FARYX vs. REMIX

Last updated Apr 2, 2026

Compare and contrast key facts about Fulcrum Diversified Absolute Return Fund (FARYX) and Standpoint Multi-Asset Fund Investor Class (REMIX).

FARYX is managed by Fulcrum. It was launched on Jul 30, 2015. REMIX is managed by Standpoint Asset Management. It was launched on Dec 30, 2019.

Performance

FARYX vs. REMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fulcrum Diversified Absolute Return Fund (FARYX) and Standpoint Multi-Asset Fund Investor Class (REMIX). The values are adjusted to include any dividend payments, if applicable.

FARYX vs. REMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FARYX Fulcrum Diversified Absolute Return Fund	6.08%	13.34%	7.19%	0.79%	2.19%	4.30%	9.46%
REMIX Standpoint Multi-Asset Fund Investor Class	7.26%	3.85%	12.92%	5.53%	3.44%	19.81%	16.06%

Returns By Period

In the year-to-date period, FARYX achieves a 6.08% return, which is significantly lower than REMIX's 7.26% 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%

REMIX

• 1D: 0.76%
• 1M: 0.44%
• YTD: 7.26%
• 6M: 10.85%
• 1Y: 17.14%
• 3Y*: 9.29%
• 5Y*: 8.47%
• 10Y*: —

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

FARYX vs. REMIX - Expense Ratio Comparison

FARYX has a 1.04% expense ratio, which is lower than REMIX's 1.55% expense ratio.

REMIX

Standpoint Multi-Asset Fund Investor Class

FARYX

Fulcrum Diversified Absolute Return Fund

Return for Risk

FARYX vs. REMIX — 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

REMIX

REMIX Risk / Return Rank: 62
REMIX Sharpe Ratio Rank: 67
REMIX Sortino Ratio Rank: 60
REMIX Omega Ratio Rank: 55
REMIX Calmar Ratio Rank: 74
REMIX Martin Ratio Rank: 54

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. REMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fulcrum Diversified Absolute Return Fund (FARYX) and Standpoint Multi-Asset Fund Investor Class (REMIX). 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	REMIX	Difference
Sharpe ratio Return per unit of total volatility	2.56	1.23	+1.33
Sortino ratio Return per unit of downside risk	3.66	1.63	+2.03
Omega ratio Gain probability vs. loss probability	1.47	1.23	+0.24
Calmar ratio Return relative to maximum drawdown	6.28	1.83	+4.45
Martin ratio Return relative to average drawdown	21.12	5.49	+15.63
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. REMIX - Sharpe Ratio Comparison

The current FARYX Sharpe Ratio is 2.56, which is higher than the REMIX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FARYX and REMIX, 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	REMIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.56	1.23	+1.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.74	+0.18
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	0.93	-0.06

Correlation

The correlation between FARYX and REMIX 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.

Dividends

FARYX vs. REMIX - Dividend Comparison

FARYX's dividend yield for the trailing twelve months is around 6.77%, more than REMIX's 0.44% 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%
REMIX Standpoint Multi-Asset Fund Investor Class	0.44%	0.47%	5.52%	3.46%	2.48%	6.04%	1.09%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FARYX vs. REMIX - Drawdown Comparison

The maximum FARYX drawdown since its inception was -7.41%, smaller than the maximum REMIX drawdown of -17.89%. Use the drawdown chart below to compare losses from any high point for FARYX and REMIX.

Drawdown Indicators

	FARYX	REMIX	Difference
Max Drawdown Largest peak-to-trough decline	-7.41%	-17.89%	+10.48%
Max Drawdown (1Y) Largest decline over 1 year	-3.26%	-9.24%	+5.98%
Max Drawdown (5Y) Largest decline over 5 years	-6.87%	-17.89%	+11.02%
Max Drawdown (10Y) Largest decline over 10 years	-7.41%	—	—
Current Drawdown Current decline from peak	-2.42%	-1.68%	-0.74%
Average Drawdown Average peak-to-trough decline	-1.85%	-3.36%	+1.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	3.07%	-2.10%

Volatility

FARYX vs. REMIX - Volatility Comparison

The current volatility for Fulcrum Diversified Absolute Return Fund (FARYX) is 2.71%, while Standpoint Multi-Asset Fund Investor Class (REMIX) has a volatility of 3.89%. This indicates that FARYX experiences smaller price fluctuations and is considered to be less risky than REMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FARYX	REMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.71%	3.89%	-1.18%
Volatility (6M) Calculated over the trailing 6-month period	6.46%	9.89%	-3.43%
Volatility (1Y) Calculated over the trailing 1-year period	7.89%	13.68%	-5.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.30%	11.55%	-5.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.75%	11.76%	-6.01%