IRONX vs. RSST
Compare and contrast key facts about Ironclad Managed Risk Fund (IRONX) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST).
IRONX is managed by Blackrock. It was launched on Oct 14, 2010. RSST is an actively managed fund by Return Stacked. It was launched on Sep 5, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IRONX or RSST.
Key characteristics
| IRONX | RSST | |
|---|---|---|
| YTD Return | 17.12% | 19.50% |
| 1Y Return | 16.90% | 26.93% |
| Sharpe Ratio | 1.72 | 1.16 |
| Sortino Ratio | 2.17 | 1.62 |
| Omega Ratio | 1.37 | 1.21 |
| Calmar Ratio | 1.38 | 1.47 |
| Martin Ratio | 8.93 | 4.19 |
| Ulcer Index | 1.84% | 6.36% |
| Daily Std Dev | 9.56% | 22.96% |
| Max Drawdown | -20.55% | -18.16% |
| Current Drawdown | 0.00% | -7.86% |
Correlation
The correlation between IRONX and RSST is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IRONX vs. RSST - Performance Comparison
In the year-to-date period, IRONX achieves a 17.12% return, which is significantly lower than RSST's 19.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IRONX vs. RSST - Expense Ratio Comparison
IRONX has a 1.25% expense ratio, which is higher than RSST's 1.04% expense ratio.
Risk-Adjusted Performance
IRONX vs. RSST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ironclad Managed Risk Fund (IRONX) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). 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. RSST - Dividend Comparison
IRONX has not paid dividends to shareholders, while RSST's dividend yield for the trailing twelve months is around 0.78%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
IRONX Ironclad Managed Risk Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.00% |
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 0.78% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IRONX vs. RSST - Drawdown Comparison
The maximum IRONX drawdown since its inception was -20.55%, which is greater than RSST's maximum drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for IRONX and RSST. For additional features, visit the drawdowns tool.
Volatility
IRONX vs. RSST - Volatility Comparison
The current volatility for Ironclad Managed Risk Fund (IRONX) is 3.17%, while Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a volatility of 7.83%. This indicates that IRONX experiences smaller price fluctuations and is considered to be less risky than RSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.