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HOBIX vs. BCPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HOBIX vs. BCPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Holbrook Income Fund Class I (HOBIX) and Brandes Core Plus Fixed Income Fund (BCPIX). The values are adjusted to include any dividend payments, if applicable.

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HOBIX vs. BCPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HOBIX
Holbrook Income Fund Class I
0.82%7.67%7.66%5.65%-2.91%6.13%7.45%7.70%1.74%2.75%
BCPIX
Brandes Core Plus Fixed Income Fund
-0.55%6.71%1.98%6.70%-10.78%-0.34%5.77%6.65%-0.45%2.74%

Returns By Period

In the year-to-date period, HOBIX achieves a 0.82% return, which is significantly higher than BCPIX's -0.55% return.


HOBIX

1D
0.10%
1M
-0.20%
YTD
0.82%
6M
2.12%
1Y
6.18%
3Y*
7.01%
5Y*
4.22%
10Y*

BCPIX

1D
0.48%
1M
-2.11%
YTD
-0.55%
6M
0.36%
1Y
3.41%
3Y*
3.73%
5Y*
0.90%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HOBIX vs. BCPIX - Expense Ratio Comparison

HOBIX has a 1.05% expense ratio, which is higher than BCPIX's 0.30% expense ratio.


Return for Risk

HOBIX vs. BCPIX — Risk / Return Rank

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

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

BCPIX
BCPIX Risk / Return Rank: 5353
Overall Rank
BCPIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BCPIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BCPIX Omega Ratio Rank: 3636
Omega Ratio Rank
BCPIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BCPIX Martin Ratio Rank: 5252
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.

HOBIX vs. BCPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Holbrook Income Fund Class I (HOBIX) and Brandes Core Plus Fixed Income Fund (BCPIX). 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.


HOBIXBCPIXDifference

Sharpe ratio

Return per unit of total volatility

3.23

0.99

+2.24

Sortino ratio

Return per unit of downside risk

9.39

1.44

+7.95

Omega ratio

Gain probability vs. loss probability

3.88

1.17

+2.71

Calmar ratio

Return relative to maximum drawdown

8.29

1.71

+6.59

Martin ratio

Return relative to average drawdown

30.92

5.12

+25.79

HOBIX vs. BCPIX - Sharpe Ratio Comparison

The current HOBIX Sharpe Ratio is 3.23, which is higher than the BCPIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of HOBIX and BCPIX, 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


HOBIXBCPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.23

0.99

+2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.61

0.18

+1.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.33

+0.50

Correlation

The correlation between HOBIX and BCPIX is 0.33, 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

HOBIX vs. BCPIX - Dividend Comparison

HOBIX's dividend yield for the trailing twelve months is around 5.99%, more than BCPIX's 4.10% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
BCPIX
Brandes Core Plus Fixed Income Fund
4.10%4.32%3.67%2.91%2.54%1.89%1.76%2.77%2.90%2.49%2.84%2.72%

Drawdowns

HOBIX vs. BCPIX - Drawdown Comparison

The maximum HOBIX drawdown since its inception was -23.52%, roughly equal to the maximum BCPIX drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for HOBIX and BCPIX.


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Drawdown Indicators


HOBIXBCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.52%

-22.43%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-2.58%

+1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-4.16%

-15.19%

+11.03%

Max Drawdown (10Y)

Largest decline over 10 years

-15.19%

Current Drawdown

Current decline from peak

-0.20%

-2.11%

+1.91%

Average Drawdown

Average peak-to-trough decline

-0.99%

-4.28%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.86%

-0.64%

Volatility

HOBIX vs. BCPIX - Volatility Comparison

The current volatility for Holbrook Income Fund Class I (HOBIX) is 0.25%, while Brandes Core Plus Fixed Income Fund (BCPIX) has a volatility of 1.42%. This indicates that HOBIX experiences smaller price fluctuations and is considered to be less risky than BCPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOBIXBCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

1.42%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

2.36%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

3.97%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.64%

5.06%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.78%

4.16%

+1.62%