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CSM vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSM vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Large Cap Core Plus (CSM) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSM achieves a 5.82% return, which is significantly higher than BTAL's -21.82% return. Over the past 10 years, CSM has outperformed BTAL with an annualized return of 14.40%, while BTAL has yielded a comparatively lower -5.51% annualized return.


CSM

1D
-0.26%
1M
-1.53%
YTD
5.82%
6M
4.63%
1Y
22.54%
3Y*
20.59%
5Y*
12.48%
10Y*
14.40%

BTAL

1D
-0.09%
1M
-7.79%
YTD
-21.82%
6M
-20.63%
1Y
-35.93%
3Y*
-13.04%
5Y*
-5.19%
10Y*
-5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSM vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSM
Proshares Large Cap Core Plus
5.82%21.84%22.09%23.50%-18.27%33.13%10.94%29.26%-7.88%22.52%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-21.82%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%

Correlation

The correlation between CSM and BTAL is -0.68, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.68

Correlation (3Y)
Calculated over the trailing 3-year period

-0.63

Correlation (5Y)
Calculated over the trailing 5-year period

-0.64

Correlation (10Y)
Calculated over the trailing 10-year period

-0.56

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2011

-0.52

The correlation between CSM and BTAL shifts across timeframes, from -0.68 (1 year) to -0.52 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CSM vs. BTAL — Risk / Return Rank

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

CSM
CSM Risk / Return Rank: 6060
Overall Rank
CSM Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CSM Sortino Ratio Rank: 6161
Sortino Ratio Rank
CSM Omega Ratio Rank: 5858
Omega Ratio Rank
CSM Calmar Ratio Rank: 5555
Calmar Ratio Rank
CSM Martin Ratio Rank: 6262
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 11
Calmar Ratio Rank
BTAL Martin Ratio Rank: 00
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.

CSM vs. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSMBTALDifference
Sharpe ratioReturn per unit of total volatility

+3.42

Sortino ratioReturn per unit of downside risk

+5.00

Omega ratioGain probability vs. loss probability

1.32

0.74

+0.58

Calmar ratioReturn relative to maximum drawdown

2.41

-0.96

+3.37

Martin ratioReturn relative to average drawdown

10.04

-1.81

+11.85

CSM vs. BTAL - Sharpe Ratio Comparison

The current CSM Sharpe Ratio is 1.83, which is higher than the BTAL Sharpe Ratio of -1.58. The chart below compares the historical Sharpe Ratios of CSM and BTAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CSM vs. BTAL - Drawdown Comparison

The maximum CSM drawdown since its inception was -36.11%, smaller than the maximum BTAL drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for CSM and BTAL.


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Drawdown Indicators


CSMBTALDifference

Max Drawdown

Largest peak-to-trough decline

-36.11%

-52.70%

+16.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

-37.60%

+28.20%

Max Drawdown (3Y)

Largest decline over 3 years

-18.30%

-47.83%

+29.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.82%

-47.83%

+24.01%

Max Drawdown (10Y)

Largest decline over 10 years

-36.11%

-52.70%

+16.59%

Current Drawdown

Current decline from peak

-3.72%

-51.27%

+47.55%

Average Drawdown

Average peak-to-trough decline

-4.03%

-22.06%

+18.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

20.14%

-17.89%

Volatility

CSM vs. BTAL - Volatility Comparison

The current volatility for Proshares Large Cap Core Plus (CSM) is 4.46%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 9.29%. This indicates that CSM experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSMBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

9.29%

-4.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

16.70%

-7.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.39%

22.83%

-10.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

19.10%

-1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

17.35%

+1.04%

CSM vs. BTAL - Expense Ratio Comparison

CSM has a 0.45% expense ratio, which is lower than BTAL's 1.40% expense ratio.


Dividends

CSM vs. BTAL - Dividend Comparison

CSM's dividend yield for the trailing twelve months is around 1.03%, less than BTAL's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
3.18%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%0.00%
CSM
Proshares Large Cap Core Plus
1.03%1.04%1.06%1.17%1.37%0.78%1.21%1.41%1.54%1.28%1.49%1.67%

Frequently Asked Questions


CSM and BTAL have a correlation of -0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (9.29%) compared to CSM (4.46%). In terms of maximum drawdown, CSM dropped -36.11% vs BTAL's -52.70%.

On 10-year performance, CSM leads with 14.40% vs -5.51% for BTAL. On fees, CSM is cheaper at 0.45% per year. On volatility, CSM has been the lower-risk option at 4.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CSM has performed better with a 14.40% return vs -5.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSM is cheaper with a 0.45% expense ratio, compared with 1.40% for BTAL.

BTAL has the higher dividend yield at 3.18%, compared with 1.03% for CSM.

CSM is categorized as Long-Short, while BTAL is Equity Market Neutral. They also come from different issuers: ProShares and AGF. Their fees differ too: 0.45% for CSM and 1.40% for BTAL.

CSM currently has the higher Sharpe Ratio (1.83 vs -1.58), 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.

Portfolio Optimizer

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