RPXIX vs. SBRB
Compare and contrast key facts about RiverPark Large Growth Fund (RPXIX) and Sberbank MOEX Corporate Bonds Index ETF (SBRB).
RPXIX is managed by RiverPark Funds. It was launched on Sep 30, 2010. SBRB is a passively managed fund by Sberbank Asset Management that tracks the performance of the MOEX Corporate Bond Total Return Index 1-3 Years. It was launched on Sep 6, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RPXIX or SBRB.
Key characteristics
| RPXIX | SBRB | |
|---|---|---|
| YTD Return | 24.50% | 2.73% |
| 1Y Return | 39.43% | 2.17% |
| 3Y Return (Ann) | -6.75% | 5.58% |
| 5Y Return (Ann) | 5.90% | 5.13% |
| Sharpe Ratio | 2.55 | 0.53 |
| Sortino Ratio | 3.33 | 0.78 |
| Omega Ratio | 1.46 | 1.10 |
| Calmar Ratio | 0.92 | 0.02 |
| Martin Ratio | 15.29 | 2.16 |
| Ulcer Index | 2.58% | 1.06% |
| Daily Std Dev | 15.46% | 4.34% |
| Max Drawdown | -59.98% | -99.19% |
| Current Drawdown | -20.15% | -98.82% |
Correlation
The correlation between RPXIX and SBRB is 0.15, 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.
Performance
RPXIX vs. SBRB - Performance Comparison
In the year-to-date period, RPXIX achieves a 24.50% return, which is significantly higher than SBRB's 2.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RPXIX vs. SBRB - Expense Ratio Comparison
RPXIX has a 0.91% expense ratio, which is higher than SBRB's 0.80% expense ratio.
Risk-Adjusted Performance
RPXIX vs. SBRB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RiverPark Large Growth Fund (RPXIX) and Sberbank MOEX Corporate Bonds Index ETF (SBRB). 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.
Dividends
RPXIX vs. SBRB - Dividend Comparison
Neither RPXIX nor SBRB has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPXIX RiverPark Large Growth Fund | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.66% | 0.15% | 0.26% | 0.20% |
SBRB Sberbank MOEX Corporate Bonds Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RPXIX vs. SBRB - Drawdown Comparison
The maximum RPXIX drawdown since its inception was -59.98%, smaller than the maximum SBRB drawdown of -99.19%. Use the drawdown chart below to compare losses from any high point for RPXIX and SBRB. For additional features, visit the drawdowns tool.
Volatility
RPXIX vs. SBRB - Volatility Comparison
RiverPark Large Growth Fund (RPXIX) has a higher volatility of 3.97% compared to Sberbank MOEX Corporate Bonds Index ETF (SBRB) at 3.67%. This indicates that RPXIX's price experiences larger fluctuations and is considered to be riskier than SBRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.