HMXIX vs. MRSK
Compare and contrast key facts about AlphaCentric Premium Opportunity Fund (HMXIX) and Agility Shares Managed Risk ETF (MRSK).
HMXIX is managed by AlphaCentric Funds. It was launched on Sep 29, 2016. MRSK is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020.
Performance
HMXIX vs. MRSK - Performance Comparison
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HMXIX vs. MRSK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HMXIX AlphaCentric Premium Opportunity Fund | -3.62% | 8.73% | 8.86% | 13.36% | -10.62% | 7.82% | 6.50% |
MRSK Agility Shares Managed Risk ETF | -4.57% | 11.93% | 14.62% | 13.29% | -11.86% | 20.74% | 16.42% |
Returns By Period
In the year-to-date period, HMXIX achieves a -3.62% return, which is significantly higher than MRSK's -4.57% return.
HMXIX
- 1D
- 1.95%
- 1M
- -2.92%
- YTD
- -3.62%
- 6M
- -3.32%
- 1Y
- 10.06%
- 3Y*
- 7.60%
- 5Y*
- 4.01%
- 10Y*
- 6.48%
MRSK
- 1D
- -0.62%
- 1M
- -5.52%
- YTD
- -4.57%
- 6M
- -1.23%
- 1Y
- 11.20%
- 3Y*
- 9.34%
- 5Y*
- 6.95%
- 10Y*
- —
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HMXIX vs. MRSK - Expense Ratio Comparison
HMXIX has a 1.99% expense ratio, which is higher than MRSK's 0.99% expense ratio.
Return for Risk
HMXIX vs. MRSK — Risk / Return Rank
HMXIX
MRSK
HMXIX vs. MRSK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaCentric Premium Opportunity Fund (HMXIX) and Agility Shares Managed Risk ETF (MRSK). 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.
| HMXIX | MRSK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.93 | -0.22 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.37 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.46 | -0.27 |
Martin ratioReturn relative to average drawdown | 3.48 | 6.32 | -2.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HMXIX | MRSK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.93 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.60 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.83 | +0.12 |
Correlation
The correlation between HMXIX and MRSK is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HMXIX vs. MRSK - Dividend Comparison
HMXIX's dividend yield for the trailing twelve months is around 6.36%, more than MRSK's 0.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
HMXIX AlphaCentric Premium Opportunity Fund | 6.36% | 6.13% | 2.17% | 0.00% | 0.00% | 4.78% | 2.26% | 0.00% | 0.00% | 0.47% | 0.16% |
MRSK Agility Shares Managed Risk ETF | 0.39% | 0.37% | 0.44% | 0.60% | 1.11% | 14.20% | 4.29% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HMXIX vs. MRSK - Drawdown Comparison
The maximum HMXIX drawdown since its inception was -15.80%, which is greater than MRSK's maximum drawdown of -14.70%. Use the drawdown chart below to compare losses from any high point for HMXIX and MRSK.
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Drawdown Indicators
| HMXIX | MRSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.80% | -14.70% | -1.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -7.82% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -15.80% | -14.70% | -1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -15.80% | — | — |
Current DrawdownCurrent decline from peak | -6.23% | -6.66% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -3.64% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.81% | +1.19% |
Volatility
HMXIX vs. MRSK - Volatility Comparison
AlphaCentric Premium Opportunity Fund (HMXIX) and Agility Shares Managed Risk ETF (MRSK) have volatilities of 4.83% and 4.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HMXIX | MRSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.68% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 8.85% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.33% | 12.10% | +2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.38% | 11.64% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.59% | 11.91% | -1.32% |