M
- 2.34%
- 1Y
- 10.06%
- 3Y*
- 9.00%
- 5Y*
- 4.21%
- 10Y*
- 4.82%
GLRBX vs. BERIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLRBX James Balanced: Golden Rainbow Fund | 5.39% | 13.16% | 12.27% | 11.52% | -12.77% | 12.69% | 1.54% | 12.10% | -10.60% | 6.03% |
BERIX Chartwell Income Fund | 2.36% | 13.23% | 7.20% | 7.77% | -10.14% | 7.35% | 4.49% | 9.69% | -0.81% | 3.92% |
Correlation
The correlation between GLRBX and BERIX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1992 | 0.67 |
The correlation between GLRBX and BERIX shifts across timeframes, from 0.47 (1 year) to 0.70 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GLRBX vs. BERIX — Risk / Return Rank
GLRBX
BERIX
GLRBX vs. BERIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for James Balanced: Golden Rainbow Fund (GLRBX) and Chartwell Income Fund (BERIX). 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.
| GLRBX | BERIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.39 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 3.03 | +0.10 |
| Martin ratioReturn relative to average drawdown | 14.18 | 11.37 | +2.81 |
Loading charts...
Drawdowns
GLRBX vs. BERIX - Drawdown Comparison
The maximum GLRBX drawdown since its inception was -21.59%, which is greater than BERIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for GLRBX and BERIX.
Loading charts...
Drawdown Indicators
| GLRBX | BERIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.59% | -20.34% | -1.25% |
Max Drawdown (1Y)Largest decline over 1 year | -5.55% | -3.36% | -2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -8.75% | -5.82% | -2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -16.73% | -15.73% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -16.86% | -20.34% | +3.48% |
Current DrawdownCurrent decline from peak | -0.51% | -3.36% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -2.59% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 0.89% | +0.33% |
Volatility
GLRBX vs. BERIX - Volatility Comparison
James Balanced: Golden Rainbow Fund (GLRBX) has a higher volatility of 2.71% compared to Chartwell Income Fund (BERIX) at 1.58%. This indicates that GLRBX's price experiences larger fluctuations and is considered to be riskier than BERIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GLRBX | BERIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 1.58% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 6.29% | 4.44% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.54% | 5.12% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.43% | 5.98% | +2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.34% | 6.03% | +2.31% |
GLRBX vs. BERIX - Expense Ratio Comparison
GLRBX has a 1.18% expense ratio, which is higher than BERIX's 0.64% expense ratio.
Dividends
GLRBX vs. BERIX - Dividend Comparison
GLRBX's dividend yield for the trailing twelve months is around 4.73%, more than BERIX's 4.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BERIX Chartwell Income Fund | 4.15% | 3.97% | 3.90% | 3.36% | 3.54% | 2.58% | 3.07% | 3.03% | 5.83% | 5.22% | 2.76% | 2.45% |
GLRBX James Balanced: Golden Rainbow Fund | 4.73% | 4.95% | 3.31% | 2.05% | 5.18% | 6.72% | 1.14% | 1.90% | 11.45% | 7.69% | 1.59% | 2.59% |
Frequently Asked Questions
GLRBX and BERIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLRBX has higher volatility (2.71%) compared to BERIX (1.58%). In terms of maximum drawdown, GLRBX dropped -21.59% vs BERIX's -20.34%.
GLRBX currently has the higher Sharpe Ratio (2.31 vs 1.99), 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.
Find the right allocation for GLRBX and BERIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer