PortfoliosLab logoPortfoliosLab logo
DYMIX vs. FARYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DYMIX vs. FARYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynamic Alpha Macro Fund Institutional (DYMIX) and Fulcrum Diversified Absolute Return Fund (FARYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DYMIX vs. FARYX - Yearly Performance Comparison


2026 (YTD)202520242023
DYMIX
Dynamic Alpha Macro Fund Institutional
4.10%25.51%18.38%11.33%
FARYX
Fulcrum Diversified Absolute Return Fund
6.08%13.34%7.19%2.94%

Returns By Period

In the year-to-date period, DYMIX achieves a 4.10% return, which is significantly lower than FARYX's 6.08% return.


DYMIX

1D
0.78%
1M
-9.60%
YTD
4.10%
6M
4.27%
1Y
25.99%
3Y*
5Y*
10Y*

FARYX

1D
-0.19%
1M
-1.60%
YTD
6.08%
6M
9.13%
1Y
19.59%
3Y*
9.84%
5Y*
5.75%
10Y*
5.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DYMIX vs. FARYX - Expense Ratio Comparison

DYMIX has a 1.98% expense ratio, which is higher than FARYX's 1.04% expense ratio.


Return for Risk

DYMIX vs. FARYX — Risk / Return Rank

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

DYMIX
DYMIX Risk / Return Rank: 7979
Overall Rank
DYMIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DYMIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DYMIX Omega Ratio Rank: 7676
Omega Ratio Rank
DYMIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DYMIX Martin Ratio Rank: 7272
Martin Ratio Rank

FARYX
FARYX Risk / Return Rank: 9797
Overall Rank
FARYX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FARYX Sortino Ratio Rank: 9797
Sortino Ratio Rank
FARYX Omega Ratio Rank: 9393
Omega Ratio Rank
FARYX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FARYX Martin Ratio Rank: 9898
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.

DYMIX vs. FARYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Alpha Macro Fund Institutional (DYMIX) and Fulcrum Diversified Absolute Return Fund (FARYX). 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.


DYMIXFARYXDifference

Sharpe ratio

Return per unit of total volatility

1.68

2.56

-0.88

Sortino ratio

Return per unit of downside risk

2.30

3.66

-1.36

Omega ratio

Gain probability vs. loss probability

1.30

1.47

-0.17

Calmar ratio

Return relative to maximum drawdown

2.01

6.28

-4.27

Martin ratio

Return relative to average drawdown

7.25

21.12

-13.88

DYMIX vs. FARYX - Sharpe Ratio Comparison

The current DYMIX Sharpe Ratio is 1.68, which is lower than the FARYX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of DYMIX and FARYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DYMIXFARYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

2.56

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.70

0.87

+0.82

Correlation

The correlation between DYMIX and FARYX is 0.43, 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.


Dividends

DYMIX vs. FARYX - Dividend Comparison

DYMIX's dividend yield for the trailing twelve months is around 6.55%, less than FARYX's 6.77% yield.


TTM2025202420232022202120202019201820172016
DYMIX
Dynamic Alpha Macro Fund Institutional
6.55%6.82%7.12%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FARYX
Fulcrum Diversified Absolute Return Fund
6.77%7.18%4.39%0.89%1.28%8.96%7.79%0.63%8.88%3.39%0.40%

Drawdowns

DYMIX vs. FARYX - Drawdown Comparison

The maximum DYMIX drawdown since its inception was -12.95%, which is greater than FARYX's maximum drawdown of -7.41%. Use the drawdown chart below to compare losses from any high point for DYMIX and FARYX.


Loading graphics...

Drawdown Indicators


DYMIXFARYXDifference

Max Drawdown

Largest peak-to-trough decline

-12.95%

-7.41%

-5.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-3.26%

-9.69%

Max Drawdown (5Y)

Largest decline over 5 years

-6.87%

Max Drawdown (10Y)

Largest decline over 10 years

-7.41%

Current Drawdown

Current decline from peak

-12.28%

-2.42%

-9.86%

Average Drawdown

Average peak-to-trough decline

-3.30%

-1.85%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

0.97%

+2.63%

Volatility

DYMIX vs. FARYX - Volatility Comparison

Dynamic Alpha Macro Fund Institutional (DYMIX) has a higher volatility of 4.19% compared to Fulcrum Diversified Absolute Return Fund (FARYX) at 2.71%. This indicates that DYMIX's price experiences larger fluctuations and is considered to be riskier than FARYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DYMIXFARYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

2.71%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.97%

6.46%

+5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

7.89%

+7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

6.30%

+8.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

5.75%

+8.99%