IMMX vs. VMNIX
Compare and contrast key facts about Immix Biopharma, Inc. (IMMX) and Vanguard Market Neutral Fund Institutional Shares (VMNIX).
VMNIX is managed by Vanguard. It was launched on Oct 19, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMMX or VMNIX.
Performance
IMMX vs. VMNIX - Performance Comparison
Returns By Period
In the year-to-date period, IMMX achieves a -75.43% return, which is significantly lower than VMNIX's 6.36% return.
IMMX
-75.43%
-1.16%
-26.09%
-61.45%
N/A
N/A
VMNIX
6.36%
-1.13%
2.04%
7.19%
7.94%
3.38%
Key characteristics
| IMMX | VMNIX | |
|---|---|---|
| Sharpe Ratio | -0.61 | 1.13 |
| Sortino Ratio | -0.72 | 1.67 |
| Omega Ratio | 0.92 | 1.20 |
| Calmar Ratio | -0.75 | 2.14 |
| Martin Ratio | -0.97 | 5.22 |
| Ulcer Index | 63.06% | 1.35% |
| Daily Std Dev | 100.64% | 6.23% |
| Max Drawdown | -88.89% | -25.29% |
| Current Drawdown | -76.62% | -2.84% |
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Correlation
The correlation between IMMX and VMNIX is 0.01, 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.
Risk-Adjusted Performance
IMMX vs. VMNIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Immix Biopharma, Inc. (IMMX) and Vanguard Market Neutral Fund Institutional Shares (VMNIX). 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
IMMX vs. VMNIX - Dividend Comparison
IMMX has not paid dividends to shareholders, while VMNIX's dividend yield for the trailing twelve months is around 4.88%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMMX Immix Biopharma, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VMNIX Vanguard Market Neutral Fund Institutional Shares | 4.88% | 5.15% | 0.78% | 0.20% | 0.85% | 3.22% | 1.00% | 1.16% | 0.45% | 0.10% | 0.00% | 0.04% |
Drawdowns
IMMX vs. VMNIX - Drawdown Comparison
The maximum IMMX drawdown since its inception was -88.89%, which is greater than VMNIX's maximum drawdown of -25.29%. Use the drawdown chart below to compare losses from any high point for IMMX and VMNIX. For additional features, visit the drawdowns tool.
Volatility
IMMX vs. VMNIX - Volatility Comparison
Immix Biopharma, Inc. (IMMX) has a higher volatility of 19.10% compared to Vanguard Market Neutral Fund Institutional Shares (VMNIX) at 2.24%. This indicates that IMMX's price experiences larger fluctuations and is considered to be riskier than VMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.