PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
RCTRX vs. BGCIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RCTRX vs. BGCIX

Last updated Jun 24, 2026

RCTRX (Regan Total Return Income Fund) and BGCIX (BlackRock Global Long/Short Credit Fund) are both Nontraditional Bonds funds. Over the past 5 years, RCTRX returned 4.38%/yr vs 3.23%/yr for BGCIX. At a 0.24 correlation, their price movements are largely independent. RCTRX charges 1.54%/yr vs 1.12%/yr for BGCIX.

Performance

RCTRX vs. BGCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Regan Total Return Income Fund (RCTRX) and BlackRock Global Long/Short Credit Fund (BGCIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RCTRX achieves a 0.88% return, which is significantly lower than BGCIX's 1.44% return.

RCTRX

1D
-0.10%
1M
0.59%
YTD
0.88%
6M
0.98%
1Y
4.50%
3Y*
5.97%
5Y*
4.38%
10Y*
—

BGCIX

1D
-0.11%
1M
0.44%
YTD
1.44%
6M
1.66%
1Y
4.36%
3Y*
7.14%
5Y*
3.23%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCTRX vs. BGCIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
RCTRX
Regan Total Return Income Fund		0.88%6.56%6.81%7.29%-2.23%6.89%2.60%
BGCIX
BlackRock Global Long/Short Credit Fund		1.44%6.55%8.47%8.87%-8.02%3.48%4.39%

Correlation

The correlation between RCTRX and BGCIX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2020

0.24

Compare stocks, funds, or ETFs

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

Regan Total Return Income Fund

BlackRock Global Long/Short Credit Fund

Often compared with RCTRX:
RCTRX vs. AXSIXRCTRX vs. VTIRCTRX vs. FPFIXRCTRX vs. APFPXRCTRX vs. TUIFXRCTRX vs. CBYYXRCTRX vs. AFLIX
Often compared with BGCIX:
BGCIX vs. RPIEXBGCIX vs. SIFFXBGCIX vs. PADZXBGCIX vs. DCAIXBGCIX vs. DFLEXBGCIX vs. RPELXBGCIX vs. AFLIX

Return for Risk

RCTRX vs. BGCIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RCTRX
RCTRX Risk / Return Rank: 8484
Overall Rank
RCTRX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RCTRX Sortino Ratio Rank: 9494
Sortino Ratio Rank
RCTRX Omega Ratio Rank: 9191
Omega Ratio Rank
RCTRX Calmar Ratio Rank: 7676
Calmar Ratio Rank
RCTRX Martin Ratio Rank: 7070
Martin Ratio Rank
BGCIX
BGCIX Risk / Return Rank: 9696
Overall Rank
BGCIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BGCIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
BGCIX Omega Ratio Rank: 9797
Omega Ratio Rank
BGCIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
BGCIX 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.

RCTRX vs. BGCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Regan Total Return Income Fund (RCTRX) and BlackRock Global Long/Short Credit Fund (BGCIX). 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.

RCTRXBGCIXDifference
Sharpe ratioReturn per unit of total volatility
2.62
3.34

-0.72

Sortino ratioReturn per unit of downside risk
4.53
5.78

-1.25

Omega ratioGain probability vs. loss probability

1.62

1.91

-0.28

Calmar ratioReturn relative to maximum drawdown

3.28

4.65

-1.37

Martin ratioReturn relative to average drawdown

12.60

19.56

-6.96

RCTRX vs. BGCIX - Sharpe Ratio Comparison

The current RCTRX Sharpe Ratio is 2.62, which is comparable to the BGCIX Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of RCTRX and BGCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

RCTRX vs. BGCIX - Drawdown Comparison

The maximum RCTRX drawdown since its inception was -4.66%, smaller than the maximum BGCIX drawdown of -10.37%. Use the drawdown chart below to compare losses from any high point for RCTRX and BGCIX.

Loading charts...

Drawdown Indicators

RCTRXBGCIXDifference

Max Drawdown

Largest peak-to-trough decline

-4.66%

-10.37%

+5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.44%

-0.99%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-1.96%

-2.18%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-4.66%

-9.78%

+5.12%

Max Drawdown (10Y)

Largest decline over 10 years

—

-10.37%

—

Current Drawdown

Current decline from peak

-0.22%

-0.11%

-0.11%

Average Drawdown

Average peak-to-trough decline

-0.57%

-1.27%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.24%

+0.14%

Volatility

RCTRX vs. BGCIX - Volatility Comparison

Regan Total Return Income Fund (RCTRX) has a higher volatility of 0.65% compared to BlackRock Global Long/Short Credit Fund (BGCIX) at 0.42%. This indicates that RCTRX's price experiences larger fluctuations and is considered to be riskier than BGCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

RCTRXBGCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

0.42%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

1.00%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

1.81%

1.38%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.26%

1.90%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.20%

3.15%

-0.95%

RCTRX vs. BGCIX - Expense Ratio Comparison

RCTRX has a 1.54% expense ratio, which is higher than BGCIX's 1.12% expense ratio.

Dividends

RCTRX vs. BGCIX - Dividend Comparison

RCTRX's dividend yield for the trailing twelve months is around 5.82%, more than BGCIX's 5.74% yield.

PositionTTM20252024202320222021202020192018201720162015
BGCIX
BlackRock Global Long/Short Credit Fund		5.74%5.83%7.13%3.33%8.25%3.57%9.87%3.75%6.01%1.16%0.00%5.11%
RCTRX
Regan Total Return Income Fund		5.82%4.40%5.79%5.98%5.28%10.59%4.98%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

RCTRX and BGCIX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RCTRX has higher volatility (0.65%) compared to BGCIX (0.42%). In terms of maximum drawdown, RCTRX dropped -4.66% vs BGCIX's -10.37%.

BGCIX currently has the higher Sharpe Ratio (3.34 vs 2.62), 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.

Portfolio Optimizer

Find the right allocation for RCTRX and BGCIX

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