RCTRX vs. GMODX
Compare and contrast key facts about Regan Total Return Income Fund (RCTRX) and GMO Opportunistic Income Fund (GMODX).
RCTRX is managed by Regan. It was launched on Sep 30, 2020. GMODX is managed by GMO. It was launched on Oct 2, 2011.
Performance
RCTRX vs. GMODX - Performance Comparison
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RCTRX vs. GMODX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RCTRX Regan Total Return Income Fund | -0.05% | 6.56% | 6.81% | 7.29% | -2.23% | 6.89% | 2.60% |
GMODX GMO Opportunistic Income Fund | 0.74% | 6.47% | 6.11% | 7.07% | -2.09% | 2.83% | 0.43% |
Returns By Period
In the year-to-date period, RCTRX achieves a -0.05% return, which is significantly lower than GMODX's 0.74% return.
RCTRX
- 1D
- 0.10%
- 1M
- -0.93%
- YTD
- -0.05%
- 6M
- 1.38%
- 1Y
- 4.73%
- 3Y*
- 6.20%
- 5Y*
- 4.44%
- 10Y*
- —
GMODX
- 1D
- -0.37%
- 1M
- -0.57%
- YTD
- 0.74%
- 6M
- 1.99%
- 1Y
- 4.96%
- 3Y*
- 6.18%
- 5Y*
- 3.87%
- 10Y*
- 4.36%
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RCTRX vs. GMODX - Expense Ratio Comparison
RCTRX has a 1.54% expense ratio, which is higher than GMODX's 0.47% expense ratio.
Return for Risk
RCTRX vs. GMODX — Risk / Return Rank
RCTRX
GMODX
RCTRX vs. GMODX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Regan Total Return Income Fund (RCTRX) and GMO Opportunistic Income Fund (GMODX). 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.
| RCTRX | GMODX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | 3.01 | -0.47 |
Sortino ratioReturn per unit of downside risk | 3.75 | 4.91 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.53 | 1.69 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.40 | 5.16 | -1.76 |
Martin ratioReturn relative to average drawdown | 12.23 | 23.65 | -11.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RCTRX | GMODX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 3.01 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.02 | 1.02 | +1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.34 | 1.38 | +0.96 |
Correlation
The correlation between RCTRX and GMODX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RCTRX vs. GMODX - Dividend Comparison
RCTRX's dividend yield for the trailing twelve months is around 4.68%, less than GMODX's 5.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RCTRX Regan Total Return Income Fund | 4.68% | 4.40% | 5.79% | 5.98% | 5.28% | 10.59% | 4.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GMODX GMO Opportunistic Income Fund | 5.03% | 4.99% | 5.28% | 6.17% | 5.44% | 2.10% | 4.15% | 5.69% | 4.35% | 2.66% | 2.55% | 1.71% |
Drawdowns
RCTRX vs. GMODX - Drawdown Comparison
The maximum RCTRX drawdown since its inception was -4.66%, smaller than the maximum GMODX drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for RCTRX and GMODX.
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Drawdown Indicators
| RCTRX | GMODX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.66% | -8.79% | +4.13% |
Max Drawdown (1Y)Largest decline over 1 year | -1.46% | -0.98% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -4.66% | -5.79% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.79% | — |
Current DrawdownCurrent decline from peak | -1.13% | -0.73% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -0.58% | -0.71% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 0.21% | +0.19% |
Volatility
RCTRX vs. GMODX - Volatility Comparison
Regan Total Return Income Fund (RCTRX) and GMO Opportunistic Income Fund (GMODX) have volatilities of 0.59% and 0.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RCTRX | GMODX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 0.58% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.11% | 1.11% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.95% | 1.68% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.22% | 3.83% | -1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.20% | 3.04% | -0.84% |