BTAL vs. MPAA
Compare and contrast key facts about AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and Motorcar Parts of America, Inc. (MPAA).
BTAL is a passively managed fund by AGF that tracks the performance of the Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index. It was launched on Sep 13, 2011.
Performance
BTAL vs. MPAA - Performance Comparison
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BTAL vs. MPAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTAL AGFiQ US Market Neutral Anti-Beta Fund | -2.99% | -20.17% | 12.83% | -15.11% | 20.48% | -6.81% | -13.86% | 1.07% | 15.13% | -2.13% |
MPAA Motorcar Parts of America, Inc. | -10.37% | 62.37% | -18.63% | -21.25% | -30.52% | -13.00% | -10.94% | 32.39% | -33.41% | -7.17% |
Returns By Period
In the year-to-date period, BTAL achieves a -2.99% return, which is significantly higher than MPAA's -10.37% return. Over the past 10 years, BTAL has outperformed MPAA with an annualized return of -3.16%, while MPAA has yielded a comparatively lower -11.46% annualized return.
BTAL
- 1D
- -2.72%
- 1M
- -0.85%
- YTD
- -2.99%
- 6M
- -10.10%
- 1Y
- -31.33%
- 3Y*
- -8.29%
- 5Y*
- -1.50%
- 10Y*
- -3.16%
MPAA
- 1D
- 1.84%
- 1M
- 6.96%
- YTD
- -10.37%
- 6M
- -33.13%
- 1Y
- 16.42%
- 3Y*
- 14.13%
- 5Y*
- -13.30%
- 10Y*
- -11.46%
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Return for Risk
BTAL vs. MPAA — Risk / Return Rank
BTAL
MPAA
BTAL vs. MPAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and Motorcar Parts of America, Inc. (MPAA). 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.
| BTAL | MPAA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.40 | 0.26 | -1.66 |
Sortino ratioReturn per unit of downside risk | -2.13 | 0.78 | -2.90 |
Omega ratioGain probability vs. loss probability | 0.77 | 1.12 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -0.88 | 0.40 | -1.27 |
Martin ratioReturn relative to average drawdown | -1.20 | 0.86 | -2.06 |
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
| BTAL | MPAA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.40 | 0.26 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | -0.22 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.19 | -0.21 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.02 | -0.19 |
Correlation
The correlation between BTAL and MPAA is -0.30. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
BTAL vs. MPAA - Dividend Comparison
BTAL's dividend yield for the trailing twelve months is around 2.56%, while MPAA has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 2.56% | 2.49% | 3.49% | 6.14% | 1.01% | 0.00% | 0.00% | 0.88% | 0.39% |
MPAA Motorcar Parts of America, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BTAL vs. MPAA - Drawdown Comparison
The maximum BTAL drawdown since its inception was -41.01%, smaller than the maximum MPAA drawdown of -97.82%. Use the drawdown chart below to compare losses from any high point for BTAL and MPAA.
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Drawdown Indicators
| BTAL | MPAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.01% | -97.82% | +56.81% |
Max Drawdown (1Y)Largest decline over 1 year | -34.94% | -46.31% | +11.37% |
Max Drawdown (5Y)Largest decline over 5 years | -34.94% | -82.71% | +47.77% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -88.22% | +47.21% |
Current DrawdownCurrent decline from peak | -39.53% | -72.52% | +32.99% |
Average DrawdownAverage peak-to-trough decline | -21.67% | -51.20% | +29.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.64% | 21.20% | +4.44% |
Volatility
BTAL vs. MPAA - Volatility Comparison
The current volatility for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) is 6.87%, while Motorcar Parts of America, Inc. (MPAA) has a volatility of 9.10%. This indicates that BTAL experiences smaller price fluctuations and is considered to be less risky than MPAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTAL | MPAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 9.10% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 46.52% | -30.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.51% | 63.71% | -41.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.36% | 60.98% | -42.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 54.43% | -37.39% |