RCTIX vs. JPIB
Compare and contrast key facts about River Canyon Total Return Bond Fund (RCTIX) and JPMorgan International Bond Opportunities ETF (JPIB).
RCTIX is managed by River Canyon. It was launched on Dec 30, 2014. JPIB is an actively managed fund by JPMorgan Chase. It was launched on Apr 5, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RCTIX or JPIB.
Key characteristics
| RCTIX | JPIB | |
|---|---|---|
| YTD Return | 7.00% | 3.72% |
| 1Y Return | 11.39% | 9.55% |
| 3Y Return (Ann) | 4.14% | 1.86% |
| 5Y Return (Ann) | 3.66% | 2.63% |
| Sharpe Ratio | 4.12 | 2.35 |
| Sortino Ratio | 6.80 | 3.74 |
| Omega Ratio | 1.96 | 1.46 |
| Calmar Ratio | 10.05 | 2.02 |
| Martin Ratio | 31.11 | 14.33 |
| Ulcer Index | 0.36% | 0.64% |
| Daily Std Dev | 2.71% | 3.89% |
| Max Drawdown | -10.89% | -13.13% |
| Current Drawdown | -0.72% | -1.14% |
Correlation
The correlation between RCTIX and JPIB is 0.30, 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.
Performance
RCTIX vs. JPIB - Performance Comparison
In the year-to-date period, RCTIX achieves a 7.00% return, which is significantly higher than JPIB's 3.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RCTIX vs. JPIB - Expense Ratio Comparison
RCTIX has a 0.89% expense ratio, which is higher than JPIB's 0.50% expense ratio.
Risk-Adjusted Performance
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.
Dividends
RCTIX vs. JPIB - Dividend Comparison
RCTIX's dividend yield for the trailing twelve months is around 7.83%, more than JPIB's 4.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
RCTIX River Canyon Total Return Bond Fund | 7.83% | 8.51% | 6.00% | 3.02% | 3.79% | 2.70% | 3.30% | 4.89% | 2.32% | 5.74% |
JPIB JPMorgan International Bond Opportunities ETF | 4.31% | 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.
Volatility
RCTIX vs. JPIB - Volatility Comparison
The current volatility for River Canyon Total Return Bond Fund (RCTIX) is 0.63%, while JPMorgan International Bond Opportunities ETF (JPIB) has a volatility of 0.86%. 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.