PTCRX vs. MOFIX

Last updated Apr 1, 2026

Compare and contrast key facts about Performance Trust Credit Fund (PTCRX) and Mercer Opportunistic Fixed Income Fund (MOFIX).

PTCRX is managed by Performance Trust Asset Management. It was launched on Dec 30, 2020. MOFIX is managed by Mercer Funds. It was launched on Aug 20, 2013.

Performance

PTCRX vs. MOFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Performance Trust Credit Fund (PTCRX) and Mercer Opportunistic Fixed Income Fund (MOFIX). The values are adjusted to include any dividend payments, if applicable.

PTCRX vs. MOFIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PTCRX Performance Trust Credit Fund	-0.52%	6.58%	8.01%	10.10%	-10.71%	8.22%
MOFIX Mercer Opportunistic Fixed Income Fund	-2.59%	8.60%	2.23%	12.22%	-11.57%	-0.44%

Returns By Period

In the year-to-date period, PTCRX achieves a -0.52% return, which is significantly higher than MOFIX's -2.59% return.

PTCRX

• 1D: 0.45%
• 1M: -1.42%
• YTD: -0.52%
• 6M: 0.67%
• 1Y: 4.62%
• 3Y*: 7.50%
• 5Y*: 4.10%
• 10Y*: —

MOFIX

• 1D: 0.36%
• 1M: -2.13%
• YTD: -2.59%
• 6M: -1.99%
• 1Y: 3.35%
• 3Y*: 5.19%
• 5Y*: 1.73%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PTCRX vs. MOFIX - Expense Ratio Comparison

PTCRX has a 0.99% expense ratio, which is higher than MOFIX's 0.44% expense ratio.

PTCRX

Performance Trust Credit Fund

MOFIX

Mercer Opportunistic Fixed Income Fund

Return for Risk

PTCRX vs. MOFIX — Risk / Return Rank

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

PTCRX

PTCRX Risk / Return Rank: 85
PTCRX Sharpe Ratio Rank: 85
PTCRX Sortino Ratio Rank: 88
PTCRX Omega Ratio Rank: 80
PTCRX Calmar Ratio Rank: 87
PTCRX Martin Ratio Rank: 84

MOFIX

MOFIX Risk / Return Rank: 45
MOFIX Sharpe Ratio Rank: 51
MOFIX Sortino Ratio Rank: 41
MOFIX Omega Ratio Rank: 55
MOFIX Calmar Ratio Rank: 37
MOFIX Martin Ratio Rank: 39

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.

PTCRX vs. MOFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Performance Trust Credit Fund (PTCRX) and Mercer Opportunistic Fixed Income Fund (MOFIX). 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.

	PTCRX	MOFIX	Difference
Sharpe ratio Return per unit of total volatility	1.65	1.06	+0.59
Sortino ratio Return per unit of downside risk	2.41	1.40	+1.01
Omega ratio Gain probability vs. loss probability	1.32	1.24	+0.08
Calmar ratio Return relative to maximum drawdown	2.29	1.17	+1.12
Martin ratio Return relative to average drawdown	8.50	4.67	+3.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PTCRX vs. MOFIX - Sharpe Ratio Comparison

The current PTCRX Sharpe Ratio is 1.65, which is higher than the MOFIX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of PTCRX and MOFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PTCRX	MOFIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	1.06	+0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.04	0.25	+0.80
Sharpe Ratio (All Time) Calculated using the full available price history	0.99	0.30	+0.69

Correlation

The correlation between PTCRX and MOFIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PTCRX vs. MOFIX - Dividend Comparison

PTCRX's dividend yield for the trailing twelve months is around 5.34%, more than MOFIX's 3.41% yield.

	TTM	2025	2024	2023	2022	2021
PTCRX Performance Trust Credit Fund	5.34%	4.34%	5.67%	5.95%	4.69%	8.11%
MOFIX Mercer Opportunistic Fixed Income Fund	3.41%	3.32%	6.91%	6.44%	3.81%	4.20%

Drawdowns

PTCRX vs. MOFIX - Drawdown Comparison

The maximum PTCRX drawdown since its inception was -14.09%, smaller than the maximum MOFIX drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for PTCRX and MOFIX.

Drawdown Indicators

	PTCRX	MOFIX	Difference
Max Drawdown Largest peak-to-trough decline	-14.09%	-19.96%	+5.87%
Max Drawdown (1Y) Largest decline over 1 year	-2.32%	-3.52%	+1.20%
Max Drawdown (5Y) Largest decline over 5 years	-14.09%	-19.00%	+4.91%
Current Drawdown Current decline from peak	-1.85%	-3.05%	+1.20%
Average Drawdown Average peak-to-trough decline	-3.50%	-5.26%	+1.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.63%	0.88%	-0.25%

Volatility

PTCRX vs. MOFIX - Volatility Comparison

The current volatility for Performance Trust Credit Fund (PTCRX) is 1.24%, while Mercer Opportunistic Fixed Income Fund (MOFIX) has a volatility of 1.48%. This indicates that PTCRX experiences smaller price fluctuations and is considered to be less risky than MOFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PTCRX	MOFIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.24%	1.48%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	1.91%	2.12%	-0.21%
Volatility (1Y) Calculated over the trailing 1-year period	3.09%	3.87%	-0.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.95%	7.25%	-3.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.91%	7.25%	-3.34%