HOBIX vs. RCS
HOBIX (Holbrook Income Fund Class I) and RCS (PIMCO Strategic Income Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, HOBIX returned 4.28%/yr vs 2.27%/yr for RCS. At a 0.19 correlation, their price movements are largely independent.
Performance
HOBIX vs. RCS - Performance Comparison
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Returns By Period
In the year-to-date period, HOBIX achieves a 2.65% return, which is significantly higher than RCS's 0.03% return.
HOBIX
- 1D
- 0.10%
- 1M
- 0.32%
- 6M
- 2.65%
- YTD
- 2.65%
- 1Y
- 6.01%
- 3Y*
- 6.92%
- 5Y*
- 4.28%
- 10Y*
- —
RCS
- 1D
- -0.19%
- 1M
- -2.91%
- 6M
- -9.25%
- YTD
- 0.03%
- 1Y
- -17.93%
- 3Y*
- 7.73%
- 5Y*
- 2.27%
- 10Y*
- 2.82%
HOBIX vs. RCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HOBIX Holbrook Income Fund Class I | 2.65% | 7.67% | 7.66% | 5.65% | -2.91% | 6.13% | 7.45% | 7.70% | 1.74% | 2.75% |
RCS PIMCO Strategic Income Fund | 0.03% | -21.48% | 37.47% | 37.60% | -18.72% | 6.33% | -16.19% | 1.62% | 15.51% | 14.39% |
Correlation
The correlation between HOBIX and RCS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.19 |
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Return for Risk
HOBIX vs. RCS — Risk / Return Rank
HOBIX
RCS
HOBIX vs. RCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Holbrook Income Fund Class I (HOBIX) and PIMCO Strategic Income Fund (RCS). 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.
| HOBIX | RCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.76 | ||
| Sortino ratioReturn per unit of downside risk | +10.19 | ||
| Omega ratioGain probability vs. loss probability | 3.91 | 0.88 | +3.03 |
| Calmar ratioReturn relative to maximum drawdown | 12.05 | -0.55 | +12.59 |
| Martin ratioReturn relative to average drawdown | 39.64 | -0.87 | +40.51 |
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Drawdowns
HOBIX vs. RCS - Drawdown Comparison
The maximum HOBIX drawdown since its inception was -23.52%, smaller than the maximum RCS drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for HOBIX and RCS.
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Drawdown Indicators
| HOBIX | RCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.52% | -46.69% | +23.17% |
Max Drawdown (1Y)Largest decline over 1 year | -0.51% | -32.94% | +32.43% |
Max Drawdown (3Y)Largest decline over 3 years | -2.77% | -32.94% | +30.17% |
Max Drawdown (5Y)Largest decline over 5 years | -4.16% | -36.18% | +32.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.69% | — |
Current DrawdownCurrent decline from peak | -0.10% | -28.65% | +28.55% |
Average DrawdownAverage peak-to-trough decline | -0.96% | -9.45% | +8.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.15% | 20.72% | -20.57% |
Volatility
HOBIX vs. RCS - Volatility Comparison
The current volatility for Holbrook Income Fund Class I (HOBIX) is 0.59%, while PIMCO Strategic Income Fund (RCS) has a volatility of 5.37%. This indicates that HOBIX experiences smaller price fluctuations and is considered to be less risky than RCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HOBIX | RCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 5.37% | -4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 1.32% | 16.66% | -15.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.04% | 24.20% | -22.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.65% | 25.23% | -22.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.70% | 25.83% | -20.13% |
Dividends
HOBIX vs. RCS - Dividend Comparison
HOBIX's dividend yield for the trailing twelve months is around 6.36%, less than RCS's 9.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HOBIX Holbrook Income Fund Class I | 6.36% | 6.45% | 7.04% | 6.35% | 5.31% | 3.97% | 6.30% | 3.51% | 4.32% | 2.12% | 0.00% | 0.00% |
RCS PIMCO Strategic Income Fund | 9.06% | 8.62% | 8.03% | 10.07% | 12.39% | 9.01% | 9.57% | 8.44% | 8.93% | 9.50% | 10.92% | 11.17% |
Frequently Asked Questions
HOBIX and RCS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCS has higher volatility (5.37%) compared to HOBIX (0.59%). In terms of maximum drawdown, HOBIX dropped -23.52% vs RCS's -46.69%.
HOBIX currently has the higher Sharpe Ratio (3.02 vs -0.74), 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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