EVOIX vs. MAFIX
Compare and contrast key facts about Altegris Futures Evolution Strategy Fund (EVOIX) and Abbey Capital Multi Asset Fund Class I (MAFIX).
EVOIX is managed by Altegris. It was launched on Oct 30, 2011. MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EVOIX or MAFIX.
Correlation
The correlation between EVOIX and MAFIX is 0.54, 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.
Performance
EVOIX vs. MAFIX - Performance Comparison
Key characteristics
EVOIX:
-0.52
MAFIX:
0.15
EVOIX:
-0.64
MAFIX:
0.28
EVOIX:
0.93
MAFIX:
1.04
EVOIX:
-0.36
MAFIX:
0.15
EVOIX:
-0.62
MAFIX:
0.34
EVOIX:
7.11%
MAFIX:
5.79%
EVOIX:
8.54%
MAFIX:
12.90%
EVOIX:
-29.56%
MAFIX:
-13.96%
EVOIX:
-11.19%
MAFIX:
-8.30%
Returns By Period
In the year-to-date period, EVOIX achieves a -1.96% return, which is significantly lower than MAFIX's -0.17% return.
EVOIX
-1.96%
-1.52%
-5.05%
-5.32%
2.04%
1.87%
MAFIX
-0.17%
-2.02%
-1.43%
-0.27%
5.79%
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.
EVOIX vs. MAFIX - Expense Ratio Comparison
EVOIX has a 1.34% expense ratio, which is lower than MAFIX's 1.79% expense ratio.
Risk-Adjusted Performance
EVOIX vs. MAFIX — Risk-Adjusted Performance Rank
EVOIX
MAFIX
EVOIX vs. MAFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Altegris Futures Evolution Strategy Fund (EVOIX) 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.
Dividends
EVOIX vs. MAFIX - Dividend Comparison
EVOIX's dividend yield for the trailing twelve months is around 10.02%, more than MAFIX's 1.60% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVOIX Altegris Futures Evolution Strategy Fund | 10.02% | 10.09% | 1.95% | 34.87% | 9.74% | 2.22% | 1.64% | 5.54% | 1.59% | 7.28% | 9.04% | 11.07% |
MAFIX Abbey Capital Multi Asset Fund Class I | 1.60% | 1.59% | 0.99% | 3.84% | 3.04% | 1.64% | 10.10% | 9.36% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EVOIX vs. MAFIX - Drawdown Comparison
The maximum EVOIX drawdown since its inception was -29.56%, which is greater than MAFIX's maximum drawdown of -13.96%. Use the drawdown chart below to compare losses from any high point for EVOIX and MAFIX. For additional features, visit the drawdowns tool.
Volatility
EVOIX vs. MAFIX - Volatility Comparison
The current volatility for Altegris Futures Evolution Strategy Fund (EVOIX) is 2.49%, while Abbey Capital Multi Asset Fund Class I (MAFIX) has a volatility of 4.15%. This indicates that EVOIX 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.