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IRONX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IRONX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ironclad Managed Risk Fund (IRONX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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IRONX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRONX
Ironclad Managed Risk Fund
-4.38%10.57%14.78%10.61%0.26%13.24%5.91%458.33%1.99%3.33%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

The year-to-date returns for both investments are quite close, with IRONX having a -4.38% return and SPY slightly higher at -4.37%. Over the past 10 years, IRONX has outperformed SPY with an annualized return of 25.71%, while SPY has yielded a comparatively lower 13.98% annualized return.


IRONX

1D
0.08%
1M
-4.52%
YTD
-4.38%
6M
-3.46%
1Y
7.13%
3Y*
9.45%
5Y*
8.38%
10Y*
25.71%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IRONX vs. SPY - Expense Ratio Comparison

IRONX has a 1.25% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

IRONX vs. SPY — Risk / Return Rank

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

IRONX
IRONX Risk / Return Rank: 2727
Overall Rank
IRONX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IRONX Sortino Ratio Rank: 2727
Sortino Ratio Rank
IRONX Omega Ratio Rank: 2828
Omega Ratio Rank
IRONX Calmar Ratio Rank: 2424
Calmar Ratio Rank
IRONX Martin Ratio Rank: 2929
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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.

IRONX vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ironclad Managed Risk Fund (IRONX) and State Street SPDR S&P 500 ETF (SPY). 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.


IRONXSPYDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.93

-0.28

Sortino ratio

Return per unit of downside risk

0.99

1.45

-0.46

Omega ratio

Gain probability vs. loss probability

1.14

1.22

-0.08

Calmar ratio

Return relative to maximum drawdown

0.70

1.53

-0.82

Martin ratio

Return relative to average drawdown

3.08

7.30

-4.22

IRONX vs. SPY - Sharpe Ratio Comparison

The current IRONX Sharpe Ratio is 0.65, which is lower than the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of IRONX and SPY, 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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Sharpe Ratios by Period


IRONXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.93

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.69

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.78

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.56

-0.01

Correlation

The correlation between IRONX and SPY is 0.86, 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.


Dividends

IRONX vs. SPY - Dividend Comparison

IRONX's dividend yield for the trailing twelve months is around 0.06%, less than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
IRONX
Ironclad Managed Risk Fund
0.06%0.06%0.19%5.17%2.97%13.84%4.16%121.75%8.85%9.93%1.42%0.38%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

IRONX vs. SPY - Drawdown Comparison

The maximum IRONX drawdown since its inception was -13.71%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IRONX and SPY.


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Drawdown Indicators


IRONXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-13.71%

-55.19%

+41.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-12.05%

+3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-11.68%

-24.50%

+12.82%

Max Drawdown (10Y)

Largest decline over 10 years

-13.71%

-33.72%

+20.01%

Current Drawdown

Current decline from peak

-5.92%

-6.24%

+0.32%

Average Drawdown

Average peak-to-trough decline

-1.79%

-9.09%

+7.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.52%

-0.55%

Volatility

IRONX vs. SPY - Volatility Comparison

The current volatility for Ironclad Managed Risk Fund (IRONX) is 2.59%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that IRONX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRONXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

5.31%

-2.72%

Volatility (6M)

Calculated over the trailing 6-month period

6.40%

9.47%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.62%

19.05%

-7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.40%

17.06%

-7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.74%

17.92%

+22.82%