RCTRX vs. GMODX
RCTRX (Regan Total Return Income Fund) and GMODX (GMO Opportunistic Income Fund) are both Nontraditional Bonds funds. Over the past 5 years, RCTRX returned 4.38%/yr vs 3.82%/yr for GMODX. A 0.69 correlation means they provide meaningful diversification when combined. RCTRX charges 1.54%/yr vs 0.47%/yr for GMODX.
Performance
RCTRX vs. GMODX - Performance Comparison
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Returns By Period
In the year-to-date period, RCTRX achieves a 0.88% return, which is significantly lower than GMODX's 1.10% return.
RCTRX
- 1D
- -0.10%
- 1M
- 0.59%
- YTD
- 0.88%
- 6M
- 0.98%
- 1Y
- 4.50%
- 3Y*
- 5.97%
- 5Y*
- 4.38%
- 10Y*
- —
GMODX
- 1D
- -0.08%
- 1M
- 0.24%
- YTD
- 1.10%
- 6M
- 1.24%
- 1Y
- 4.19%
- 3Y*
- 5.79%
- 5Y*
- 3.82%
- 10Y*
- 4.24%
RCTRX vs. GMODX - 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% |
GMODX GMO Opportunistic Income Fund | 1.10% | 6.47% | 6.11% | 7.07% | -2.09% | 2.83% | 0.47% |
Correlation
The correlation between RCTRX and GMODX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2020 | 0.69 |
The correlation between RCTRX and GMODX has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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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.
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 | GMODX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.71 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 6.70 | -3.42 |
| Martin ratioReturn relative to average drawdown | 12.60 | 28.07 | -15.47 |
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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 | -1.44% | -0.65% | -0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -1.96% | -4.97% | +3.01% |
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 | -0.22% | -0.21% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -0.57% | -0.70% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.16% | +0.22% |
Volatility
RCTRX vs. GMODX - Volatility Comparison
Regan Total Return Income Fund (RCTRX) has a higher volatility of 0.65% compared to GMO Opportunistic Income Fund (GMODX) at 0.42%. This indicates that RCTRX's price experiences larger fluctuations and is considered to be riskier than GMODX based on this measure. 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 | 0.65% | 0.42% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 0.95% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.81% | 1.33% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.26% | 3.83% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.20% | 3.04% | -0.84% |
RCTRX vs. GMODX - Expense Ratio Comparison
RCTRX has a 1.54% expense ratio, which is higher than GMODX's 0.47% expense ratio.
Dividends
RCTRX vs. GMODX - Dividend Comparison
RCTRX's dividend yield for the trailing twelve months is around 5.82%, more than GMODX's 5.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMODX GMO Opportunistic Income Fund | 5.01% | 4.99% | 5.28% | 6.17% | 5.44% | 2.10% | 4.15% | 5.69% | 4.35% | 2.66% | 2.55% | 1.71% |
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 GMODX have a correlation of 0.71, 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 GMODX (0.42%). In terms of maximum drawdown, RCTRX dropped -4.66% vs GMODX's -8.79%.
GMODX currently has the higher Sharpe Ratio (3.30 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.
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