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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 3.77% return, which is significantly higher than QIS's -30.59% return.


FSMSX

1D
-0.09%
1M
0.00%
YTD
3.77%
6M
3.86%
1Y
7.96%
3Y*
5.22%
5Y*
5.22%
10Y*

QIS

1D
-2.72%
1M
-21.94%
YTD
-30.59%
6M
-33.19%
1Y
-50.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSMSX vs. QIS - Yearly Performance Comparison


2026 (YTD)202520242023
FSMSX
FS Multi-Strategy Alternatives Fund
3.77%4.13%4.63%3.13%
QIS
Simplify Multi-Qis Alternative ETF
-30.59%-38.02%0.19%2.08%

Correlation

The correlation between FSMSX and QIS is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

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

0.02

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Return for Risk

FSMSX vs. QIS — Risk / Return Rank

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

FSMSX
FSMSX Risk / Return Rank: 8888
Overall Rank
FSMSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FSMSX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FSMSX Omega Ratio Rank: 8585
Omega Ratio Rank
FSMSX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FSMSX Martin Ratio Rank: 9090
Martin Ratio Rank

QIS
QIS Risk / Return Rank: 11
Overall Rank
QIS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
QIS Sortino Ratio Rank: 00
Sortino Ratio Rank
QIS Omega Ratio Rank: 00
Omega Ratio Rank
QIS Calmar Ratio Rank: 11
Calmar Ratio Rank
QIS Martin Ratio Rank: 11
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.

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

+3.84

Sortino ratioReturn per unit of downside risk

+5.73

Omega ratioGain probability vs. loss probability

1.54

0.76

+0.77

Calmar ratioReturn relative to maximum drawdown

5.46

-0.92

+6.38

Martin ratioReturn relative to average drawdown

16.46

-1.58

+18.04

FSMSX vs. QIS - Sharpe Ratio Comparison

The current FSMSX Sharpe Ratio is 2.54, which is higher than the QIS Sharpe Ratio of -1.30. 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 -59.30%. 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%

-59.30%

+50.36%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-55.12%

+53.66%

Max Drawdown (3Y)

Largest decline over 3 years

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-4.13%

Current Drawdown

Current decline from peak

-0.43%

-59.30%

+58.87%

Average Drawdown

Average peak-to-trough decline

-1.63%

-14.45%

+12.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

32.10%

-31.62%

Volatility

FSMSX vs. QIS - Volatility Comparison

The current volatility for FS Multi-Strategy Alternatives Fund (FSMSX) is 1.49%, while Simplify Multi-Qis Alternative ETF (QIS) has a volatility of 11.78%. 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

1.49%

11.78%

-10.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

30.41%

-27.85%

Volatility (1Y)

Calculated over the trailing 1-year period

3.15%

38.95%

-35.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.65%

29.38%

-24.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

29.38%

-24.73%

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 3.97%, more than QIS's 1.94% yield.


PositionTTM20252024202320222021202020192018
FSMSX
FS Multi-Strategy Alternatives Fund
3.97%4.12%2.48%3.61%4.12%3.22%0.77%2.20%0.82%
QIS
Simplify Multi-Qis Alternative ETF
1.94%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 -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QIS has higher volatility (11.78%) compared to FSMSX (1.49%). In terms of maximum drawdown, FSMSX dropped -8.94% vs QIS's -59.30%.

FSMSX currently has the higher Sharpe Ratio (2.54 vs -1.30), 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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