Best Global Large Cap funds
Ranking of the top 20 Global Large Cap funds (Equity) by composite score (risk-adjusted return). Updated 04/06/2026.
This page ranks 20 Global Large Cap funds, a subcategory of Equity, 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 (365 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 | Calmar |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | IE00BF0GL329 | Polar Capital Funds PLC - Artificial Intelligence Fund I Acc | 0.726 | 0.931 | 99.93% | 107.60% | 21.37% | 4.94 | 5.08 | 9.95% | 10.82 |
| 2 | IE00BF0GL212 | Polar Capital Automation & Artificial Intelligence R Acc | 0.722 | 0.934 | 91.97% | 98.91% | 20.42% | 4.75 | 4.81 | 9.65% | 10.25 |
| 3 | ES0110485010 | Tressis Cartera Eco30 R FI | 0.722 | 0.953 | 43.83% | 42.81% | 10.54% | 3.87 | 3.75 | 4.09% | 10.48 |
| 4 | ES0115279012 | BALTIA GLOBAL, FI | 0.710 | 0.942 | 45.15% | 44.31% | 12.89% | 3.28 | 3.40 | 5.99% | 7.39 |
| 5 | LU2596603519 | Goldman Sachs Global Future Economic Security Equity Portfolio R USD Acc | 0.703 | 0.932 | 44.84% | 47.31% | 15.48% | 2.93 | 2.79 | 6.24% | 7.58 |
| 6 | LU1493953001 | T. Rowe Price Funds SICAV - Global Value Equity Fund A EUR | 0.702 | 0.956 | 40.64% | 41.03% | 13.04% | 2.99 | 2.82 | 8.20% | 5.01 |
| 7 | LU2596603436 | Goldman Sachs Global Future Economic Security Equity Portfolio R USD Inc | 0.702 | 0.930 | 44.77% | 47.23% | 15.52% | 2.91 | 2.76 | 6.20% | 7.61 |
| 8 | LU0826452848 | DWS Invest II Global Equity High Conviction Fund LC | 0.702 | 0.943 | 45.12% | 45.78% | 13.82% | 3.17 | 3.17 | 8.52% | 5.38 |
| 9 | LU2596603865 | Goldman Sachs Global Future Economic Security Equity Portfolio R EUR Inc | 0.702 | 0.930 | 44.33% | 46.77% | 15.59% | 2.87 | 2.82 | 6.38% | 7.33 |
| 10 | LU1814994353 | Azvalor Lux SICAV Altum Faith - Consistent Equity R | 0.700 | 0.911 | 38.88% | 39.24% | 12.93% | 2.88 | 3.08 | 4.51% | 8.70 |
| 11 | LU2596604087 | Goldman Sachs Global Future Economic Security Equity Portfolio Other Currency EUR Acc | 0.700 | 0.928 | 43.52% | 45.91% | 15.57% | 2.82 | 2.74 | 6.47% | 7.10 |
| 12 | LU2596602628 | Goldman Sachs Global Future Economic Security Equity Portfolio E EUR Acc | 0.699 | 0.926 | 42.94% | 45.29% | 15.57% | 2.78 | 2.69 | 6.41% | 7.07 |
| 13 | ES0162948006 | ABANCA RV DIVID MINORISTA EUR | 0.698 | 0.960 | 23.24% | 15.47% | 7.47% | 1.80 | 2.11 | 5.08% | 3.05 |
| 14 | LU2146179192 | Assenagon Value Size Global (P2) | 0.698 | 0.932 | 31.27% | 33.23% | 11.91% | 2.62 | 2.65 | 6.32% | 5.25 |
| 15 | LU1883342377 | PIONEER GLB EQUITY A ACC EUR | 0.693 | 0.919 | 34.06% | 34.54% | 11.55% | 2.82 | 2.71 | 7.32% | 4.72 |
| 16 | LU0705782398 | Robeco QI Global Conservative Equities D EUR | 0.689 | 0.940 | 11.86% | 12.06% | 8.49% | 1.18 | 1.15 | 3.60% | 3.35 |
| 17 | ES0105263000 | Acacia Premium FI | 0.688 | 0.920 | 28.25% | 27.51% | 10.56% | 2.42 | 2.41 | 7.65% | 3.60 |
| 18 | ES0138445038 | Fondmapfre Global R FI | 0.687 | 0.907 | 31.26% | 20.60% | 8.43% | 2.21 | 2.56 | 6.08% | 3.39 |
| 19 | LU0507265923 | DWS Invest Top Dividend LC | 0.685 | 0.930 | 20.89% | 21.16% | 8.46% | 2.26 | 2.11 | 6.87% | 3.08 |
| 20 | LU0302446645 | Schroder ISF Global Climate Change Equity A Accumulation EUR | 0.685 | 0.914 | 33.16% | 32.86% | 14.34% | 2.15 | 1.93 | 6.88% | 4.78 |
📊 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 Global Large Cap 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 04/06/2026.
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.