FARYX vs. DYMIX

Last updated Apr 2, 2026

Compare and contrast key facts about Fulcrum Diversified Absolute Return Fund (FARYX) and Dynamic Alpha Macro Fund Institutional (DYMIX).

FARYX is managed by Fulcrum. It was launched on Jul 30, 2015. DYMIX is an actively managed fund by Dynamic Alpha Funds. It was launched on Jul 31, 2023.

Performance

FARYX vs. DYMIX - Performance Comparison

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

FARYX vs. DYMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FARYX Fulcrum Diversified Absolute Return Fund	6.08%	13.34%	7.19%	2.94%
DYMIX Dynamic Alpha Macro Fund Institutional	4.10%	25.51%	18.38%	11.33%

Returns By Period

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

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%

DYMIX

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

*Multi-year figures are annualized to reflect compound growth (CAGR)

FARYX vs. DYMIX - Expense Ratio Comparison

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

DYMIX

Dynamic Alpha Macro Fund Institutional

FARYX

Fulcrum Diversified Absolute Return Fund

Return for Risk

FARYX vs. DYMIX — Risk / Return Rank

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

FARYX

FARYX Risk / Return Rank: 97
FARYX Sharpe Ratio Rank: 97
FARYX Sortino Ratio Rank: 97
FARYX Omega Ratio Rank: 93
FARYX Calmar Ratio Rank: 99
FARYX Martin Ratio Rank: 98

DYMIX

DYMIX Risk / Return Rank: 79
DYMIX Sharpe Ratio Rank: 85
DYMIX Sortino Ratio Rank: 84
DYMIX Omega Ratio Rank: 76
DYMIX Calmar Ratio Rank: 79
DYMIX Martin Ratio Rank: 72

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.

FARYX vs. DYMIX - Risk-Adjusted Trends Comparison

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

	FARYX	DYMIX	Difference
Sharpe ratio Return per unit of total volatility	2.56	1.68	+0.88
Sortino ratio Return per unit of downside risk	3.66	2.30	+1.36
Omega ratio Gain probability vs. loss probability	1.47	1.30	+0.17
Calmar ratio Return relative to maximum drawdown	6.28	2.01	+4.27
Martin ratio Return relative to average drawdown	21.12	7.25	+13.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FARYX vs. DYMIX - Sharpe Ratio Comparison

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

Sharpe Ratios by Period

	FARYX	DYMIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.56	1.68	+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	0.87	1.70	-0.82

Correlation

The correlation between FARYX and DYMIX 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

FARYX vs. DYMIX - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
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%

Drawdowns

FARYX vs. DYMIX - Drawdown Comparison

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

Drawdown Indicators

	FARYX	DYMIX	Difference
Max Drawdown Largest peak-to-trough decline	-7.41%	-12.95%	+5.54%
Max Drawdown (1Y) Largest decline over 1 year	-3.26%	-12.95%	+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	-2.42%	-12.28%	+9.86%
Average Drawdown Average peak-to-trough decline	-1.85%	-3.30%	+1.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	3.60%	-2.63%

Volatility

FARYX vs. DYMIX - Volatility Comparison

The current volatility for Fulcrum Diversified Absolute Return Fund (FARYX) is 2.71%, while Dynamic Alpha Macro Fund Institutional (DYMIX) has a volatility of 4.19%. This indicates that FARYX experiences smaller price fluctuations and is considered to be less risky than DYMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FARYX	DYMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.71%	4.19%	-1.48%
Volatility (6M) Calculated over the trailing 6-month period	6.46%	11.97%	-5.51%
Volatility (1Y) Calculated over the trailing 1-year period	7.89%	15.63%	-7.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.30%	14.74%	-8.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.75%	14.74%	-8.99%