IRONX vs. RSBT
Compare and contrast key facts about Ironclad Managed Risk Fund (IRONX) and Return Stacked Bonds & Managed Futures ETF (RSBT).
IRONX is managed by Blackrock. It was launched on Oct 14, 2010. RSBT is an actively managed fund by Return Stacked. It was launched on Feb 7, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IRONX or RSBT.
Key characteristics
| IRONX | RSBT | |
|---|---|---|
| YTD Return | 16.84% | -3.30% |
| 1Y Return | 15.86% | -1.48% |
| Sharpe Ratio | 1.65 | -0.11 |
| Sortino Ratio | 2.09 | -0.05 |
| Omega Ratio | 1.35 | 0.99 |
| Calmar Ratio | 1.32 | -0.08 |
| Martin Ratio | 8.54 | -0.29 |
| Ulcer Index | 1.84% | 5.10% |
| Daily Std Dev | 9.53% | 13.81% |
| Max Drawdown | -20.55% | -18.78% |
| Current Drawdown | -0.24% | -17.52% |
Correlation
The correlation between IRONX and RSBT is 0.52, 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
In the year-to-date period, IRONX achieves a 16.84% return, which is significantly higher than RSBT's -3.30% 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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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 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.
Dividends
IRONX vs. RSBT - Dividend Comparison
IRONX has not paid dividends to shareholders, while RSBT's dividend yield for the trailing twelve months is around 2.46%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
IRONX Ironclad Managed Risk Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.00% |
RSBT Return Stacked Bonds & Managed Futures ETF | 2.46% | 2.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IRONX vs. RSBT - Drawdown Comparison
The maximum IRONX drawdown since its inception was -20.55%, which is greater than RSBT's maximum drawdown of -18.78%. Use the drawdown chart below to compare losses from any high point for IRONX and RSBT. For additional features, visit the drawdowns tool.
Volatility
IRONX vs. RSBT - Volatility Comparison
The current volatility for Ironclad Managed Risk Fund (IRONX) is 3.12%, while Return Stacked Bonds & Managed Futures ETF (RSBT) has a volatility of 4.24%. 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.