RCTRX vs. SRLN
RCTRX (Regan Total Return Income Fund) and SRLN (State Street Blackstone Senior Loan ETF) are both funds - RCTRX is a Nontraditional Bonds fund managed by Regan, while SRLN is a Bank Loan fund actively managed by State Street. Over the past 5 years, RCTRX returned 4.38%/yr vs 4.43%/yr for SRLN. At a 0.10 correlation, their price movements are largely independent. RCTRX charges 1.54%/yr vs 0.70%/yr for SRLN.
Performance
RCTRX vs. SRLN - 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 SRLN's 0.28% return.
RCTRX
- 1D
- -0.10%
- 1M
- 0.59%
- YTD
- 0.88%
- 6M
- 0.98%
- 1Y
- 4.50%
- 3Y*
- 5.97%
- 5Y*
- 4.38%
- 10Y*
- —
SRLN
- 1D
- -0.20%
- 1M
- -0.09%
- YTD
- 0.28%
- 6M
- 0.45%
- 1Y
- 4.54%
- 3Y*
- 7.31%
- 5Y*
- 4.43%
- 10Y*
- 4.52%
RCTRX vs. SRLN - 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% |
SRLN State Street Blackstone Senior Loan ETF | 0.28% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.03% |
Correlation
The correlation between RCTRX and SRLN is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2020 | 0.10 |
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Return for Risk
RCTRX vs. SRLN — Risk / Return Rank
RCTRX
SRLN
RCTRX vs. SRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Regan Total Return Income Fund (RCTRX) and State Street Blackstone Senior Loan ETF (SRLN). 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 | SRLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.34 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 1.40 | +1.89 |
| Martin ratioReturn relative to average drawdown | 12.60 | 5.17 | +7.43 |
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Drawdowns
RCTRX vs. SRLN - Drawdown Comparison
The maximum RCTRX drawdown since its inception was -4.66%, smaller than the maximum SRLN drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for RCTRX and SRLN.
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Drawdown Indicators
| RCTRX | SRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.66% | -22.29% | +17.63% |
Max Drawdown (1Y)Largest decline over 1 year | -1.44% | -3.26% | +1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -1.96% | -4.26% | +2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -4.66% | -7.93% | +3.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.29% | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.52% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -0.57% | -1.10% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 0.88% | -0.50% |
Volatility
RCTRX vs. SRLN - Volatility Comparison
Regan Total Return Income Fund (RCTRX) and State Street Blackstone Senior Loan ETF (SRLN) have volatilities of 0.65% and 0.64%, 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 | SRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.65% | 0.64% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 2.68% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.81% | 2.92% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.26% | 3.92% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.20% | 6.06% | -3.86% |
RCTRX vs. SRLN - Expense Ratio Comparison
RCTRX has a 1.54% expense ratio, which is higher than SRLN's 0.70% expense ratio.
Dividends
RCTRX vs. SRLN - Dividend Comparison
RCTRX's dividend yield for the trailing twelve months is around 5.82%, less than SRLN's 7.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SRLN State Street Blackstone Senior Loan ETF | 7.52% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Frequently Asked Questions
RCTRX and SRLN have a correlation of 0.09, 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 SRLN (0.64%). In terms of maximum drawdown, RCTRX dropped -4.66% vs SRLN's -22.29%.
RCTRX currently has the higher Sharpe Ratio (2.62 vs 1.57), 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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