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RCTIX vs. EARRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RCTIX vs. EARRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in River Canyon Total Return Bond Fund (RCTIX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). The values are adjusted to include any dividend payments, if applicable.

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RCTIX vs. EARRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
0.28%5.46%5.39%5.95%-3.22%7.50%5.05%5.29%-0.49%1.81%

Returns By Period

In the year-to-date period, RCTIX achieves a -0.97% return, which is significantly lower than EARRX's 0.28% return. Over the past 10 years, RCTIX has outperformed EARRX with an annualized return of 5.54%, while EARRX has yielded a comparatively lower 3.60% annualized 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%

EARRX

1D
0.18%
1M
-0.21%
YTD
0.28%
6M
0.32%
1Y
2.98%
3Y*
4.81%
5Y*
3.78%
10Y*
3.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RCTIX vs. EARRX - Expense Ratio Comparison

RCTIX has a 0.89% expense ratio, which is higher than EARRX's 0.85% expense ratio.


Return for Risk

RCTIX vs. EARRX — 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

EARRX
EARRX Risk / Return Rank: 8888
Overall Rank
EARRX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EARRX Sortino Ratio Rank: 8686
Sortino Ratio Rank
EARRX Omega Ratio Rank: 8686
Omega Ratio Rank
EARRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
EARRX 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.

RCTIX vs. EARRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for River Canyon Total Return Bond Fund (RCTIX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). 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.


RCTIXEARRXDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.60

+0.34

Sortino ratio

Return per unit of downside risk

2.81

2.29

+0.52

Omega ratio

Gain probability vs. loss probability

1.39

1.36

+0.04

Calmar ratio

Return relative to maximum drawdown

3.10

2.76

+0.33

Martin ratio

Return relative to average drawdown

12.23

12.19

+0.04

RCTIX vs. EARRX - Sharpe Ratio Comparison

The current RCTIX Sharpe Ratio is 1.94, which is comparable to the EARRX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of RCTIX and EARRX, 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


RCTIXEARRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.60

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.71

1.37

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.49

1.33

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

1.04

+0.24

Correlation

The correlation between RCTIX and EARRX is 0.29, 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

RCTIX vs. EARRX - Dividend Comparison

RCTIX's dividend yield for the trailing twelve months is around 6.83%, more than EARRX's 3.87% yield.


TTM20252024202320222021202020192018201720162015
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%
EARRX
Eaton Vance Short Duration Inflation-Protected Income Fund Class A
3.87%4.36%3.83%4.24%4.82%3.32%2.02%2.46%2.67%1.90%2.00%1.73%

Drawdowns

RCTIX vs. EARRX - Drawdown Comparison

The maximum RCTIX drawdown since its inception was -10.89%, which is greater than EARRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for RCTIX and EARRX.


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Drawdown Indicators


RCTIXEARRXDifference

Max Drawdown

Largest peak-to-trough decline

-10.89%

-10.27%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.50%

-1.18%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-6.17%

-6.39%

+0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-10.89%

-10.27%

-0.62%

Current Drawdown

Current decline from peak

-1.50%

-0.51%

-0.99%

Average Drawdown

Average peak-to-trough decline

-1.09%

-1.09%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.27%

+0.11%

Volatility

RCTIX vs. EARRX - Volatility Comparison

River Canyon Total Return Bond Fund (RCTIX) has a higher volatility of 0.91% compared to Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) at 0.58%. This indicates that RCTIX's price experiences larger fluctuations and is considered to be riskier than EARRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCTIXEARRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

0.58%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

1.59%

1.05%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

2.31%

1.87%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.47%

2.78%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.74%

2.71%

+1.03%