Best FI – Global funds

Ranking of the top 15 FI – Global funds (Fixed Income) by composite score (risk-adjusted return). Updated 02/06/2026.

This page ranks 15 FI – Global funds, a subcategory of Fixed Income, 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.

See interactive version →

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

#	ISIN	Name	Score	R²	Total Ret.	Annual Ret.	Volatility	Sharpe	Sortino	Max Drawdown	Calmar
1	`IE00008TZ2E8`	MAN GLG DYNAMIC INC DH ACC EUR	0.779	0.918	39.10%	13.69%	1.75%	6.69	6.11	1.88%	7.29
2	`LU2416422751`	VONTOBEL FUND CREDIT OP HI H	0.753	0.950	52.05%	15.80%	3.85%	3.58	3.71	4.28%	3.69
3	`FR0010760694`	CANDRIAM LONG SH CREDIT C EUR	0.740	0.973	12.22%	3.97%	0.54%	3.67	3.90	0.38%	10.56
4	`IE00BDTYYP61`	MANHGH YLD OPPRT D AC EUR	0.730	0.940	27.43%	8.60%	2.20%	3.00	2.95	2.65%	3.25
5	`IE000MI53C66`	GLG GBL INVST GRDE OPPOR-D-EUR	0.725	0.905	34.07%	10.50%	3.18%	2.67	2.77	2.69%	3.91
6	`LU0569862609`	UBAM - Global High Yield Solution AHC EUR	0.711	0.952	29.21%	9.65%	4.64%	1.65	1.75	4.87%	1.98
7	`LU0170291933`	BDS GLB HIGH YIELD C ACC EUR	0.710	0.941	20.06%	6.56%	2.64%	1.73	1.84	2.65%	2.48
8	`IE000Z9YV312`	MONTLAKE ALPHA FIX INCOM FIEHA	0.707	0.945	14.51%	7.34%	3.09%	1.73	1.59	4.07%	1.80
9	`LU0189894842`	Schroder ISF Global High Yield A Accumulation EUR Hedged	0.700	0.936	23.28%	7.16%	3.60%	1.43	1.37	5.73%	1.25
10	`LU0654560878`	AB SH DUR HIGH YIELD A2 AC EUR	0.699	0.929	16.70%	5.48%	2.86%	1.22	1.32	3.40%	1.61
11	`LU2051735285`	UBAM - Global High Yield Solution Extended Duration AHC EUR	0.693	0.937	25.70%	8.57%	6.11%	1.08	1.12	5.08%	1.69
12	`LU0304100257`	GS GLOBAL HYIELD E ACC EUR	0.690	0.926	17.88%	5.95%	3.97%	1.00	1.06	5.57%	1.07
13	`LU0260870745`	Templeton Global Total Return Fund N(acc)EUR	0.596	0.560	9.78%	3.16%	6.40%	0.18	0.19	9.71%	0.33
14	`LU0618658370`	Goldman Sachs Global High Yield Portfolio E EUR-Hedged QDist	0.527	0.128	1.01%	0.35%	4.74%	-0.35	-0.35	8.24%	0.04
15	`LU0366773256`	TEMPLETON GLOBAL TOTAL RETURN N DIS EUR	0.493	0.568	-11.06%	-3.83%	8.84%	-0.66	-0.69	19.84%	-0.19

📊 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 FI – Global 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 02/06/2026.

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.