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ATLAX vs. MAANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ATLAX vs. MAANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atlas U.S. Tactical Income Fund (ATLAX) and Mutual of America Aggressive Allocation Fund (MAANX). The values are adjusted to include any dividend payments, if applicable.

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ATLAX vs. MAANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ATLAX
Atlas U.S. Tactical Income Fund
-1.23%13.62%4.51%9.92%-23.76%-1.25%1.17%
MAANX
Mutual of America Aggressive Allocation Fund
-0.83%16.23%12.16%12.48%-15.74%14.83%860.00%

Returns By Period

In the year-to-date period, ATLAX achieves a -1.23% return, which is significantly lower than MAANX's -0.83% return.


ATLAX

1D
0.93%
1M
-2.58%
YTD
-1.23%
6M
1.12%
1Y
8.58%
3Y*
8.06%
5Y*
-0.62%
10Y*
-0.23%

MAANX

1D
2.43%
1M
-5.00%
YTD
-0.83%
6M
1.40%
1Y
16.59%
3Y*
11.51%
5Y*
5.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ATLAX vs. MAANX - Expense Ratio Comparison

ATLAX has a 1.18% expense ratio, which is higher than MAANX's 0.05% expense ratio.


Return for Risk

ATLAX vs. MAANX — Risk / Return Rank

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

ATLAX
ATLAX Risk / Return Rank: 6565
Overall Rank
ATLAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ATLAX Sortino Ratio Rank: 6969
Sortino Ratio Rank
ATLAX Omega Ratio Rank: 6262
Omega Ratio Rank
ATLAX Calmar Ratio Rank: 6565
Calmar Ratio Rank
ATLAX Martin Ratio Rank: 6161
Martin Ratio Rank

MAANX
MAANX Risk / Return Rank: 4747
Overall Rank
MAANX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
MAANX Sortino Ratio Rank: 6262
Sortino Ratio Rank
MAANX Omega Ratio Rank: 5858
Omega Ratio Rank
MAANX Calmar Ratio Rank: 2525
Calmar Ratio Rank
MAANX Martin Ratio Rank: 3434
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.

ATLAX vs. MAANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atlas U.S. Tactical Income Fund (ATLAX) and Mutual of America Aggressive Allocation Fund (MAANX). 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.


ATLAXMAANXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.20

+0.10

Sortino ratio

Return per unit of downside risk

1.83

1.81

+0.03

Omega ratio

Gain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratio

Return relative to maximum drawdown

1.65

0.98

+0.67

Martin ratio

Return relative to average drawdown

6.43

4.58

+1.85

ATLAX vs. MAANX - Sharpe Ratio Comparison

The current ATLAX Sharpe Ratio is 1.31, which is comparable to the MAANX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of ATLAX and MAANX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ATLAXMAANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.20

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.39

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.16

-0.15

Correlation

The correlation between ATLAX and MAANX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ATLAX vs. MAANX - Dividend Comparison

ATLAX's dividend yield for the trailing twelve months is around 5.31%, less than MAANX's 10.77% yield.


TTM20252024202320222021
ATLAX
Atlas U.S. Tactical Income Fund
5.31%4.68%5.15%3.18%0.00%0.00%
MAANX
Mutual of America Aggressive Allocation Fund
10.77%10.68%7.81%4.21%12.49%7.60%

Drawdowns

ATLAX vs. MAANX - Drawdown Comparison

The maximum ATLAX drawdown since its inception was -39.28%, which is greater than MAANX's maximum drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for ATLAX and MAANX.


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Drawdown Indicators


ATLAXMAANXDifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-29.21%

-10.07%

Max Drawdown (1Y)

Largest decline over 1 year

-5.44%

-10.72%

+5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-31.49%

-22.63%

-8.86%

Max Drawdown (10Y)

Largest decline over 10 years

-39.28%

Current Drawdown

Current decline from peak

-15.54%

-5.86%

-9.68%

Average Drawdown

Average peak-to-trough decline

-14.58%

-5.72%

-8.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

2.81%

-1.35%

Volatility

ATLAX vs. MAANX - Volatility Comparison

The current volatility for Atlas U.S. Tactical Income Fund (ATLAX) is 2.83%, while Mutual of America Aggressive Allocation Fund (MAANX) has a volatility of 4.39%. This indicates that ATLAX experiences smaller price fluctuations and is considered to be less risky than MAANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATLAXMAANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

4.39%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.92%

8.48%

-4.56%

Volatility (1Y)

Calculated over the trailing 1-year period

7.10%

15.67%

-8.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

16.35%

-7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

385.82%

-369.38%