RCTRX vs. GLD
RCTRX (Regan Total Return Income Fund) and GLD (SPDR Gold Shares) are both funds - RCTRX is a Nontraditional Bonds fund managed by Regan, while GLD is a Gold fund tracking the LBMA Gold Price PM. Over the past 5 years, RCTRX returned 4.38%/yr vs 17.04%/yr for GLD. At a 0.26 correlation, their price movements are largely independent. RCTRX charges 1.54%/yr vs 0.40%/yr for GLD.
Performance
RCTRX vs. GLD - Performance Comparison
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Returns By Period
In the year-to-date period, RCTRX achieves a 0.88% return, which is significantly higher than GLD's -7.67% return.
RCTRX
- 1D
- 0.00%
- 1M
- 0.59%
- YTD
- 0.88%
- 6M
- 0.98%
- 1Y
- 4.39%
- 3Y*
- 5.97%
- 5Y*
- 4.38%
- 10Y*
- —
GLD
- 1D
- -3.02%
- 1M
- -11.58%
- YTD
- -7.67%
- 6M
- -11.17%
- 1Y
- 19.51%
- 3Y*
- 27.10%
- 5Y*
- 17.04%
- 10Y*
- 11.25%
RCTRX vs. GLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RCTRX Regan Total Return Income Fund | 0.88% | 6.56% | 6.81% | 7.29% | -2.23% | 6.89% | 2.60% |
GLD SPDR Gold Shares | -7.67% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | -2.64% |
Correlation
The correlation between RCTRX and GLD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
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 | 0.26 |
The correlation between RCTRX and GLD shifts across timeframes, from 0.24 (3 years) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RCTRX vs. GLD — Risk / Return Rank
RCTRX
GLD
RCTRX vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Regan Total Return Income Fund (RCTRX) and SPDR Gold Shares (GLD). 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.
| RCTRX | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +3.28 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.15 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 0.75 | +2.39 |
| Martin ratioReturn relative to average drawdown | 12.02 | 2.12 | +9.90 |
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Drawdowns
RCTRX vs. GLD - Drawdown Comparison
The maximum RCTRX drawdown since its inception was -4.66%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for RCTRX and GLD.
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Drawdown Indicators
| RCTRX | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.66% | -45.56% | +40.90% |
Max Drawdown (1Y)Largest decline over 1 year | -1.44% | -26.21% | +24.77% |
Max Drawdown (3Y)Largest decline over 3 years | -1.96% | -26.21% | +24.25% |
Max Drawdown (5Y)Largest decline over 5 years | -4.66% | -26.21% | +21.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.21% | — |
Current DrawdownCurrent decline from peak | -0.22% | -26.21% | +25.99% |
Average DrawdownAverage peak-to-trough decline | -0.57% | -16.17% | +15.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 9.24% | -8.86% |
Volatility
RCTRX vs. GLD - Volatility Comparison
The current volatility for Regan Total Return Income Fund (RCTRX) is 0.65%, while SPDR Gold Shares (GLD) has a volatility of 8.58%. This indicates that RCTRX experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RCTRX | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.65% | 8.58% | -7.93% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 24.57% | -23.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.81% | 27.75% | -25.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.26% | 18.30% | -16.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.20% | 16.07% | -13.87% |
RCTRX vs. GLD - Expense Ratio Comparison
RCTRX has a 1.54% expense ratio, which is higher than GLD's 0.40% expense ratio.
Dividends
RCTRX vs. GLD - Dividend Comparison
RCTRX's dividend yield for the trailing twelve months is around 5.82%, while GLD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 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 GLD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLD has higher volatility (8.58%) compared to RCTRX (0.65%). In terms of maximum drawdown, RCTRX dropped -4.66% vs GLD's -45.56%.
RCTRX currently has the higher Sharpe Ratio (2.51 vs 0.71), 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.
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