^RTSI vs. HFSAX

Last updated Jun 3, 2026

^RTSI (RTS Index) is an index, while HFSAX (Hundredfold Select Alternative Fund Investor Class) is Tactical Allocation fund managed by Advisors Preferred. Over the past 10 years, ^RTSI returned 2.34%/yr vs 8.39%/yr for HFSAX. At a 0.25 correlation, their price movements are largely independent.

Performance

^RTSI vs. HFSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RTS Index (^RTSI) and Hundredfold Select Alternative Fund Investor Class (HFSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^RTSI achieves a 2.09% return, which is significantly lower than HFSAX's 2.50% return. Over the past 10 years, ^RTSI has underperformed HFSAX with an annualized return of 2.34%, while HFSAX has yielded a comparatively higher 8.39% annualized return.

^RTSI

• 1D: 0.53%
• 1M: 1.60%
• YTD: 2.09%
• 6M: 4.86%
• 1Y: 0.97%
• 3Y*: 2.65%
• 5Y*: -7.02%
• 10Y*: 2.34%

HFSAX

• 1D: 0.49%
• 1M: 1.32%
• YTD: 2.50%
• 6M: 4.11%
• 1Y: 11.23%
• 3Y*: 9.91%
• 5Y*: 3.34%
• 10Y*: 8.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^RTSI vs. HFSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^RTSI RTS Index	2.09%	24.73%	-17.56%	11.63%	-39.18%	15.01%	-10.42%	44.93%	-7.42%	0.18%
HFSAX Hundredfold Select Alternative Fund Investor Class	2.50%	11.97%	3.75%	10.93%	-9.44%	9.05%	38.71%	10.35%	-1.97%	9.91%

Correlation

The correlation between ^RTSI and HFSAX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.25

The correlation between ^RTSI and HFSAX shifts across timeframes, from -0.01 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Return for Risk

^RTSI vs. HFSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^RTSI

^RTSI Risk / Return Rank: 12
^RTSI Sharpe Ratio Rank: 12
^RTSI Sortino Ratio Rank: 13
^RTSI Omega Ratio Rank: 13
^RTSI Calmar Ratio Rank: 10
^RTSI Martin Ratio Rank: 11

HFSAX

HFSAX Risk / Return Rank: 67
HFSAX Sharpe Ratio Rank: 78
HFSAX Sortino Ratio Rank: 68
HFSAX Omega Ratio Rank: 79
HFSAX Calmar Ratio Rank: 68
HFSAX Martin Ratio Rank: 41

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.

^RTSI vs. HFSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RTS Index (^RTSI) and Hundredfold Select Alternative Fund Investor Class (HFSAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	^RTSI	HFSAX	Difference
Sharpe ratio Return per unit of total volatility	0.05	2.57	-2.52
Sortino ratio Return per unit of downside risk	0.22	3.45	-3.23
Omega ratio Gain probability vs. loss probability	1.03	1.52	-0.49
Calmar ratio Return relative to maximum drawdown	-0.00	3.20	-3.20
Martin ratio Return relative to average drawdown	-0.01	8.97	-8.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^RTSI vs. HFSAX - Sharpe Ratio Comparison

The current ^RTSI Sharpe Ratio is 0.05, which is lower than the HFSAX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of ^RTSI and HFSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^RTSI	HFSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.05	2.57	-2.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	0.54	-0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	1.35	-1.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	1.33	-1.11

Drawdowns

^RTSI vs. HFSAX - Drawdown Comparison

The maximum ^RTSI drawdown since its inception was -93.26%, which is greater than HFSAX's maximum drawdown of -12.81%. Use the drawdown chart below to compare losses from any high point for ^RTSI and HFSAX.

Drawdown Indicators

	^RTSI	HFSAX	Difference
Max Drawdown Largest peak-to-trough decline	-93.26%	-12.81%	-80.45%
Max Drawdown (1Y) Largest decline over 1 year	-17.79%	-3.68%	-14.11%
Max Drawdown (3Y) Largest decline over 3 years	-40.03%	-5.67%	-34.36%
Max Drawdown (5Y) Largest decline over 5 years	-62.14%	-12.81%	-49.33%
Max Drawdown (10Y) Largest decline over 10 years	-62.14%	-12.81%	-49.33%
Current Drawdown Current decline from peak	-54.28%	-0.36%	-53.92%
Average Drawdown Average peak-to-trough decline	-43.30%	-2.39%	-40.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.19%	1.31%	+6.88%

Volatility

^RTSI vs. HFSAX - Volatility Comparison

RTS Index (^RTSI) has a higher volatility of 5.75% compared to Hundredfold Select Alternative Fund Investor Class (HFSAX) at 1.62%. This indicates that ^RTSI's price experiences larger fluctuations and is considered to be riskier than HFSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^RTSI	HFSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.75%	1.62%	+4.13%
Volatility (6M) Calculated over the trailing 6-month period	12.73%	3.65%	+9.08%
Volatility (1Y) Calculated over the trailing 1-year period	21.01%	4.54%	+16.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.05%	6.20%	+29.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.01%	6.26%	+24.75%

Frequently Asked Questions

Can I hold both ^RTSI and HFSAX in my portfolio?

^RTSI and HFSAX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^RTSI or HFSAX?

^RTSI has higher volatility (5.75%) compared to HFSAX (1.62%). In terms of maximum drawdown, ^RTSI dropped -93.26% vs HFSAX's -12.81%.

Which has better risk-adjusted returns?

HFSAX currently has the higher Sharpe Ratio (2.57 vs 0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.