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RCTIX vs. JPIB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RCTIX and JPIB is 0.31, 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.


-0.50.00.51.00.3

Performance

RCTIX vs. JPIB - Performance Comparison

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

0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
3.85%
2.71%
RCTIX
JPIB

Key characteristics

Sharpe Ratio

RCTIX:

3.51

JPIB:

1.46

Sortino Ratio

RCTIX:

5.46

JPIB:

2.17

Omega Ratio

RCTIX:

1.76

JPIB:

1.27

Calmar Ratio

RCTIX:

7.82

JPIB:

2.51

Martin Ratio

RCTIX:

20.18

JPIB:

6.49

Ulcer Index

RCTIX:

0.43%

JPIB:

0.76%

Daily Std Dev

RCTIX:

2.47%

JPIB:

3.38%

Max Drawdown

RCTIX:

-10.89%

JPIB:

-13.13%

Current Drawdown

RCTIX:

0.00%

JPIB:

-0.71%

Returns By Period

In the year-to-date period, RCTIX achieves a 0.90% return, which is significantly higher than JPIB's 0.66% return.


RCTIX

YTD

0.90%

1M

0.92%

6M

3.85%

1Y

8.58%

5Y*

4.32%

10Y*

4.91%

JPIB

YTD

0.66%

1M

0.38%

6M

2.56%

1Y

4.72%

5Y*

2.46%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


RCTIX vs. JPIB - Expense Ratio Comparison

RCTIX has a 0.89% expense ratio, which is higher than JPIB's 0.50% expense ratio.


RCTIX
River Canyon Total Return Bond Fund
Expense ratio chart for RCTIX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
Expense ratio chart for JPIB: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

RCTIX vs. JPIB — Risk-Adjusted Performance Rank

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

RCTIX
The Risk-Adjusted Performance Rank of RCTIX is 9696
Overall Rank
The Sharpe Ratio Rank of RCTIX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of RCTIX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of RCTIX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of RCTIX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of RCTIX is 9595
Martin Ratio Rank

JPIB
The Risk-Adjusted Performance Rank of JPIB is 6060
Overall Rank
The Sharpe Ratio Rank of JPIB is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of JPIB is 6060
Sortino Ratio Rank
The Omega Ratio Rank of JPIB is 5858
Omega Ratio Rank
The Calmar Ratio Rank of JPIB is 7070
Calmar Ratio Rank
The Martin Ratio Rank of JPIB is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RCTIX vs. JPIB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for River Canyon Total Return Bond Fund (RCTIX) and JPMorgan International Bond Opportunities ETF (JPIB). 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.


Sharpe ratio
The chart of Sharpe ratio for RCTIX, currently valued at 3.51, compared to the broader market-1.000.001.002.003.004.003.511.46
The chart of Sortino ratio for RCTIX, currently valued at 5.46, compared to the broader market0.005.0010.005.462.17
The chart of Omega ratio for RCTIX, currently valued at 1.76, compared to the broader market1.002.003.004.001.761.27
The chart of Calmar ratio for RCTIX, currently valued at 7.82, compared to the broader market0.005.0010.0015.0020.007.822.51
The chart of Martin ratio for RCTIX, currently valued at 20.18, compared to the broader market0.0020.0040.0060.0080.0020.186.49
RCTIX
JPIB

The current RCTIX Sharpe Ratio is 3.51, which is higher than the JPIB Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of RCTIX and JPIB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
3.51
1.46
RCTIX
JPIB

Dividends

RCTIX vs. JPIB - Dividend Comparison

RCTIX's dividend yield for the trailing twelve months is around 7.83%, more than JPIB's 4.55% yield.


TTM2024202320222021202020192018201720162015
RCTIX
River Canyon Total Return Bond Fund
7.83%7.90%8.51%6.00%3.02%3.79%2.70%3.30%4.89%2.32%5.74%
JPIB
JPMorgan International Bond Opportunities ETF
4.55%4.58%4.35%3.10%2.59%3.14%4.66%5.83%2.00%0.00%0.00%

Drawdowns

RCTIX vs. JPIB - Drawdown Comparison

The maximum RCTIX drawdown since its inception was -10.89%, smaller than the maximum JPIB drawdown of -13.13%. Use the drawdown chart below to compare losses from any high point for RCTIX and JPIB. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%AugustSeptemberOctoberNovemberDecember20250
-0.71%
RCTIX
JPIB

Volatility

RCTIX vs. JPIB - Volatility Comparison

The current volatility for River Canyon Total Return Bond Fund (RCTIX) is 0.82%, while JPMorgan International Bond Opportunities ETF (JPIB) has a volatility of 1.26%. This indicates that RCTIX experiences smaller price fluctuations and is considered to be less risky than JPIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%AugustSeptemberOctoberNovemberDecember2025
0.82%
1.26%
RCTIX
JPIB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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