REIIX vs. RBNNX

Last updated Apr 1, 2026

Compare and contrast key facts about West Loop Realty Fund (REIIX) and Robinson Opportunistic Income Fund (RBNNX).

REIIX is managed by Liberty Street. It was launched on Dec 31, 2013. RBNNX is managed by Liberty Street. It was launched on Dec 31, 2015.

Performance

REIIX vs. RBNNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in West Loop Realty Fund (REIIX) and Robinson Opportunistic Income Fund (RBNNX). The values are adjusted to include any dividend payments, if applicable.

REIIX vs. RBNNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
REIIX West Loop Realty Fund	0.00%	2.21%	-5.60%	13.33%	-26.09%	39.77%	-2.90%	30.07%	-8.91%	6.80%
RBNNX Robinson Opportunistic Income Fund	-3.20%	5.82%	14.95%	11.36%	-7.29%	12.37%	-6.60%	17.29%	-5.22%	5.93%

Returns By Period

REIIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

RBNNX

• 1D: 0.10%
• 1M: -3.16%
• YTD: -3.20%
• 6M: -3.35%
• 1Y: 2.04%
• 3Y*: 8.87%
• 5Y*: 5.52%
• 10Y*: 5.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

REIIX vs. RBNNX - Expense Ratio Comparison

REIIX has a 1.43% expense ratio, which is lower than RBNNX's 3.92% expense ratio.

RBNNX

Robinson Opportunistic Income Fund

REIIX

West Loop Realty Fund

Return for Risk

REIIX vs. RBNNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RBNNX

RBNNX Risk / Return Rank: 10
RBNNX Sharpe Ratio Rank: 10
RBNNX Sortino Ratio Rank: 8
RBNNX Omega Ratio Rank: 10
RBNNX Calmar Ratio Rank: 10
RBNNX Martin Ratio Rank: 12

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.

REIIX vs. RBNNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for West Loop Realty Fund (REIIX) and Robinson Opportunistic Income Fund (RBNNX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	REIIX	RBNNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.24	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.55	—

Correlation

The correlation between REIIX and RBNNX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

REIIX vs. RBNNX - Dividend Comparison

REIIX's dividend yield for the trailing twelve months is around 46.45%, more than RBNNX's 7.22% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REIIX West Loop Realty Fund	46.45%	46.45%	1.45%	2.33%	12.09%	7.95%	3.11%	6.04%	3.29%	2.34%	4.64%	3.71%
RBNNX Robinson Opportunistic Income Fund	7.22%	5.19%	3.80%	2.81%	2.54%	3.64%	6.84%	6.93%	9.84%	5.95%	7.29%	0.00%

Drawdowns

Drawdown Indicators

	REIIX	RBNNX	Difference
Max Drawdown Largest peak-to-trough decline	—	-35.31%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.55%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.31%	—
Current Drawdown Current decline from peak	—	-5.00%	—
Average Drawdown Average peak-to-trough decline	—	-3.90%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.88%	—

Volatility

Volatility by Period

	REIIX	RBNNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.38%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	8.63%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	6.72%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	10.43%	—