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LBETX vs. BERIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LBETX vs. BERIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LGM Risk Managed Total Return Fund (LBETX) and Chartwell Income Fund (BERIX). The values are adjusted to include any dividend payments, if applicable.

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LBETX vs. BERIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LBETX
LGM Risk Managed Total Return Fund
-3.92%2.15%10.79%9.45%-1.48%3.85%-11.03%7.96%5.83%1.67%
BERIX
Chartwell Income Fund
3.53%13.23%7.20%7.77%-10.14%7.35%4.49%9.69%-0.81%1.41%

Returns By Period

In the year-to-date period, LBETX achieves a -3.92% return, which is significantly lower than BERIX's 3.53% return.


LBETX

1D
0.00%
1M
-3.58%
YTD
-3.92%
6M
-2.37%
1Y
-0.70%
3Y*
5.71%
5Y*
4.00%
10Y*

BERIX

1D
0.20%
1M
-1.25%
YTD
3.53%
6M
6.19%
1Y
13.23%
3Y*
9.06%
5Y*
4.94%
10Y*
4.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LBETX vs. BERIX - Expense Ratio Comparison

LBETX has a 2.32% expense ratio, which is higher than BERIX's 0.64% expense ratio.


Return for Risk

LBETX vs. BERIX — Risk / Return Rank

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

LBETX
LBETX Risk / Return Rank: 33
Overall Rank
LBETX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LBETX Sortino Ratio Rank: 44
Sortino Ratio Rank
LBETX Omega Ratio Rank: 33
Omega Ratio Rank
LBETX Calmar Ratio Rank: 44
Calmar Ratio Rank
LBETX Martin Ratio Rank: 33
Martin Ratio Rank

BERIX
BERIX Risk / Return Rank: 9696
Overall Rank
BERIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BERIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BERIX Omega Ratio Rank: 9595
Omega Ratio Rank
BERIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BERIX Martin Ratio Rank: 9797
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.

LBETX vs. BERIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LGM Risk Managed Total Return Fund (LBETX) 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.


LBETXBERIXDifference

Sharpe ratio

Return per unit of total volatility

-0.09

2.54

-2.62

Sortino ratio

Return per unit of downside risk

-0.08

3.26

-3.33

Omega ratio

Gain probability vs. loss probability

0.99

1.52

-0.53

Calmar ratio

Return relative to maximum drawdown

-0.23

4.62

-4.85

Martin ratio

Return relative to average drawdown

-0.96

17.20

-18.16

LBETX vs. BERIX - Sharpe Ratio Comparison

The current LBETX Sharpe Ratio is -0.09, which is lower than the BERIX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of LBETX and BERIX, 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


LBETXBERIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

2.54

-2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.84

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.07

-0.63

Correlation

The correlation between LBETX and BERIX is 0.39, 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

LBETX vs. BERIX - Dividend Comparison

LBETX's dividend yield for the trailing twelve months is around 0.39%, less than BERIX's 3.58% yield.


TTM20252024202320222021202020192018201720162015
LBETX
LGM Risk Managed Total Return Fund
0.39%0.37%0.00%0.00%0.00%0.00%6.15%3.88%5.51%1.64%0.00%0.00%
BERIX
Chartwell Income Fund
3.58%3.97%3.90%3.36%3.54%2.58%3.07%3.03%5.83%5.22%2.76%2.45%

Drawdowns

LBETX vs. BERIX - Drawdown Comparison

The maximum LBETX drawdown since its inception was -18.47%, smaller than the maximum BERIX drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for LBETX and BERIX.


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Drawdown Indicators


LBETXBERIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.47%

-20.34%

+1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-4.91%

-2.95%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-6.93%

-15.73%

+8.80%

Max Drawdown (10Y)

Largest decline over 10 years

-20.34%

Current Drawdown

Current decline from peak

-4.91%

-1.25%

-3.66%

Average Drawdown

Average peak-to-trough decline

-5.45%

-2.60%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

0.79%

+0.41%

Volatility

LBETX vs. BERIX - Volatility Comparison

LGM Risk Managed Total Return Fund (LBETX) has a higher volatility of 1.77% compared to Chartwell Income Fund (BERIX) at 1.47%. This indicates that LBETX'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.


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Volatility by Period


LBETXBERIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.47%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

4.28%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

5.17%

5.38%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.99%

5.94%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.05%

6.00%

+0.05%