WCFRX vs. RCTIX
WCFRX (Virtus Westchester Credit Event Fund) and RCTIX (River Canyon Total Return Bond Fund) are both mutual funds - WCFRX is a Event Driven fund managed by Virtus, while RCTIX is a Short-Term Bond fund actively managed by River Canyon. Over the past 5 years, WCFRX returned 3.15%/yr vs 4.56%/yr for RCTIX. Their 0.21 correlation means their historical movements had little consistent relationship. WCFRX charges 1.90%/yr vs 0.89%/yr for RCTIX.
Performance
WCFRX vs. RCTIX - Performance Comparison
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Returns By Period
In the year-to-date period, WCFRX achieves a 0.74% return, which is significantly lower than RCTIX's 1.55% return.
WCFRX
- 1D
- 0.09%
- 1M
- -0.34%
- 6M
- 0.55%
- YTD
- 0.74%
- 1Y
- 1.83%
- 3Y*
- 4.97%
- 5Y*
- 3.15%
- 10Y*
- —
- ALL TIME*
- 5.45%
RCTIX
- 1D
- 0.12%
- 1M
- 0.22%
- 6M
- 1.97%
- YTD
- 1.55%
- 1Y
- 3.86%
- 3Y*
- 7.18%
- 5Y*
- 4.56%
- 10Y*
- 5.53%
- ALL TIME*
- 4.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WCFRX vs. RCTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WCFRX Virtus Westchester Credit Event Fund | 0.74% | 4.37% | 6.83% | 9.23% | -5.28% | 7.08% | 16.26% | 12.60% | -3.23% |
RCTIX River Canyon Total Return Bond Fund | 1.55% | 7.75% | 7.49% | 10.02% | -4.07% | 4.26% | 6.42% | 11.71% | 1.82% |
Correlation
The correlation between WCFRX and RCTIX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2018 | 0.21 |
The correlation between WCFRX and RCTIX shifts across timeframes, from 0.21 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WCFRX vs. RCTIX — Risk / Return Rank
WCFRX
RCTIX
WCFRX vs. RCTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Westchester Credit Event Fund (WCFRX) and River Canyon Total Return Bond Fund (RCTIX). 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.
| WCFRX | RCTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.38 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 3.67 | -2.25 |
| Martin ratioReturn relative to average drawdown | 3.49 | 12.03 | -8.54 |
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Drawdowns
WCFRX vs. RCTIX - Drawdown Comparison
The maximum WCFRX drawdown since its inception was -23.56%, which is greater than RCTIX's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for WCFRX and RCTIX.
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Drawdown Indicators
| WCFRX | RCTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.56% | -10.89% | -12.67% |
Max Drawdown (1Y)Largest decline over 1 year | -1.29% | -1.20% | -0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -6.09% | -1.48% | -4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -9.57% | -6.17% | -3.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -10.89% | — |
Current DrawdownCurrent decline from peak | -0.79% | 0.00% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -4.21% | -1.07% | -3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 0.37% | +0.16% |
Volatility
WCFRX vs. RCTIX - Volatility Comparison
Virtus Westchester Credit Event Fund (WCFRX) has a higher volatility of 0.81% compared to River Canyon Total Return Bond Fund (RCTIX) at 0.66%. This indicates that WCFRX's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCFRX | RCTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 0.66% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.51% | 1.81% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.87% | 2.34% | -0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.15% | 2.50% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.52% | 3.74% | +2.78% |
WCFRX vs. RCTIX - Expense Ratio Comparison
WCFRX has a 1.90% expense ratio, which is higher than RCTIX's 0.89% expense ratio.
Dividends
WCFRX vs. RCTIX - Dividend Comparison
WCFRX's dividend yield for the trailing twelve months is around 7.61%, more than RCTIX's 7.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
RCTIX River Canyon Total Return Bond Fund | 7.36% | 7.31% | 7.89% | 8.50% | 5.98% | 3.02% | 5.97% | 4.97% | 3.30% | 4.89% | 2.16% |
WCFRX Virtus Westchester Credit Event Fund | 7.61% | 5.82% | 5.33% | 4.15% | 0.21% | 13.79% | 0.90% | 2.99% | 1.43% | 0.00% | 0.00% |
Frequently Asked Questions
WCFRX and RCTIX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCFRX has higher volatility (0.81%) compared to RCTIX (0.66%). In terms of maximum drawdown, WCFRX dropped -23.56% vs RCTIX's -10.89%.
RCTIX currently has the higher Sharpe Ratio (1.89 vs 0.98), 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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