PortfoliosLab logoPortfoliosLab logo
RCTRX vs. CBYYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RCTRX vs. CBYYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Regan Total Return Income Fund (RCTRX) and Victory Pioneer Cat Bond Fund Class Y (CBYYX). 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 CBYYX's 2.82% return.


RCTRX

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

CBYYX

1D
0.09%
1M
0.80%
YTD
2.82%
6M
3.01%
1Y
11.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCTRX vs. CBYYX - Yearly Performance Comparison


2026 (YTD)202520242023
RCTRX
Regan Total Return Income Fund
0.88%6.56%6.81%3.41%
CBYYX
Victory Pioneer Cat Bond Fund Class Y
2.82%11.09%15.69%3.43%

Correlation

The correlation between RCTRX and CBYYX is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2023

0.05

The correlation between RCTRX and CBYYX shifts across timeframes, from -0.10 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

RCTRX vs. CBYYX — 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

CBYYX
CBYYX Risk / Return Rank: 100100
Overall Rank
CBYYX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CBYYX Sortino Ratio Rank: 100100
Sortino Ratio Rank
CBYYX Omega Ratio Rank: 100100
Omega Ratio Rank
CBYYX Calmar Ratio Rank: 100100
Calmar Ratio Rank
CBYYX Martin Ratio Rank: 100100
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. CBYYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Regan Total Return Income Fund (RCTRX) and Victory Pioneer Cat Bond Fund Class Y (CBYYX). 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.


RCTRXCBYYXDifference
Sharpe ratioReturn per unit of total volatility

-6.56

Sortino ratioReturn per unit of downside risk

-27.06

Omega ratioGain probability vs. loss probability

1.62

9.43

-7.81

Calmar ratioReturn relative to maximum drawdown

3.28

123.18

-119.90

Martin ratioReturn relative to average drawdown

12.60

444.54

-431.94

RCTRX vs. CBYYX - Sharpe Ratio Comparison

The current RCTRX Sharpe Ratio is 2.62, which is lower than the CBYYX Sharpe Ratio of 9.18. The chart below compares the historical Sharpe Ratios of RCTRX and CBYYX, 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. CBYYX - Drawdown Comparison

The maximum RCTRX drawdown since its inception was -4.66%, smaller than the maximum CBYYX drawdown of -8.72%. Use the drawdown chart below to compare losses from any high point for RCTRX and CBYYX.


Loading charts...

Drawdown Indicators


RCTRXCBYYXDifference

Max Drawdown

Largest peak-to-trough decline

-4.66%

-8.72%

+4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-1.44%

-0.09%

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-4.66%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-0.57%

-1.28%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.03%

+0.35%

Volatility

RCTRX vs. CBYYX - Volatility Comparison

Regan Total Return Income Fund (RCTRX) has a higher volatility of 0.65% compared to Victory Pioneer Cat Bond Fund Class Y (CBYYX) at 0.21%. This indicates that RCTRX's price experiences larger fluctuations and is considered to be riskier than CBYYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RCTRXCBYYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

0.21%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

0.62%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

1.81%

1.22%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.26%

8.14%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.20%

8.14%

-5.94%

RCTRX vs. CBYYX - Expense Ratio Comparison

RCTRX has a 1.54% expense ratio, which is higher than CBYYX's 1.46% expense ratio.


Dividends

RCTRX vs. CBYYX - Dividend Comparison

RCTRX's dividend yield for the trailing twelve months is around 5.82%, less than CBYYX's 8.89% yield.


PositionTTM202520242023202220212020
CBYYX
Victory Pioneer Cat Bond Fund Class Y
8.89%9.14%10.33%9.41%0.00%0.00%0.00%
RCTRX
Regan Total Return Income Fund
5.82%4.40%5.79%5.98%5.28%10.59%4.98%

Frequently Asked Questions


RCTRX and CBYYX have a correlation of -0.10, 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 CBYYX (0.21%). In terms of maximum drawdown, RCTRX dropped -4.66% vs CBYYX's -8.72%.

CBYYX currently has the higher Sharpe Ratio (9.18 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 CBYYX

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