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BUFF vs. MAFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFF and MAFIX is 0.57, 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.


-0.50.00.51.00.6

Performance

BUFF vs. MAFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) and Abbey Capital Multi Asset Fund Class I (MAFIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
5.02%
-5.01%
BUFF
MAFIX

Key characteristics

Sharpe Ratio

BUFF:

2.70

MAFIX:

0.44

Sortino Ratio

BUFF:

3.93

MAFIX:

0.64

Omega Ratio

BUFF:

1.55

MAFIX:

1.09

Calmar Ratio

BUFF:

4.12

MAFIX:

0.44

Martin Ratio

BUFF:

24.01

MAFIX:

1.12

Ulcer Index

BUFF:

0.56%

MAFIX:

5.16%

Daily Std Dev

BUFF:

4.95%

MAFIX:

13.13%

Max Drawdown

BUFF:

-46.23%

MAFIX:

-13.28%

Current Drawdown

BUFF:

-0.75%

MAFIX:

-8.99%

Returns By Period

In the year-to-date period, BUFF achieves a 12.20% return, which is significantly higher than MAFIX's 4.91% return.


BUFF

YTD

12.20%

1M

0.31%

6M

5.03%

1Y

12.79%

5Y*

3.10%

10Y*

N/A

MAFIX

YTD

4.91%

1M

-2.97%

6M

-5.09%

1Y

5.38%

5Y*

10.42%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BUFF vs. MAFIX - Expense Ratio Comparison

BUFF has a 0.99% expense ratio, which is lower than MAFIX's 1.79% expense ratio.


MAFIX
Abbey Capital Multi Asset Fund Class I
Expense ratio chart for MAFIX: current value at 1.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.79%
Expense ratio chart for BUFF: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

BUFF vs. MAFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) and Abbey Capital Multi Asset Fund Class I (MAFIX). 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.


Sharpe ratio
The chart of Sharpe ratio for BUFF, currently valued at 2.70, compared to the broader market0.002.004.002.700.44
The chart of Sortino ratio for BUFF, currently valued at 3.93, compared to the broader market-2.000.002.004.006.008.0010.003.930.64
The chart of Omega ratio for BUFF, currently valued at 1.55, compared to the broader market0.501.001.502.002.503.001.551.09
The chart of Calmar ratio for BUFF, currently valued at 4.12, compared to the broader market0.005.0010.0015.004.120.44
The chart of Martin ratio for BUFF, currently valued at 24.01, compared to the broader market0.0020.0040.0060.0080.00100.0024.011.12
BUFF
MAFIX

The current BUFF Sharpe Ratio is 2.70, which is higher than the MAFIX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of BUFF and MAFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.70
0.44
BUFF
MAFIX

Dividends

BUFF vs. MAFIX - Dividend Comparison

Neither BUFF nor MAFIX has paid dividends to shareholders.


TTM20232022202120202019201820172016
BUFF
Innovator Laddered Fund of U.S. Equity Power Buffer ETF
0.00%0.00%0.00%0.00%1.78%1.68%1.74%1.55%0.18%
MAFIX
Abbey Capital Multi Asset Fund Class I
0.00%0.99%3.84%3.04%1.64%10.10%9.36%0.00%0.00%

Drawdowns

BUFF vs. MAFIX - Drawdown Comparison

The maximum BUFF drawdown since its inception was -46.23%, which is greater than MAFIX's maximum drawdown of -13.28%. Use the drawdown chart below to compare losses from any high point for BUFF and MAFIX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.75%
-8.99%
BUFF
MAFIX

Volatility

BUFF vs. MAFIX - Volatility Comparison

The current volatility for Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) is 1.36%, while Abbey Capital Multi Asset Fund Class I (MAFIX) has a volatility of 5.54%. This indicates that BUFF experiences smaller price fluctuations and is considered to be less risky than MAFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.36%
5.54%
BUFF
MAFIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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