GAFYX vs. SRDAX

In the year-to-date period, GAFYX achieves a -0.83% return, which is significantly higher than SRDAX's -4.97% return.

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GAFYX has a 1.24% expense ratio, which is lower than SRDAX's 1.27% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Global Alternatives Fund (GAFYX) and Stone Ridge Diversified Alternatives Fund (SRDAX). 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.

The current GAFYX Sharpe Ratio is 0.23, which is lower than the SRDAX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GAFYX and SRDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GAFYX has not paid dividends to shareholders, while SRDAX's dividend yield for the trailing twelve months is around 8.58%.

The maximum GAFYX drawdown since its inception was -19.49%, which is greater than SRDAX's maximum drawdown of -6.33%. Use the drawdown chart below to compare losses from any high point for GAFYX and SRDAX. For additional features, visit the drawdowns tool.

AlphaSimplex Global Alternatives Fund (GAFYX) has a higher volatility of 1.66% compared to Stone Ridge Diversified Alternatives Fund (SRDAX) at 1.12%. This indicates that GAFYX's price experiences larger fluctuations and is considered to be riskier than SRDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.