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ISMF vs. MMNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISMF vs. MMNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Managed Futures Active ETF (ISMF) and Miller Market Neutral Income Fund Class I (MMNIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISMF achieves a 8.37% return, which is significantly higher than MMNIX's 3.47% return.


ISMF

1D
0.83%
1M
1.62%
YTD
8.37%
6M
11.16%
1Y
22.64%
3Y*
5Y*
10Y*

MMNIX

1D
-0.09%
1M
0.71%
YTD
3.47%
6M
4.33%
1Y
9.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISMF vs. MMNIX - Yearly Performance Comparison


Correlation

The correlation between ISMF and MMNIX is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2025

-0.15

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Return for Risk

ISMF vs. MMNIX — Risk / Return Rank

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

ISMF
ISMF Risk / Return Rank: 8989
Overall Rank
ISMF Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ISMF Sortino Ratio Rank: 8686
Sortino Ratio Rank
ISMF Omega Ratio Rank: 9191
Omega Ratio Rank
ISMF Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISMF Martin Ratio Rank: 8989
Martin Ratio Rank

MMNIX
MMNIX Risk / Return Rank: 9999
Overall Rank
MMNIX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MMNIX Sortino Ratio Rank: 100100
Sortino Ratio Rank
MMNIX Omega Ratio Rank: 9999
Omega Ratio Rank
MMNIX Calmar Ratio Rank: 100100
Calmar Ratio Rank
MMNIX Martin Ratio Rank: 100100
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.

ISMF vs. MMNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Managed Futures Active ETF (ISMF) and Miller Market Neutral Income Fund Class I (MMNIX). 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.


ISMFMMNIXDifference
Sharpe ratioReturn per unit of total volatility

-3.26

Sortino ratioReturn per unit of downside risk

-7.49

Omega ratioGain probability vs. loss probability

1.61

2.82

-1.21

Calmar ratioReturn relative to maximum drawdown

5.77

20.83

-15.06

Martin ratioReturn relative to average drawdown

19.96

89.27

-69.31

ISMF vs. MMNIX - Sharpe Ratio Comparison

The current ISMF Sharpe Ratio is 2.88, which is lower than the MMNIX Sharpe Ratio of 6.14. The chart below compares the historical Sharpe Ratios of ISMF and MMNIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ISMFMMNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

6.14

-3.26

Sharpe Ratio (All Time)

Calculated using the full available price history

2.17

5.53

-3.36

Drawdowns

ISMF vs. MMNIX - Drawdown Comparison

The maximum ISMF drawdown since its inception was -4.23%, which is greater than MMNIX's maximum drawdown of -0.49%. Use the drawdown chart below to compare losses from any high point for ISMF and MMNIX.


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Drawdown Indicators


ISMFMMNIXDifference

Max Drawdown

Largest peak-to-trough decline

-4.23%

-0.49%

-3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-0.46%

-3.48%

Current Drawdown

Current decline from peak

0.00%

-0.09%

+0.09%

Average Drawdown

Average peak-to-trough decline

-1.27%

-0.06%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

0.11%

+1.03%

Volatility

ISMF vs. MMNIX - Volatility Comparison

iShares Managed Futures Active ETF (ISMF) has a higher volatility of 1.89% compared to Miller Market Neutral Income Fund Class I (MMNIX) at 0.42%. This indicates that ISMF's price experiences larger fluctuations and is considered to be riskier than MMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISMFMMNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

0.42%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

6.33%

1.12%

+5.21%

Volatility (1Y)

Calculated over the trailing 1-year period

7.92%

1.56%

+6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.78%

1.74%

+6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.78%

1.74%

+6.04%

ISMF vs. MMNIX - Expense Ratio Comparison

ISMF has a 0.80% expense ratio, which is lower than MMNIX's 1.69% expense ratio.


Dividends

ISMF vs. MMNIX - Dividend Comparison

ISMF's dividend yield for the trailing twelve months is around 5.75%, more than MMNIX's 4.75% yield.


PositionTTM20252024
ISMF
iShares Managed Futures Active ETF
5.75%6.23%0.00%
MMNIX
Miller Market Neutral Income Fund Class I
4.75%5.03%4.74%

Frequently Asked Questions


ISMF and MMNIX have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISMF has higher volatility (1.89%) compared to MMNIX (0.42%). In terms of maximum drawdown, ISMF dropped -4.23% vs MMNIX's -0.49%.

MMNIX currently has the higher Sharpe Ratio (6.14 vs 2.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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