RCS vs. HOBIX
RCS (PIMCO Strategic Income Fund) and HOBIX (Holbrook Income Fund Class I) are both Intermediate Core-Plus Bond funds. Over the past 5 years, RCS returned 0.68%/yr vs 4.13%/yr for HOBIX. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
RCS vs. HOBIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RCS achieves a -0.92% return, which is significantly lower than HOBIX's 2.33% return.
RCS
- 1D
- 1.55%
- 1M
- -4.00%
- 6M
- -8.30%
- YTD
- -0.92%
- 1Y
- -19.96%
- 3Y*
- 6.69%
- 5Y*
- 0.68%
- 10Y*
- 2.85%
- ALL TIME*
- 6.17%
HOBIX
- 1D
- 0.00%
- 1M
- -0.31%
- 6M
- 1.72%
- YTD
- 2.33%
- 1Y
- 5.00%
- 3Y*
- 6.48%
- 5Y*
- 4.13%
- 10Y*
- —
- ALL TIME*
- 4.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $707.45K | $672.81K | $742.33K |
RCS vs. HOBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RCS PIMCO Strategic Income Fund | -0.92% | -21.48% | 37.47% | 37.60% | -18.72% | 6.33% | -16.19% | 1.62% | 15.51% | 14.39% |
HOBIX Holbrook Income Fund Class I | 2.33% | 7.67% | 7.66% | 5.65% | -2.91% | 6.13% | 7.45% | 7.70% | 1.74% | 2.75% |
Correlation
The correlation between RCS and HOBIX is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.19 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RCS vs. HOBIX — Risk / Return Rank
RCS
HOBIX
RCS vs. HOBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Strategic Income Fund (RCS) and Holbrook Income Fund Class I (HOBIX). 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.
| RCS | HOBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.42 | ||
| Sortino ratioReturn per unit of downside risk | -8.56 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 3.12 | -2.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 10.06 | -10.67 |
| Martin ratioReturn relative to average drawdown | -0.92 | 29.52 | -30.44 |
Loading charts...
Drawdowns
RCS vs. HOBIX - Drawdown Comparison
The maximum RCS drawdown since its inception was -46.69%, which is greater than HOBIX's maximum drawdown of -23.52%. Use the drawdown chart below to compare losses from any high point for RCS and HOBIX.
Loading charts...
Drawdown Indicators
| RCS | HOBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.69% | -23.52% | -23.17% |
Max Drawdown (1Y)Largest decline over 1 year | -32.94% | -0.51% | -32.43% |
Max Drawdown (3Y)Largest decline over 3 years | -32.94% | -2.77% | -30.17% |
Max Drawdown (5Y)Largest decline over 5 years | -36.18% | -4.16% | -32.02% |
Max Drawdown (10Y)Largest decline over 10 years | -46.69% | — | — |
Current DrawdownCurrent decline from peak | -29.32% | -0.41% | -28.91% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -0.96% | -8.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.75% | 0.17% | +21.58% |
Volatility
RCS vs. HOBIX - Volatility Comparison
PIMCO Strategic Income Fund (RCS) has a higher volatility of 3.44% compared to Holbrook Income Fund Class I (HOBIX) at 0.27%. This indicates that RCS's price experiences larger fluctuations and is considered to be riskier than HOBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RCS | HOBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 0.27% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 16.51% | 1.33% | +15.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.32% | 2.05% | +22.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.23% | 2.65% | +22.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.81% | 5.69% | +20.12% |
Dividends
RCS vs. HOBIX - Dividend Comparison
RCS's dividend yield for the trailing twelve months is around 9.14%, more than HOBIX's 5.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HOBIX Holbrook Income Fund Class I | 5.83% | 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 | 9.14% | 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
RCS and HOBIX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCS has higher volatility (3.44%) compared to HOBIX (0.27%). In terms of maximum drawdown, RCS dropped -46.69% vs HOBIX's -23.52%.
HOBIX currently has the higher Sharpe Ratio (2.59 vs -0.83), 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.
Find the right allocation for RCS and HOBIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer