LBETX vs. PRCOX

In the year-to-date period, LBETX achieves a -1.15% return, which is significantly lower than PRCOX's 0.51% return.

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LBETX has a 2.32% expense ratio, which is higher than PRCOX's 0.42% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for LGM Risk Managed Total Return Fund (LBETX) and T. Rowe Price U.S. Equity Research Fund (PRCOX). 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.

The current LBETX Sharpe Ratio is 0.67, which is comparable to the PRCOX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of LBETX and PRCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LBETX's dividend yield for the trailing twelve months is around 0.92%, more than PRCOX's 0.64% yield.

The maximum LBETX drawdown since its inception was -18.47%, smaller than the maximum PRCOX drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for LBETX and PRCOX.

The current volatility for LGM Risk Managed Total Return Fund (LBETX) is 1.02%, while T. Rowe Price U.S. Equity Research Fund (PRCOX) has a volatility of 4.77%. This indicates that LBETX experiences smaller price fluctuations and is considered to be less risky than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.