Best Fixed Income funds
Ranking of the top 20 Fixed Income funds by composite score (risk-adjusted return). Updated 30/08/2026.
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 / 30.0%)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 | Calmar |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | IE0004AT1FA0 | Fermat UCITS Cat Bond EUR Hedged | 0.755 | 0.955 | 10.60% | 9.84% | 0.97% | 8.12 | 20.59 | 0.05% | 205.17 |
| 2 | LU0080237943 | DWS Euro Ultra Short Fixed Inc NC | 0.694 | 0.977 | 11.02% | 3.54% | 0.22% | 6.92 | 7.97 | 0.10% | 36.49 |
| 3 | LU0029761706 | UBAM - Dynamic Euro Bond AC EUR | 0.692 | 0.969 | 11.53% | 3.70% | 0.27% | 6.21 | 7.73 | 0.09% | 41.06 |
| 4 | LU0034353002 | DWS Floating Rate Notes LC | 0.691 | 0.979 | 10.90% | 3.50% | 0.20% | 7.48 | 7.28 | 0.15% | 22.75 |
| 5 | LU0352158918 | UBAM - Dynamic US Dollar Bond AHC EUR | 0.684 | 0.966 | 11.92% | 3.82% | 0.37% | 4.97 | 6.07 | 0.34% | 11.35 |
| 6 | IE00008TZ2E8 | MAN GLG DYNAMIC INC DH ACC EUR | 0.683 | 0.919 | 41.42% | 12.80% | 1.68% | 6.42 | 6.06 | 1.88% | 6.81 |
| 7 | ES0138922036 | Gesconsult Corto Plazo | 0.683 | 0.979 | 10.24% | 3.30% | 0.23% | 5.70 | 5.58 | 0.16% | 21.20 |
| 8 | IE00BD2B9710 | Twelve Capital UCITS ICAV - Twelve Cat Bond Fund P EUR Hedged Acc | 0.682 | 0.976 | 31.08% | 9.48% | 1.49% | 5.03 | 4.62 | 0.94% | 10.09 |
| 9 | FR001400CFA4 | Ostrum SRI Credit Ultra Short Plus R/C (EUR) | 0.679 | 0.983 | 10.87% | 3.49% | 0.26% | 5.80 | 4.55 | 0.23% | 15.22 |
| 10 | LU0840158819 | STORM BOND FUND RC EUR ACC | 0.679 | 0.985 | 19.45% | 6.09% | 0.89% | 4.60 | 4.31 | 1.56% | 3.90 |
| 11 | ES0127795005 | EDM Renta R FI | 0.678 | 0.980 | 9.42% | 3.04% | 0.23% | 4.55 | 4.56 | 0.13% | 22.52 |
| 12 | LU2262944817 | Sissener SICAV - Sissener Corporate Bond Fund R EUR | 0.674 | 0.984 | 23.01% | 7.13% | 1.61% | 3.19 | 3.75 | 2.91% | 2.45 |
| 13 | IE000JM1MJ59 | Man Funds plc - Man Euro Corporate Bond D EUR | 0.674 | 0.917 | 34.12% | 10.90% | 1.91% | 4.67 | 4.88 | 1.97% | 5.54 |
| 14 | LU2262945038 | Sissener SICAV - Sissener Corporate Bond Fund RF EUR | 0.673 | 0.979 | 24.43% | 7.54% | 1.77% | 3.14 | 3.63 | 3.16% | 2.39 |
| 15 | LU0501220429 | GBL EVOL FRONTIER MKT R AC EUR | 0.672 | 0.985 | 41.58% | 12.26% | 3.25% | 3.15 | 3.24 | 3.12% | 3.93 |
| 16 | LU2023199552 | NORDIC CROSS CREDIT A ACC EURH | 0.670 | 0.979 | 15.97% | 5.05% | 0.79% | 3.88 | 2.75 | 1.35% | 3.74 |
| 17 | LU1608101579 | Pareto Nordic Corporate Bond A EUR | 0.670 | 0.985 | 20.70% | 6.46% | 1.44% | 3.09 | 2.56 | 2.20% | 2.93 |
| 18 | LU0697197597 | GLOBAL EVOLUTION FRONTIER MAR | 0.670 | 0.983 | 38.99% | 11.58% | 3.29% | 2.91 | 2.99 | 3.15% | 3.67 |
| 19 | LU2200514128 | Pareto Nordic Cross Credit H I EUR | 0.669 | 0.979 | 15.47% | 4.90% | 0.79% | 3.69 | 2.63 | 1.35% | 3.63 |
| 20 | IE00BDB4ZH30 | PIMCO US SHORT-TERM FUND E ACC EURH | 0.667 | 0.978 | 9.33% | 3.01% | 0.68% | 1.48 | 2.53 | 0.19% | 15.55 |
📊 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 Fixed Income 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 30/08/2026.
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.