HTDIX vs. MCI
Compare and contrast key facts about Tactical Dividend and Momentum Fund (HTDIX) and Barings Corporate Investors (MCI).
HTDIX is managed by Hanlon. It was launched on Sep 8, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HTDIX or MCI.
Key characteristics
| HTDIX | MCI | |
|---|---|---|
| YTD Return | 20.64% | 12.49% |
| 1Y Return | 27.05% | 35.44% |
| 3Y Return (Ann) | -0.10% | 15.82% |
| 5Y Return (Ann) | 5.08% | 11.13% |
| Sharpe Ratio | 2.30 | 1.64 |
| Sortino Ratio | 3.10 | 2.01 |
| Omega Ratio | 1.43 | 1.30 |
| Calmar Ratio | 1.25 | 3.65 |
| Martin Ratio | 13.87 | 8.79 |
| Ulcer Index | 1.94% | 4.10% |
| Daily Std Dev | 11.72% | 22.02% |
| Max Drawdown | -27.10% | -57.08% |
| Current Drawdown | -0.29% | -2.66% |
Correlation
The correlation between HTDIX and MCI is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
HTDIX vs. MCI - Performance Comparison
In the year-to-date period, HTDIX achieves a 20.64% return, which is significantly higher than MCI's 12.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HTDIX vs. MCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tactical Dividend and Momentum Fund (HTDIX) and Barings Corporate Investors (MCI). 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.
Dividends
HTDIX vs. MCI - Dividend Comparison
HTDIX's dividend yield for the trailing twelve months is around 1.59%, less than MCI's 8.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HTDIX Tactical Dividend and Momentum Fund | 1.59% | 1.92% | 0.00% | 0.00% | 0.00% | 0.69% | 0.36% | 0.65% | 1.29% | 0.34% | 0.00% | 0.00% |
MCI Barings Corporate Investors | 8.08% | 7.70% | 7.31% | 6.01% | 7.28% | 7.12% | 8.16% | 7.86% | 7.75% | 6.96% | 7.55% | 8.04% |
Drawdowns
HTDIX vs. MCI - Drawdown Comparison
The maximum HTDIX drawdown since its inception was -27.10%, smaller than the maximum MCI drawdown of -57.08%. Use the drawdown chart below to compare losses from any high point for HTDIX and MCI. For additional features, visit the drawdowns tool.
Volatility
HTDIX vs. MCI - Volatility Comparison
The current volatility for Tactical Dividend and Momentum Fund (HTDIX) is 3.93%, while Barings Corporate Investors (MCI) has a volatility of 4.28%. This indicates that HTDIX experiences smaller price fluctuations and is considered to be less risky than MCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.