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RCTIX vs. BCAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RCTIX vs. BCAAX - Performance Comparison

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

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RCTIX vs. BCAAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RCTIX
River Canyon Total Return Bond Fund
-0.97%7.75%7.49%10.02%-4.07%0.70%
BCAAX
BrandywineGLOBAL - Corporate Credit Fund
-1.85%5.27%8.92%11.47%-9.47%1.04%

Returns By Period

In the year-to-date period, RCTIX achieves a -0.97% return, which is significantly higher than BCAAX's -1.85% return.


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%

BCAAX

1D
0.20%
1M
-1.54%
YTD
-1.85%
6M
-1.22%
1Y
2.79%
3Y*
7.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RCTIX vs. BCAAX - Expense Ratio Comparison

RCTIX has a 0.89% expense ratio, which is higher than BCAAX's 0.86% expense ratio.


Return for Risk

RCTIX vs. BCAAX — Risk / Return Rank

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

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

BCAAX
BCAAX Risk / Return Rank: 4646
Overall Rank
BCAAX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BCAAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
BCAAX Omega Ratio Rank: 5454
Omega Ratio Rank
BCAAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
BCAAX Martin Ratio Rank: 3939
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.

RCTIX vs. BCAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for River Canyon Total Return Bond Fund (RCTIX) and BrandywineGLOBAL - Corporate Credit Fund (BCAAX). 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.


RCTIXBCAAXDifference

Sharpe ratio

Return per unit of total volatility

1.94

0.95

+1.00

Sortino ratio

Return per unit of downside risk

2.81

1.35

+1.46

Omega ratio

Gain probability vs. loss probability

1.39

1.21

+0.18

Calmar ratio

Return relative to maximum drawdown

3.10

1.03

+2.07

Martin ratio

Return relative to average drawdown

12.23

4.10

+8.14

RCTIX vs. BCAAX - Sharpe Ratio Comparison

The current RCTIX Sharpe Ratio is 1.94, which is higher than the BCAAX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of RCTIX and BCAAX, 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


RCTIXBCAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.95

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

0.75

+0.54

Correlation

The correlation between RCTIX and BCAAX is 0.44, 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

RCTIX vs. BCAAX - Dividend Comparison

RCTIX's dividend yield for the trailing twelve months is around 6.83%, more than BCAAX's 5.78% yield.


TTM2025202420232022202120202019201820172016
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%
BCAAX
BrandywineGLOBAL - Corporate Credit Fund
5.78%6.27%6.87%4.68%4.99%3.91%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RCTIX vs. BCAAX - Drawdown Comparison

The maximum RCTIX drawdown since its inception was -10.89%, smaller than the maximum BCAAX drawdown of -13.21%. Use the drawdown chart below to compare losses from any high point for RCTIX and BCAAX.


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Drawdown Indicators


RCTIXBCAAXDifference

Max Drawdown

Largest peak-to-trough decline

-10.89%

-13.21%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.50%

-2.84%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-10.89%

Current Drawdown

Current decline from peak

-1.50%

-1.86%

+0.36%

Average Drawdown

Average peak-to-trough decline

-1.09%

-3.10%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.71%

-0.33%

Volatility

RCTIX vs. BCAAX - Volatility Comparison

The current volatility for River Canyon Total Return Bond Fund (RCTIX) is 0.91%, while BrandywineGLOBAL - Corporate Credit Fund (BCAAX) has a volatility of 1.10%. This indicates that RCTIX experiences smaller price fluctuations and is considered to be less risky than BCAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCTIXBCAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

1.10%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.59%

1.92%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

2.31%

3.32%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.47%

4.05%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.74%

4.05%

-0.31%