Best RF – Global funds
Ranking of the top 15 RF – Global funds by composite score (risk-adjusted return). Updated 31/05/2026.
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 / 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 | 0.777 | 0.918 | 39.10% | 13.69% | 1.75% | 6.69 | 6.11 | 1.88% | 7.29 |
| 2 | LU2416422751 | VONTOBEL FUND CREDIT OP HI H | 0.752 | 0.950 | 52.05% | 15.80% | 3.85% | 3.58 | 3.71 | 4.28% | 3.69 |
| 3 | FR0010760694 | CANDRIAM LONG SH CREDIT C EUR | 0.738 | 0.973 | 12.22% | 3.97% | 0.54% | 3.67 | 3.90 | 0.38% | 10.56 |
| 4 | IE00BDTYYP61 | MANHGH YLD OPPRT D AC EUR | 0.729 | 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 | 0.723 | 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 | 0.710 | 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 | 0.709 | 0.941 | 20.06% | 6.56% | 2.64% | 1.73 | 1.84 | 2.65% | 2.48 |
| 8 | IE000Z9YV312 | MONTLAKE ALPHA FIX INCOM FIEHA | 0.705 | 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 | 0.698 | 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 | 0.697 | 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 | 0.691 | 0.937 | 25.70% | 8.57% | 6.11% | 1.08 | 1.12 | 5.08% | 1.69 |
| 12 | LU0304100257 | GS GLOBAL HYIELD E ACC EUR | 0.689 | 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 | 0.594 | 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 | 0.525 | 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 | 0.491 | 0.568 | -11.06% | -3.83% | 8.84% | -0.66 | -0.69 | 19.84% | -0.19 |