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CSQIX vs. RMDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSQIX vs. RMDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manteio Multialternative Strategy Fund I (CSQIX) and Aspiriant Defensive Allocation Fund (RMDFX). The values are adjusted to include any dividend payments, if applicable.

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CSQIX vs. RMDFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSQIX
Manteio Multialternative Strategy Fund I
0.99%0.90%0.87%1.95%5.82%10.23%6.39%4.30%-5.08%3.85%
RMDFX
Aspiriant Defensive Allocation Fund
2.53%18.85%1.45%8.01%-6.84%4.20%5.10%11.50%-4.89%9.41%

Returns By Period

In the year-to-date period, CSQIX achieves a 0.99% return, which is significantly lower than RMDFX's 2.53% return. Over the past 10 years, CSQIX has underperformed RMDFX with an annualized return of 3.28%, while RMDFX has yielded a comparatively higher 4.91% annualized return.


CSQIX

1D
-0.37%
1M
-4.78%
YTD
0.99%
6M
1.77%
1Y
-1.26%
3Y*
2.70%
5Y*
3.14%
10Y*
3.28%

RMDFX

1D
0.25%
1M
-3.79%
YTD
2.53%
6M
7.56%
1Y
17.15%
3Y*
9.46%
5Y*
5.23%
10Y*
4.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSQIX vs. RMDFX - Expense Ratio Comparison

CSQIX has a 0.90% expense ratio, which is higher than RMDFX's 0.18% expense ratio.


Return for Risk

CSQIX vs. RMDFX — Risk / Return Rank

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

CSQIX
CSQIX Risk / Return Rank: 44
Overall Rank
CSQIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CSQIX Sortino Ratio Rank: 33
Sortino Ratio Rank
CSQIX Omega Ratio Rank: 44
Omega Ratio Rank
CSQIX Calmar Ratio Rank: 44
Calmar Ratio Rank
CSQIX Martin Ratio Rank: 55
Martin Ratio Rank

RMDFX
RMDFX Risk / Return Rank: 9898
Overall Rank
RMDFX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RMDFX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RMDFX Omega Ratio Rank: 9898
Omega Ratio Rank
RMDFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RMDFX Martin Ratio Rank: 9797
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.

CSQIX vs. RMDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manteio Multialternative Strategy Fund I (CSQIX) and Aspiriant Defensive Allocation Fund (RMDFX). 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.


CSQIXRMDFXDifference

Sharpe ratio

Return per unit of total volatility

-0.12

3.47

-3.58

Sortino ratio

Return per unit of downside risk

-0.11

4.74

-4.85

Omega ratio

Gain probability vs. loss probability

0.99

1.75

-0.77

Calmar ratio

Return relative to maximum drawdown

-0.20

4.07

-4.27

Martin ratio

Return relative to average drawdown

-0.33

17.19

-17.52

CSQIX vs. RMDFX - Sharpe Ratio Comparison

The current CSQIX Sharpe Ratio is -0.12, which is lower than the RMDFX Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of CSQIX and RMDFX, 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


CSQIXRMDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

3.47

-3.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.83

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.79

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.78

-0.75

Correlation

The correlation between CSQIX and RMDFX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CSQIX vs. RMDFX - Dividend Comparison

CSQIX's dividend yield for the trailing twelve months is around 1.26%, less than RMDFX's 4.52% yield.


TTM20252024202320222021202020192018201720162015
CSQIX
Manteio Multialternative Strategy Fund I
1.26%1.28%13.42%2.95%2.80%9.19%13.34%4.97%1.84%4.76%2.11%0.24%
RMDFX
Aspiriant Defensive Allocation Fund
4.52%4.63%0.00%3.69%0.78%5.37%2.28%3.78%4.11%2.16%1.16%0.00%

Drawdowns

CSQIX vs. RMDFX - Drawdown Comparison

The maximum CSQIX drawdown since its inception was -80.60%, which is greater than RMDFX's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for CSQIX and RMDFX.


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Drawdown Indicators


CSQIXRMDFXDifference

Max Drawdown

Largest peak-to-trough decline

-80.60%

-15.96%

-64.64%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-4.19%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-13.33%

-14.63%

+1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-80.60%

-15.96%

-64.64%

Current Drawdown

Current decline from peak

-73.55%

-3.79%

-69.76%

Average Drawdown

Average peak-to-trough decline

-47.66%

-3.37%

-44.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

0.99%

+2.12%

Volatility

CSQIX vs. RMDFX - Volatility Comparison

Manteio Multialternative Strategy Fund I (CSQIX) has a higher volatility of 3.06% compared to Aspiriant Defensive Allocation Fund (RMDFX) at 1.99%. This indicates that CSQIX's price experiences larger fluctuations and is considered to be riskier than RMDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSQIXRMDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

1.99%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

5.81%

3.83%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.74%

5.01%

+2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.36%

6.34%

+4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

130.39%

6.20%

+124.19%