An investment fund comparator is used to rank funds within the same category using objective criteria, instead of looking only at last year's return. The FUND-RANK ranking groups funds by type and subtype and calculates, for each one, a set of return and risk metrics. This guide explains what each column of the table means so you can read it without relying on the Score alone.
Total return is what the fund has gained (or lost) over the whole selected period. Annualized return converts that result into a "per year" figure, which lets you compare periods of different lengths: a fund up 30% over 3 years doesn't perform the same as one up 30% in 1 year, even though the total return is identical.
Volatility measures how much a fund's value moves, up and down, around its average. Two funds can have the same final return and a very different investing experience if one got there through sharp swings and the other through a smoother path. High volatility isn't "bad" by itself, but it calls for a longer time horizon and more risk tolerance from the investor.
Both ratios answer the same question -did the return earned justify the risk taken?- but in different ways. The full breakdown and when to use each one is in the Sharpe vs Sortino guide. In short: the higher the ratio, the better the risk-adjusted return the fund has delivered.
Drawdown is the largest fall a fund has suffered from a peak to the following trough. It's the metric that best answers "how much could I lose if I invested at the worst possible moment?" It's covered in more detail in what drawdown is.
This column divides the annualized return by the maximum drawdown. A high value indicates the fund has generated a lot of return relative to the worst fall the investor had to endure along the way -in other words, it has been "efficient" at turning risk into results.
R² indicates how closely a fund's path follows a steady trend. A high R² means smoother, more predictable growth; a low one means a more irregular path, even if the end result is similar.
In the FUND-RANK comparator you can choose the period (1 year, 3 years, or year to date), filter by minimum return and by maximum drawdown, and browse by fund type and subtype from the top menu. To compare several funds at once with their return curves overlaid, mark them as favorites and visit them in the favorites section, or add them to your simulated portfolio to see the combined result.
What is an investment fund comparator?
A tool that ranks funds within the same category using objective
metrics -returns, volatility, Sharpe, Sortino and drawdown- to make
them easier to analyze before investing.
Is a free fund comparator reliable?
It can be just as reliable as a paid one if it uses verifiable market
data and explains its methodology transparently. What matters is
understanding what each metric measures, not the price of the tool.