BITSX vs. ALSMX
BITSX (iShares Total U.S. Stock Market Index Fund) and ALSMX (Archer Multi Cap Fund) are both Large Cap Blend Equities funds. Over the past 5 years, BITSX returned 13.08%/yr vs 13.86%/yr for ALSMX. Their correlation of 0.92 suggests significant overlap in exposure. BITSX charges 0.08%/yr vs 0.96%/yr for ALSMX.
Performance
BITSX vs. ALSMX - Performance Comparison
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Returns By Period
In the year-to-date period, BITSX achieves a 11.72% return, which is significantly lower than ALSMX's 26.71% return.
BITSX
- 1D
- 0.23%
- 1M
- 5.68%
- YTD
- 11.72%
- 6M
- 11.59%
- 1Y
- 28.62%
- 3Y*
- 22.25%
- 5Y*
- 13.08%
- 10Y*
- 15.08%
ALSMX
- 1D
- 1.82%
- 1M
- 5.77%
- YTD
- 26.71%
- 6M
- 25.30%
- 1Y
- 42.63%
- 3Y*
- 25.83%
- 5Y*
- 13.86%
- 10Y*
- —
BITSX vs. ALSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 11.72% | 17.10% | 23.79% | 25.97% | -19.10% | 25.50% | 20.76% |
ALSMX Archer Multi Cap Fund | 26.71% | 11.47% | 21.78% | 25.14% | -20.12% | 16.58% | 16.01% |
Correlation
The correlation between BITSX and ALSMX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020 | 0.92 |
The correlation between BITSX and ALSMX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
BITSX vs. ALSMX — Risk / Return Rank
BITSX
ALSMX
BITSX vs. ALSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund (BITSX) and Archer Multi Cap Fund (ALSMX). 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.
| BITSX | ALSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.48 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 4.69 | -1.35 |
| Martin ratioReturn relative to average drawdown | 15.34 | 20.53 | -5.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BITSX | ALSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.43 | 2.74 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.01 | +0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.01 | +0.81 |
Drawdowns
BITSX vs. ALSMX - Drawdown Comparison
The maximum BITSX drawdown since its inception was -34.97%, smaller than the maximum ALSMX drawdown of -97.87%. Use the drawdown chart below to compare losses from any high point for BITSX and ALSMX.
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Drawdown Indicators
| BITSX | ALSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -97.87% | +62.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -9.42% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -97.87% | +78.58% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -97.87% | +72.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -96.39% | +96.39% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -27.98% | +23.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.15% | -0.22% |
Volatility
BITSX vs. ALSMX - Volatility Comparison
The current volatility for iShares Total U.S. Stock Market Index Fund (BITSX) is 2.94%, while Archer Multi Cap Fund (ALSMX) has a volatility of 5.13%. This indicates that BITSX experiences smaller price fluctuations and is considered to be less risky than ALSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BITSX | ALSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 5.13% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 13.27% | -4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 16.14% | -3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 1,291.55% | -1,274.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 1,140.59% | -1,122.17% |
BITSX vs. ALSMX - Expense Ratio Comparison
BITSX has a 0.08% expense ratio, which is lower than ALSMX's 0.96% expense ratio.
Dividends
BITSX vs. ALSMX - Dividend Comparison
BITSX's dividend yield for the trailing twelve months is around 1.01%, less than ALSMX's 5.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ALSMX Archer Multi Cap Fund | 5.65% | 7.16% | 3.62% | 0.46% | 7.12% | 1.62% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% |
BITSX iShares Total U.S. Stock Market Index Fund | 1.01% | 1.10% | 1.24% | 1.42% | 1.59% | 1.53% | 1.47% | 2.11% | 2.44% | 2.14% | 1.51% |
Frequently Asked Questions
BITSX and ALSMX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALSMX has higher volatility (5.13%) compared to BITSX (2.94%). In terms of maximum drawdown, BITSX dropped -34.97% vs ALSMX's -97.87%.
ALSMX currently has the higher Sharpe Ratio (2.74 vs 2.43), 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.
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