GNXIX vs. MSFT

Last updated Apr 1, 2026

Compare and contrast key facts about AlphaCentric Robotics and Automation Fund (GNXIX) and Microsoft Corporation (MSFT).

GNXIX is managed by AlphaCentric Funds. It was launched on May 30, 2017.

Performance

GNXIX vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AlphaCentric Robotics and Automation Fund (GNXIX) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

GNXIX vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GNXIX AlphaCentric Robotics and Automation Fund	-15.97%	22.71%	24.96%	7.21%	-32.53%	5.95%	40.26%	27.85%	-18.74%	20.66%
MSFT Microsoft Corporation	-23.28%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	20.80%	19.57%

Returns By Period

In the year-to-date period, GNXIX achieves a -15.97% return, which is significantly higher than MSFT's -23.28% return.

GNXIX

• 1D: -4.66%
• 1M: -16.71%
• YTD: -15.97%
• 6M: -19.98%
• 1Y: 25.06%
• 3Y*: 9.12%
• 5Y*: -0.52%
• 10Y*: —

MSFT

• 1D: 3.12%
• 1M: -5.75%
• YTD: -23.28%
• 6M: -28.23%
• 1Y: -0.64%
• 3Y*: 9.54%
• 5Y*: 9.74%
• 10Y*: 22.44%

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

Return for Risk

GNXIX vs. MSFT — Risk / Return Rank

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

GNXIX

GNXIX Risk / Return Rank: 21
GNXIX Sharpe Ratio Rank: 22
GNXIX Sortino Ratio Rank: 27
GNXIX Omega Ratio Rank: 19
GNXIX Calmar Ratio Rank: 20
GNXIX Martin Ratio Rank: 17

MSFT

MSFT Risk / Return Rank: 38
MSFT Sharpe Ratio Rank: 41
MSFT Sortino Ratio Rank: 34
MSFT Omega Ratio Rank: 35
MSFT Calmar Ratio Rank: 41
MSFT Martin Ratio Rank: 40

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.

GNXIX vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AlphaCentric Robotics and Automation Fund (GNXIX) and Microsoft Corporation (MSFT). 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.

	GNXIX	MSFT	Difference
Sharpe ratio Return per unit of total volatility	0.59	-0.02	+0.61
Sortino ratio Return per unit of downside risk	1.05	0.15	+0.90
Omega ratio Gain probability vs. loss probability	1.12	1.02	+0.10
Calmar ratio Return relative to maximum drawdown	0.62	-0.05	+0.66
Martin ratio Return relative to average drawdown	1.79	-0.12	+1.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GNXIX vs. MSFT - Sharpe Ratio Comparison

The current GNXIX Sharpe Ratio is 0.59, which is higher than the MSFT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of GNXIX and MSFT, 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

	GNXIX	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.59	-0.02	+0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	0.37	-0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.74	-0.46

Correlation

The correlation between GNXIX and MSFT is 0.46, 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

GNXIX vs. MSFT - Dividend Comparison

GNXIX's dividend yield for the trailing twelve months is around 1.42%, more than MSFT's 0.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GNXIX AlphaCentric Robotics and Automation Fund	1.42%	1.19%	0.00%	0.00%	5.18%	4.23%	0.00%	0.00%	3.38%	1.85%	0.00%	0.00%
MSFT Microsoft Corporation	0.94%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

Drawdowns

GNXIX vs. MSFT - Drawdown Comparison

The maximum GNXIX drawdown since its inception was -46.17%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for GNXIX and MSFT.

Drawdown Indicators

	GNXIX	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-46.17%	-69.38%	+23.21%
Max Drawdown (1Y) Largest decline over 1 year	-30.56%	-33.91%	+3.35%
Max Drawdown (5Y) Largest decline over 5 years	-45.91%	-37.15%	-8.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.15%	—
Current Drawdown Current decline from peak	-30.56%	-31.43%	+0.87%
Average Drawdown Average peak-to-trough decline	-17.18%	-21.77%	+4.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.55%	12.46%	-1.91%

Volatility

GNXIX vs. MSFT - Volatility Comparison

AlphaCentric Robotics and Automation Fund (GNXIX) has a higher volatility of 10.93% compared to Microsoft Corporation (MSFT) at 6.48%. This indicates that GNXIX's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GNXIX	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.93%	6.48%	+4.45%
Volatility (6M) Calculated over the trailing 6-month period	30.11%	19.15%	+10.96%
Volatility (1Y) Calculated over the trailing 1-year period	37.51%	26.46%	+11.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.40%	26.19%	+0.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.75%	26.89%	-3.14%