Best Cautious funds
Ranking of the top 20 Cautious funds (Mixed) by composite score (risk-adjusted return). Updated 20/07/2026.
This page ranks 20 Cautious funds, a subcategory of Mixed, ordered by a composite score that rewards risk-adjusted return and curve stability while penalizing drawdowns. Use it to compare options within the same investment style before exploring each fund's history in the interactive view.
ℹ️ Methodology: period and indicators
All indicators are computed over the last 1.0 years (380 trading days), with daily data. The risk-free rate used is 2.0%.
Score formula (risk-adjusted return):
0.25·R² + 0.15·Sortino* + 0.2·DD* + 0.2·CAGR_excess* + 0.1·Volatility_inv* + 0.1·Ulcer_inv*
* Components normalized to the analyzed set of funds (best in set = 1, worst = 0). The drawdown term is 1 − (MaxDD / 25.0%)3, 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
| # | ISIN | Name | Score | R² | Total Ret. | Annual Ret. | Volatility | Sharpe | Sortino | Max Drawdown | Ret./MaxDD | Calmar |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | ES0119207001 | COBAS RENTA FI | 0.675 | 0.940 | 12.80% | 12.27% | 2.80% | 3.67 | 3.58 | 1.05% | 12.15 | 11.66 |
| 2 | ES0140794001 | Gamma Global FI | 0.668 | 0.942 | 9.30% | 8.93% | 2.09% | 3.32 | 3.27 | 0.70% | 13.29 | 12.75 |
| 3 | LU0592699093 | Carmignac Portfolio Emerging Patrimoine A EUR acc | 0.663 | 0.956 | 23.36% | 22.36% | 10.51% | 1.94 | 1.91 | 5.90% | 3.96 | 3.79 |
| 4 | LU0633140644 | AB EM MKTS MULTAST A ACC EUR | 0.650 | 0.939 | 31.09% | 29.72% | 15.72% | 1.76 | 1.67 | 8.60% | 3.62 | 3.46 |
| 5 | LU1453542349 | VALUE TREE DEFENSIVE CAP EUR | 0.642 | 0.925 | 7.22% | 6.93% | 3.57% | 1.38 | 1.32 | 2.92% | 2.47 | 2.37 |
| 6 | ES0105243002 | Acacia Bonomix Plata FI | 0.641 | 0.906 | 8.00% | 7.68% | 3.54% | 1.60 | 1.69 | 3.26% | 2.46 | 2.36 |
| 7 | ES0144886035 | HIGH RATE FI | 0.637 | 0.897 | 10.16% | 9.74% | 5.25% | 1.47 | 1.51 | 2.91% | 3.49 | 3.35 |
| 8 | ES0138217031 | Gesconsult Renta fija flexible | 0.634 | 0.907 | 3.57% | 3.43% | 1.64% | 0.87 | 0.86 | 1.42% | 2.51 | 2.41 |
| 9 | ES0123541007 | March Cartera Conservadora FI | 0.626 | 0.884 | 5.19% | 4.99% | 3.46% | 0.86 | 0.93 | 2.67% | 1.95 | 1.87 |
| 10 | LU0161534358 | Swisscanto (LU) Portfolio Fund Committed Select (EUR) | 0.623 | 0.871 | 7.72% | 7.41% | 4.87% | 1.11 | 1.10 | 4.39% | 1.76 | 1.69 |
| 11 | LU0776414087 | Schroder ISF Global Multi-Asset Balanced A Accumulation | 0.621 | 0.882 | 12.28% | 11.78% | 8.79% | 1.11 | 0.99 | 6.36% | 1.93 | 1.85 |
| 12 | ES0116567035 | Cartesio X , Fi | 0.620 | 0.849 | 6.43% | 6.17% | 3.31% | 1.26 | 1.29 | 4.01% | 1.60 | 1.54 |
| 13 | ES0174115081 | Cinvest Ahorria FI | 0.620 | 0.864 | 5.69% | 5.47% | 3.75% | 0.92 | 0.94 | 2.73% | 2.08 | 2.00 |
| 14 | ES0138914033 | MERCH FONTEMAR FI | 0.613 | 0.797 | 7.57% | 7.26% | 3.39% | 1.55 | 1.68 | 2.35% | 3.22 | 3.10 |
| 15 | LU1548496022 | DYNMC MULTI STRAT 15 AT AC EUR | 0.613 | 0.836 | 10.19% | 9.78% | 5.82% | 1.34 | 1.21 | 6.01% | 1.70 | 1.63 |
| 16 | IE00BJ358440 | GAM Star Fund plc - GAM Star Global Aggressive Selling Agent A USD Acc | 0.612 | 0.819 | 8.19% | 7.86% | 4.58% | 1.28 | 1.25 | 4.78% | 1.71 | 1.65 |
| 17 | LU0112799290 | Swisscanto (LU) Portfolio Fund Committed Select (EUR) | 0.609 | 0.854 | 5.11% | 4.91% | 5.16% | 0.56 | 0.53 | 4.39% | 1.16 | 1.12 |
| 18 | LU0633142186 | AB EM MKTS MULTAST A ACC EURH | 0.607 | 0.910 | 23.68% | 22.66% | 16.90% | 1.22 | 1.16 | 11.61% | 2.04 | 1.95 |
| 19 | LU0087412390 | DWS CONCEPT DJE ALPHA RENTEN GLB LC EUR | 0.602 | 0.819 | 4.31% | 4.14% | 3.69% | 0.58 | 0.51 | 2.65% | 1.63 | 1.56 |
| 20 | LU1159839114 | PRISMA 30 | 0.602 | 0.754 | 8.80% | 8.44% | 4.15% | 1.55 | 1.69 | 3.09% | 2.85 | 2.74 |
📊 Compared evolution (base 100)
❓ Frequently asked questions
How is the fund ranking calculated?
Each fund gets a composite score from 0 to 1 that combines risk-adjusted return (excess CAGR and Sortino), curve stability (R² and inverted volatility) and drawdown control (a non-linear penalty plus the Ulcer Index). Funds are then ordered by that score.
What does the score mean for Cautious funds?
A higher score means better relative behavior within the analyzed set: more stable growth and smaller drawdowns for the return achieved. It is a comparison tool, not an investment recommendation.
How often is the data updated?
The ranking is recomputed from daily NAV data each time the site is regenerated. This page was last updated on 20/07/2026.
Is this investment advice?
No. All content is educational and based on historical data. Past performance does not guarantee future results. Consult a licensed advisor before investing.