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ISIN
US04537J2015
Issuer
Aspiriant
Inception Date
Dec 13, 2015
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

RMDFX Performance Chart

Aspiriant Defensive Allocation Fund (RMDFX) is up 6.4% since the beginning of the year. RMDFX is currently trading at $13 per share. Investors who bought $1,000 worth of RMDFX shares 5 years ago would now be looking at an investment worth $1,308.


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S&P 500 Index

Returns By Period

Aspiriant Defensive Allocation Fund (RMDFX) has returned 6.40% so far this year and 18.52% over the past 12 months. Over the last ten years, RMDFX has returned 5.33% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Aspiriant Defensive Allocation Fund

1D
0.08%
1M
-0.08%
YTD
6.40%
6M
6.58%
1Y
18.52%
3Y*
10.42%
5Y*
5.51%
10Y*
5.33%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RMDFX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, RMDFX's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +4.7%, while the worst month was Mar 2020 at -8.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, RMDFX closed higher 47% of trading days. The best single day was Dec 30, 2021 with a return of +5.4%, while the worst single day was Dec 31, 2021 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.70%2.76%-3.08%2.04%1.60%-0.63%6.40%
20252.20%0.84%0.93%0.83%1.00%1.62%0.36%2.39%2.42%1.52%1.66%1.65%18.85%
20240.19%1.06%2.30%0.00%1.97%-1.01%1.67%-0.09%1.00%-1.18%-0.18%-4.12%1.45%
20232.22%-0.89%0.50%0.89%-1.57%1.90%1.67%-0.58%-0.00%-0.39%1.95%2.13%8.01%
2022-0.65%-0.28%-0.57%-1.90%0.10%-3.67%0.90%-1.09%-3.31%0.73%2.68%0.18%-6.84%
20210.09%-0.28%0.65%1.75%2.44%-1.50%0.09%0.45%-1.34%0.81%-1.25%2.31%4.20%

Benchmark Metrics

Aspiriant Defensive Allocation Fund has an annualized alpha of 2.57%, beta of 0.18, and R2 of 0.29 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund participated in 32.33% of S&P 500 Index downside but only 28.66% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.18 may look defensive, but with R2 of 0.29 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.29 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.57%
Beta
0.18
0.29
Upside Capture
28.66%
Downside Capture
32.33%

Expense Ratio

RMDFX has an expense ratio of 0.18%, which is considered low.


Return for Risk

Risk / Return Rank

RMDFX ranks 95 for risk / return — in the top 95% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


RMDFX Risk / Return Rank: 9595
Overall Rank
RMDFX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RMDFX Sortino Ratio Rank: 9797
Sortino Ratio Rank
RMDFX Omega Ratio Rank: 9797
Omega Ratio Rank
RMDFX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RMDFX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Aspiriant Defensive Allocation Fund (RMDFX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RMDFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.61

Omega ratioGain probability vs. loss probability

1.84

1.37

+0.47

Calmar ratioReturn relative to maximum drawdown

4.42

2.78

+1.63

Martin ratioReturn relative to average drawdown

17.05

12.44

+4.61

Dividends

Dividend History

Aspiriant Defensive Allocation Fund provided a 4.36% dividend yield over the last twelve months, with an annual payout of $0.55 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.602016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.55$0.55$0.00$0.38$0.08$0.57$0.25$0.40$0.40$0.23$0.12

Dividend yield

4.36%4.63%0.00%3.69%0.78%5.37%2.28%3.78%4.11%2.16%1.16%

Monthly Dividends

The table displays the monthly dividend distributions for Aspiriant Defensive Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.57$0.57

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Aspiriant Defensive Allocation Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Aspiriant Defensive Allocation Fund was 15.96%, occurring on Mar 19, 2020. Recovery took 161 trading sessions.

The current Aspiriant Defensive Allocation Fund drawdown is 0.94%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-15.96%Mar 2020
1mo 28d7mo 21d
9mo 19dJan 2020 - Nov 2020
Bear market2022
-14.63%Sep 2022
9mo 2d1y 7mo
2y 4moDec 2021 - May 2024
Rate-hike selloffLate 2018
-9.05%Dec 2018
10mo 26d11mo 9d
1y 10moJan 2018 - Nov 2019
2024 pullback2024
-5.79%Dec 2024
2mo 23d5mo 5d
7mo 28dOct 2024 - May 2025
2026 pullback2026
-4.19%Mar 2026
18d1mo 19d
2mo 7dMar 2026 - May 2026

Drawdown Indicators


RMDFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-56.78%

+40.82%

Max Drawdown (1Y)

Largest decline over 1 year

-4.19%

-9.10%

+4.91%

Max Drawdown (3Y)

Largest decline over 3 years

-5.79%

-18.90%

+13.11%

Max Drawdown (5Y)

Largest decline over 5 years

-14.63%

-25.43%

+10.80%

Max Drawdown (10Y)

Largest decline over 10 years

-15.96%

-33.92%

+17.96%

Current Drawdown

Current decline from peak

-0.94%

-1.80%

+0.86%

Average Drawdown

Average peak-to-trough decline

-3.32%

-10.71%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

2.03%

-0.95%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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