Best FIXED INCOME funds

Ranking of the top 20 FIXED INCOME funds by composite score (risk-adjusted return). Updated 02/06/2026.

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ℹ️ Methodology: period and indicators

All indicators are computed over the last 3 years of prices, with daily data. The risk-free rate used is 2.0%.

Score formula (risk-adjusted return):

0.15·R² + 0.15·Sortino* + 0.2·DD* + 0.2·CAGR_excess* + 0.1·Volatility_inv* + 0.2·Ulcer_inv*

* Components normalized to the analyzed set of funds (best in set = 1, worst = 0). The drawdown term is 1 − (MaxDD / 50.0%)2, clamped to [0,1]. Volatility and Ulcer are inverted (less = better).

A higher score means better relative behavior within the analyzed set, not an investment recommendation.

🏆 Ranking

#ISINNameScoreTotal Ret.Annual Ret.VolatilitySharpeSortinoMax DrawdownCalmar
1IE00BD2B9710Twelve Cat Bond Fund P EUR Hedged Acc0.9610.97932.48%50.63%3.18%15.3112.700.94%53.92
2LU0029761706UBAM - Dynamic Euro Bond AC EUR0.7980.97312.04%3.97%0.28%7.088.960.09%44.12
3LU0080237943DWS Euro Ultra Short Fixed Inc NC0.7970.97911.38%3.73%0.24%7.188.850.10%38.53
4LU0034353002DWS Floating Rate Notes LC0.7880.98111.31%3.71%0.21%8.318.060.15%24.14
5LU0352158918UBAM - Dynamic US Dollar Bond AHC EUR0.7790.97212.56%4.31%0.39%5.887.280.34%12.80
6IE00008TZ2E8MAN GLG DYNAMIC INC DH ACC EUR0.7790.91839.10%13.69%1.75%6.696.111.88%7.29
7IE00B3Q8M574GAM Star Fund plc - GAM Swiss Re Cat Bond Class Ordinary0.7680.80231.68%26.01%5.65%4.254.893.50%7.43
8ES0138922036Gesconsult Corto Plazo0.7680.98510.57%3.36%0.21%6.376.230.16%21.61
9IE000JM1MJ59Man Funds plc - Man Euro Corporate Bond D EUR0.7650.92533.14%11.99%1.93%5.175.291.97%6.09
10LU0840158819STORM BOND FUND RC EUR ACC0.7570.98221.55%6.86%0.94%5.164.691.56%4.40
11FR001400CFA4Ostrum SRI Credit Ultra Short Plus R/C (EUR)0.7540.98611.22%3.66%0.26%6.314.960.23%15.94
12LU2416422751VONTOBEL FUND CREDIT OP HI H0.7530.95052.05%15.80%3.85%3.583.714.28%3.69
13LU2262944817Sissener SICAV - Sissener Corporate Bond Fund R EUR0.7510.98225.07%7.87%1.61%3.654.242.91%2.71
14LU2262945038Sissener SICAV - Sissener Corporate Bond Fund RF EUR0.7500.97727.16%8.48%1.79%3.624.163.16%2.69
15ES0170156048Santalucía Renta Fija Corto Plazo Euro MY0.7430.98111.24%3.63%0.44%3.734.090.37%9.76
16FR0010760694CANDRIAM LONG SH CREDIT C EUR0.7400.97312.22%3.97%0.54%3.673.900.38%10.56
17LU0501220429GBL EVOL FRONTIER MKT R AC EUR0.7400.97641.64%12.44%3.47%3.012.974.01%3.10
18LU0697197597GLOBAL EVOLUTION FRONTIER MAR0.7350.97439.01%11.74%3.51%2.772.764.15%2.83
19LU1608101579Pareto Nordic Corporate Bond A EUR0.7340.98621.66%6.93%1.44%3.412.772.20%3.14
20LU1896847628EMERGING MRKTS BLEND HI AC EUH0.7300.97248.99%14.97%5.74%2.262.425.72%2.62

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