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IRONX vs. RSBT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IRONX and RSBT is 0.44, 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.


Performance

IRONX vs. RSBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ironclad Managed Risk Fund (IRONX) and Return Stacked Bonds & Managed Futures ETF (RSBT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IRONX:

0.52

RSBT:

-0.98

Sortino Ratio

IRONX:

0.84

RSBT:

-1.15

Omega Ratio

IRONX:

1.12

RSBT:

0.86

Calmar Ratio

IRONX:

0.57

RSBT:

-0.54

Martin Ratio

IRONX:

2.19

RSBT:

-1.24

Ulcer Index

IRONX:

3.03%

RSBT:

9.90%

Daily Std Dev

IRONX:

12.03%

RSBT:

13.61%

Max Drawdown

IRONX:

-13.71%

RSBT:

-22.81%

Current Drawdown

IRONX:

-5.32%

RSBT:

-21.89%

Returns By Period

In the year-to-date period, IRONX achieves a -2.21% return, which is significantly higher than RSBT's -5.70% return.


IRONX

YTD

-2.21%

1M

3.03%

6M

-4.08%

1Y

6.15%

5Y*

8.90%

10Y*

5.65%

RSBT

YTD

-5.70%

1M

-0.53%

6M

-6.42%

1Y

-13.16%

5Y*

N/A

10Y*

N/A

*Annualized

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IRONX vs. RSBT - Expense Ratio Comparison

IRONX has a 1.25% expense ratio, which is higher than RSBT's 0.97% expense ratio.


Risk-Adjusted Performance

IRONX vs. RSBT — Risk-Adjusted Performance Rank

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

IRONX
The Risk-Adjusted Performance Rank of IRONX is 6363
Overall Rank
The Sharpe Ratio Rank of IRONX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of IRONX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of IRONX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of IRONX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of IRONX is 6464
Martin Ratio Rank

RSBT
The Risk-Adjusted Performance Rank of RSBT is 11
Overall Rank
The Sharpe Ratio Rank of RSBT is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of RSBT is 11
Sortino Ratio Rank
The Omega Ratio Rank of RSBT is 11
Omega Ratio Rank
The Calmar Ratio Rank of RSBT is 22
Calmar Ratio Rank
The Martin Ratio Rank of RSBT is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IRONX vs. RSBT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ironclad Managed Risk Fund (IRONX) and Return Stacked Bonds & Managed Futures ETF (RSBT). 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.


The current IRONX Sharpe Ratio is 0.52, which is higher than the RSBT Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of IRONX and RSBT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IRONX vs. RSBT - Dividend Comparison

IRONX's dividend yield for the trailing twelve months is around 0.19%, while RSBT has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IRONX
Ironclad Managed Risk Fund
0.19%0.19%5.18%2.97%13.84%4.16%1.01%8.85%9.93%1.42%2.13%7.20%
RSBT
Return Stacked Bonds & Managed Futures ETF
0.00%0.00%2.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IRONX vs. RSBT - Drawdown Comparison

The maximum IRONX drawdown since its inception was -13.71%, smaller than the maximum RSBT drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for IRONX and RSBT. For additional features, visit the drawdowns tool.


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Volatility

IRONX vs. RSBT - Volatility Comparison

The current volatility for Ironclad Managed Risk Fund (IRONX) is 2.70%, while Return Stacked Bonds & Managed Futures ETF (RSBT) has a volatility of 3.96%. This indicates that IRONX experiences smaller price fluctuations and is considered to be less risky than RSBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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