PortfoliosLab logoPortfoliosLab logo
LCORX vs. RCTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCORX vs. RCTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leuthold Core Investment Fund (LCORX) and River Canyon Total Return Bond Fund (RCTIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LCORX vs. RCTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCORX
Leuthold Core Investment Fund
-1.25%14.39%8.01%11.71%-6.78%15.19%10.08%11.58%-6.23%15.79%
RCTIX
River Canyon Total Return Bond Fund
-0.97%7.75%7.49%10.02%-4.07%4.26%6.42%11.71%1.82%9.76%

Returns By Period

In the year-to-date period, LCORX achieves a -1.25% return, which is significantly lower than RCTIX's -0.97% return. Over the past 10 years, LCORX has outperformed RCTIX with an annualized return of 7.20%, while RCTIX has yielded a comparatively lower 5.54% annualized return.


LCORX

1D
-0.49%
1M
-6.23%
YTD
-1.25%
6M
-0.97%
1Y
13.85%
3Y*
10.40%
5Y*
6.64%
10Y*
7.20%

RCTIX

1D
-0.41%
1M
-1.50%
YTD
-0.97%
6M
0.18%
1Y
4.55%
3Y*
7.05%
5Y*
4.20%
10Y*
5.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LCORX vs. RCTIX - Expense Ratio Comparison

LCORX has a 1.16% expense ratio, which is higher than RCTIX's 0.89% expense ratio.


Return for Risk

LCORX vs. RCTIX — Risk / Return Rank

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

LCORX
LCORX Risk / Return Rank: 8080
Overall Rank
LCORX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LCORX Sortino Ratio Rank: 8383
Sortino Ratio Rank
LCORX Omega Ratio Rank: 7676
Omega Ratio Rank
LCORX Calmar Ratio Rank: 8282
Calmar Ratio Rank
LCORX Martin Ratio Rank: 7979
Martin Ratio Rank

RCTIX
RCTIX Risk / Return Rank: 9292
Overall Rank
RCTIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RCTIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
RCTIX Omega Ratio Rank: 8989
Omega Ratio Rank
RCTIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
RCTIX Martin Ratio Rank: 9494
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.

LCORX vs. RCTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leuthold Core Investment Fund (LCORX) and River Canyon Total Return Bond Fund (RCTIX). 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.


LCORXRCTIXDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.94

-0.41

Sortino ratio

Return per unit of downside risk

2.13

2.81

-0.68

Omega ratio

Gain probability vs. loss probability

1.29

1.39

-0.10

Calmar ratio

Return relative to maximum drawdown

1.97

3.10

-1.13

Martin ratio

Return relative to average drawdown

7.72

12.23

-4.51

LCORX vs. RCTIX - Sharpe Ratio Comparison

The current LCORX Sharpe Ratio is 1.53, which is comparable to the RCTIX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of LCORX and RCTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LCORXRCTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.94

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

1.71

-0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

1.49

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.29

-0.58

Correlation

The correlation between LCORX and RCTIX is 0.16, 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

LCORX vs. RCTIX - Dividend Comparison

LCORX's dividend yield for the trailing twelve months is around 8.06%, more than RCTIX's 6.83% yield.


TTM20252024202320222021202020192018201720162015
LCORX
Leuthold Core Investment Fund
8.06%7.93%7.03%5.57%7.20%5.00%0.24%1.89%10.74%3.22%0.45%3.94%
RCTIX
River Canyon Total Return Bond Fund
6.83%7.31%7.89%8.50%5.98%3.02%5.97%4.97%3.30%4.89%2.16%0.00%

Drawdowns

LCORX vs. RCTIX - Drawdown Comparison

The maximum LCORX drawdown since its inception was -41.31%, which is greater than RCTIX's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for LCORX and RCTIX.


Loading graphics...

Drawdown Indicators


LCORXRCTIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.31%

-10.89%

-30.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-1.50%

-5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-13.88%

-6.17%

-7.71%

Max Drawdown (10Y)

Largest decline over 10 years

-19.38%

-10.89%

-8.49%

Current Drawdown

Current decline from peak

-6.51%

-1.50%

-5.01%

Average Drawdown

Average peak-to-trough decline

-5.03%

-1.09%

-3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

0.38%

+1.29%

Volatility

LCORX vs. RCTIX - Volatility Comparison

Leuthold Core Investment Fund (LCORX) has a higher volatility of 3.45% compared to River Canyon Total Return Bond Fund (RCTIX) at 0.91%. This indicates that LCORX's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LCORXRCTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

0.91%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

6.50%

1.59%

+4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

9.19%

2.31%

+6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.18%

2.47%

+6.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.62%

3.74%

+5.88%