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IALT vs. FARX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IALT vs. FARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Systematic Alternatives Active ETF (IALT) and Frontier Asset Absolute Return ETF (FARX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IALT achieves a 13.14% return, which is significantly higher than FARX's 9.60% return.


IALT

1D
-0.07%
1M
2.25%
YTD
13.14%
6M
1Y
3Y*
5Y*
10Y*

FARX

1D
-0.14%
1M
1.27%
YTD
9.60%
6M
10.73%
1Y
20.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IALT vs. FARX - Yearly Performance Comparison


Correlation

The correlation between IALT and FARX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.51

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Return for Risk

IALT vs. FARX — Risk / Return Rank

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

IALT

FARX
FARX Risk / Return Rank: 9090
Overall Rank
FARX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FARX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FARX Omega Ratio Rank: 9090
Omega Ratio Rank
FARX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FARX Martin Ratio Rank: 9393
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.

IALT vs. FARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Systematic Alternatives Active ETF (IALT) and Frontier Asset Absolute Return ETF (FARX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IALT vs. FARX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IALTFARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

Sharpe Ratio (All Time)

Calculated using the full available price history

4.28

2.12

+2.17

Drawdowns

IALT vs. FARX - Drawdown Comparison

The maximum IALT drawdown since its inception was -1.47%, smaller than the maximum FARX drawdown of -5.83%. Use the drawdown chart below to compare losses from any high point for IALT and FARX.


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Drawdown Indicators


IALTFARXDifference

Max Drawdown

Largest peak-to-trough decline

-1.47%

-5.83%

+4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

Current Drawdown

Current decline from peak

-0.07%

-0.30%

+0.23%

Average Drawdown

Average peak-to-trough decline

-0.32%

-1.02%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

Volatility

IALT vs. FARX - Volatility Comparison


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Volatility by Period


IALTFARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

Volatility (6M)

Calculated over the trailing 6-month period

5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

7.48%

6.96%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.48%

6.94%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.48%

6.94%

+0.54%

IALT vs. FARX - Expense Ratio Comparison

IALT has a 0.99% expense ratio, which is lower than FARX's 1.00% expense ratio.


Dividends

IALT vs. FARX - Dividend Comparison

IALT's dividend yield for the trailing twelve months is around 0.12%, less than FARX's 2.89% yield.


PositionTTM20252024
FARX
Frontier Asset Absolute Return ETF
2.89%3.25%0.19%
IALT
iShares Systematic Alternatives Active ETF
0.12%0.14%0.00%

Frequently Asked Questions


IALT and FARX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IALT is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IALT is cheaper with a 0.99% expense ratio, compared with 1.00% for FARX.

FARX has the higher dividend yield at 2.89%, compared with 0.12% for IALT.

They also come from different issuers: iShares and Frontier. Their fees differ too: 0.99% for IALT and 1.00% for FARX.

Portfolio Optimizer

Find the right allocation for IALT and FARX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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