Fulcrum Diversified Absolute Return Fund (FARYX) belongs to the Macro Trading category. Below you'll find alternative mutual funds from the same category, ranked by key criteria, plus funds that investors commonly compare with FARYX. Use the tables to find lower-cost options, better risk-adjusted returns, or a closer substitute for your current allocation.
Cheapest Alternatives to FARYX
FARYX charges 1.04% annually. There is 1 mutual fund in the Macro Trading category with a lower expense ratio, going as low as 0.78%.
| Symbol | Name | Expense Ratio | AUM | Inception | |
|---|---|---|---|---|---|
| abrdn Global Absolute Return Strategies Fund | 0.78% | — | Oct 1990 | FARYX vs CGFIX | |
| MFS Global Alternative Strategy Fund | 1.05% | — | Dec 2007 | FARYX vs DVRIX | |
| BlackRock Tactical Opportunities Fund | 1.08% | — | Dec 1988 | FARYX vs PCBAX | |
| AQR Macro Opportunities Fund | 1.20% | — | Apr 2014 | FARYX vs QGMIX | |
| Quantified Alternative Investment Fund | 1.33% | — | Aug 2013 | FARYX vs QALTX |
Best Risk-Adjusted Alternatives to FARYX
FARYX has a PortfoliosLab risk / return rank of 70. There are 7 mutual funds in the Macro Trading category with higher risk-adjusted ranks, going as high as 97.
| Symbol | Name | Risk / Return Rank | AUM | Inception | |
|---|---|---|---|---|---|
| Eaton Vance Global Macro Absolute Return Advantage... | 97 | — | Dec 2012 | FARYX vs EGRAX | |
| Catalyst/Millburn Hedge Strategy Fund | 92 | — | Dec 2015 | FARYX vs MBXAX | |
| Quantified Alternative Investment Fund | 81 | — | Aug 2013 | FARYX vs QALTX | |
| OnTrack Core Fund | 78 | — | Jan 2013 | FARYX vs OTRFX | |
| Standpoint Multi-Asset Fund Investor Class | 75 | — | Dec 2019 | FARYX vs REMIX |
Top Performing FARYX Alternatives (YTD)
FARYX is at 6.89% YTD. There are 9 mutual funds in the Macro Trading category with higher YTD returns, going as high as 16.82%.
| Symbol | Name | YTD Return | AUM | Inception | |
|---|---|---|---|---|---|
| Standpoint Multi-Asset Fund Investor Class | 16.82% | — | Dec 2019 | FARYX vs REMIX | |
| Rational/ReSolve Adaptive Asset Allocation Fund | 13.51% | — | Sep 2016 | FARYX vs RDMIX | |
| Catalyst/Millburn Hedge Strategy Fund | 13.33% | — | Dec 2015 | FARYX vs MBXAX | |
| JHancock Diversified Macro Fund | 10.70% | — | Jul 2019 | FARYX vs JDJIX | |
| BlackRock Tactical Opportunities Fund | 10.12% | — | Dec 1988 | FARYX vs PCBAX |
Lowest Volatility Alternatives to FARYX
FARYX has 7.54% 1-year volatility. There are 9 mutual funds in the Macro Trading category with lower 1-year volatility, going as low as 3.15%.
| Symbol | Name | Volatility 1Y | AUM | Inception | |
|---|---|---|---|---|---|
| abrdn Global Absolute Return Strategies Fund | 3.15% | — | Oct 1990 | FARYX vs CGFIX | |
| MFS Global Alternative Strategy Fund | 3.53% | — | Dec 2007 | FARYX vs DVRIX | |
| Eaton Vance Global Macro Absolute Return Advantage... | 3.56% | — | Dec 2012 | FARYX vs EGRAX | |
| Dunham Dynamic Macro Fund | 4.05% | — | Apr 2010 | FARYX vs DNAVX | |
| OnTrack Core Fund | 4.15% | — | Jan 2013 | FARYX vs OTRFX |
Lowest Drawdown Alternatives to FARYX
FARYX has a 1-year max drawdown of -3.26%. There are 5 mutual funds in the Macro Trading category with shallower 1-year drawdowns, going as shallow as -2.13%.
| Symbol | Name | Max Drawdown 1Y | AUM | Inception | |
|---|---|---|---|---|---|
| Dunham Dynamic Macro Fund | -2.13% | — | Apr 2010 | FARYX vs DNAVX | |
| abrdn Global Absolute Return Strategies Fund | -2.78% | — | Oct 1990 | FARYX vs CGFIX | |
| OnTrack Core Fund | -3.02% | — | Jan 2013 | FARYX vs OTRFX | |
| BlackRock Tactical Opportunities Fund | -3.04% | — | Dec 1988 | FARYX vs PCBAX | |
| MFS Global Alternative Strategy Fund | -3.08% | — | Dec 2007 | FARYX vs DVRIX |
Often Compared With FARYX
Investors most often compare FARYX with FXAIX, EBSAX, EBSIX. These 5 comparison targets span 2 categories, based on PortfoliosLab usage data.
| Symbol | Name | Category | Risk / Return Rank | YTD Return | AUM | Inception | |
|---|---|---|---|---|---|---|---|
| Fidelity 500 Index Fund | S&P 500 | 75 | 11.56% | — | Feb 1988 | FARYX vs FXAIX | |
| Campbell Systematic Macro Fund Class A Shares | Macro Trading | 8 | 9.09% | — | Mar 2013 | FARYX vs EBSAX | |
| Campbell Systematic Macro Fund Class I Shares | Macro Trading | 8 | 9.19% | — | Mar 2013 | FARYX vs EBSIX | |
| Grant Park Multi Alternative Strategies Fund | Macro Trading | 47 | 5.44% | — | Dec 2013 | FARYX vs GPAIX | |
| Dynamic Alpha Macro Fund Institutional | Macro Trading | 35 | 7.54% | — | Jul 2023 | FARYX vs DYMIX |
Compare FARYX with Any Fund or Stock
Compare FARYX with any ETF, mutual fund, or stock using PortfoliosLab's comparison tool.
Pair FARYX with funds that move differently
Fulcrum Diversified Absolute Return Fund alternatives help with substitution. Diversifiers are the next step when you want funds with lower historical correlation to FARYX.
Explore FARYX Diversifiers