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FSMSX vs. QIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSMSX vs. QIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS Multi-Strategy Alternatives Fund (FSMSX) and Simplify Multi-Qis Alternative ETF (QIS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSMSX achieves a 3.59% return, which is significantly higher than QIS's -31.94% return.


FSMSX

1D
0.52%
1M
0.00%
6M
2.40%
YTD
3.59%
1Y
5.41%
3Y*
4.84%
5Y*
5.17%
10Y*
ALL TIME*
3.93%

QIS

1D
2.58%
1M
2.94%
6M
-34.00%
YTD
-31.94%
1Y
-48.32%
3Y*
-24.55%
5Y*
10Y*
ALL TIME*
-24.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$8.01K$6.87K$26.74K

FSMSX vs. QIS - Yearly Performance Comparison


2026 (YTD)202520242023
FSMSX
FS Multi-Strategy Alternatives Fund
3.59%4.13%4.63%3.13%
QIS
Simplify Multi-Qis Alternative ETF
-31.94%-38.02%0.19%2.08%

Correlation

The correlation between FSMSX and QIS is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

Correlation (3Y)
Balances recent behavior with more history.

0.01

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2023

0.01

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Return for Risk

FSMSX vs. QIS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSMSX
FSMSX Risk / Return Rank: 8383
Overall Rank
FSMSX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FSMSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSMSX Omega Ratio Rank: 7979
Omega Ratio Rank
FSMSX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FSMSX Martin Ratio Rank: 8888
Martin Ratio Rank

QIS
QIS Risk / Return Rank: 00
Overall Rank
QIS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
QIS Sortino Ratio Rank: 00
Sortino Ratio Rank
QIS Omega Ratio Rank: 11
Omega Ratio Rank
QIS Calmar Ratio Rank: 11
Calmar Ratio Rank
QIS Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSMSX vs. QIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FS Multi-Strategy Alternatives Fund (FSMSX) and Simplify Multi-Qis Alternative ETF (QIS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSMSXQISDifference
Sharpe ratioReturn per unit of total volatility

+3.04

Sortino ratioReturn per unit of downside risk

+4.50

Omega ratioGain probability vs. loss probability

1.35

0.77

+0.58

Calmar ratioReturn relative to maximum drawdown

4.09

-0.93

+5.02

Martin ratioReturn relative to average drawdown

11.33

-1.62

+12.95

FSMSX vs. QIS - Sharpe Ratio Comparison

The current FSMSX Sharpe Ratio is 1.78, which is higher than the QIS Sharpe Ratio of -1.26. The chart below compares the historical Sharpe Ratios of FSMSX and QIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSMSX vs. QIS - Drawdown Comparison

The maximum FSMSX drawdown since its inception was -8.94%, smaller than the maximum QIS drawdown of -62.82%. Use the drawdown chart below to compare losses from any high point for FSMSX and QIS.


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Drawdown Indicators


FSMSXQISDifference

Max Drawdown

Largest peak-to-trough decline

-8.94%

-62.82%

+53.88%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-54.47%

+53.01%

Max Drawdown (3Y)

Largest decline over 3 years

-4.06%

-62.82%

+58.76%

Max Drawdown (5Y)

Largest decline over 5 years

-4.13%

Current Drawdown

Current decline from peak

-0.60%

-60.09%

+59.49%

Average Drawdown

Average peak-to-trough decline

-1.62%

-16.05%

+14.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

31.13%

-30.60%

Volatility

FSMSX vs. QIS - Volatility Comparison

The current volatility for FS Multi-Strategy Alternatives Fund (FSMSX) is 1.35%, while Simplify Multi-Qis Alternative ETF (QIS) has a volatility of 14.48%. This indicates that FSMSX experiences smaller price fluctuations and is considered to be less risky than QIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSMSXQISDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

14.48%

-13.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

32.96%

-30.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

40.15%

-36.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.64%

30.10%

-25.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

30.10%

-25.45%

FSMSX vs. QIS - Expense Ratio Comparison

FSMSX has a 1.89% expense ratio, which is higher than QIS's 1.00% expense ratio.


Dividends

FSMSX vs. QIS - Dividend Comparison

FSMSX's dividend yield for the trailing twelve months is around 3.98%, more than QIS's 2.00% yield.


PositionTTM20252024202320222021202020192018
FSMSX
FS Multi-Strategy Alternatives Fund
3.98%4.12%2.48%3.61%4.12%3.22%0.77%2.20%0.82%
QIS
Simplify Multi-Qis Alternative ETF
2.00%3.37%1.07%3.29%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FSMSX and QIS have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QIS has higher volatility (14.48%) compared to FSMSX (1.35%). In terms of maximum drawdown, FSMSX dropped -8.94% vs QIS's -62.82%.

FSMSX currently has the higher Sharpe Ratio (1.78 vs -1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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