JDJIX vs. RMDFX
JDJIX (JHancock Diversified Macro Fund) and RMDFX (Aspiriant Defensive Allocation Fund) are both Multistrategy funds. Over the past 5 years, JDJIX returned 3.07%/yr vs 5.69%/yr for RMDFX. Their 0.25 correlation means their historical movements had little consistent relationship. JDJIX charges 1.39%/yr vs 0.18%/yr for RMDFX.
Performance
JDJIX vs. RMDFX - Performance Comparison
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Returns By Period
In the year-to-date period, JDJIX achieves a 10.22% return, which is significantly higher than RMDFX's 7.66% return.
JDJIX
- 1D
- -0.33%
- 1M
- 0.33%
- 6M
- 6.26%
- YTD
- 10.22%
- 1Y
- 8.73%
- 3Y*
- 0.75%
- 5Y*
- 3.07%
- 10Y*
- —
- ALL TIME*
- 2.27%
RMDFX
- 1D
- 0.55%
- 1M
- 1.67%
- 6M
- 3.81%
- YTD
- 7.66%
- 1Y
- 18.23%
- 3Y*
- 10.21%
- 5Y*
- 5.69%
- 10Y*
- 5.26%
- ALL TIME*
- 5.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JDJIX vs. RMDFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JDJIX JHancock Diversified Macro Fund | 10.22% | -7.68% | 2.59% | 2.77% | 12.26% | -2.19% | -2.24% | 1.59% |
RMDFX Aspiriant Defensive Allocation Fund | 7.66% | 18.85% | 1.45% | 8.01% | -6.84% | 4.20% | 5.10% | 3.39% |
Correlation
The correlation between JDJIX and RMDFX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2019 | 0.25 |
The correlation between JDJIX and RMDFX shifts across timeframes, from 0.14 (5 years) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JDJIX vs. RMDFX — Risk / Return Rank
JDJIX
RMDFX
JDJIX vs. RMDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JHancock Diversified Macro Fund (JDJIX) and Aspiriant Defensive Allocation Fund (RMDFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JDJIX | RMDFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -4.04 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.80 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 4.40 | -3.22 |
| Martin ratioReturn relative to average drawdown | 3.29 | 16.24 | -12.96 |
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Drawdowns
JDJIX vs. RMDFX - Drawdown Comparison
The maximum JDJIX drawdown since its inception was -19.58%, which is greater than RMDFX's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for JDJIX and RMDFX.
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Drawdown Indicators
| JDJIX | RMDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.58% | -15.96% | -3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -5.07% | -4.19% | -0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -19.58% | -5.79% | -13.79% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -14.63% | -4.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.96% | — |
Current DrawdownCurrent decline from peak | -10.22% | 0.00% | -10.22% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -3.30% | -4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.13% | +0.77% |
Volatility
JDJIX vs. RMDFX - Volatility Comparison
JHancock Diversified Macro Fund (JDJIX) has a higher volatility of 1.77% compared to Aspiriant Defensive Allocation Fund (RMDFX) at 1.18%. This indicates that JDJIX's price experiences larger fluctuations and is considered to be riskier than RMDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDJIX | RMDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 1.18% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 5.15% | 4.10% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.09% | 4.86% | +2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.83% | 6.34% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.12% | 6.22% | +2.90% |
JDJIX vs. RMDFX - Expense Ratio Comparison
JDJIX has a 1.39% expense ratio, which is higher than RMDFX's 0.18% expense ratio.
Dividends
JDJIX vs. RMDFX - Dividend Comparison
JDJIX's dividend yield for the trailing twelve months is around 0.28%, less than RMDFX's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JDJIX JHancock Diversified Macro Fund | 0.28% | 0.31% | 0.43% | 3.99% | 11.26% | 3.46% | 2.11% | 3.79% | 0.00% | 0.00% | 0.00% |
RMDFX Aspiriant Defensive Allocation Fund | 4.30% | 4.63% | 0.00% | 3.69% | 0.78% | 5.37% | 2.28% | 3.78% | 4.11% | 2.16% | 1.16% |
Frequently Asked Questions
JDJIX and RMDFX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JDJIX has higher volatility (1.77%) compared to RMDFX (1.18%). In terms of maximum drawdown, JDJIX dropped -19.58% vs RMDFX's -15.96%.
RMDFX currently has the higher Sharpe Ratio (3.80 vs 0.85), 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.
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