MAFIX vs. BLNDX
Compare and contrast key facts about Abbey Capital Multi Asset Fund Class I (MAFIX) and Standpoint Multi-Asset Fund Institutional (BLNDX).
MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018. BLNDX is managed by Ultimus Fund. It was launched on Dec 30, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MAFIX or BLNDX.
Key characteristics
| MAFIX | BLNDX | |
|---|---|---|
| YTD Return | 8.75% | 13.54% |
| 1Y Return | 9.65% | 14.44% |
| 3Y Return (Ann) | 5.02% | 6.67% |
| Sharpe Ratio | 0.68 | 1.21 |
| Sortino Ratio | 0.97 | 1.70 |
| Omega Ratio | 1.13 | 1.22 |
| Calmar Ratio | 0.69 | 1.48 |
| Martin Ratio | 1.94 | 5.09 |
| Ulcer Index | 4.69% | 2.85% |
| Daily Std Dev | 13.46% | 11.96% |
| Max Drawdown | -13.28% | -9.84% |
| Current Drawdown | -5.65% | -4.89% |
Correlation
The correlation between MAFIX and BLNDX is 0.82, 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
MAFIX vs. BLNDX - Performance Comparison
In the year-to-date period, MAFIX achieves a 8.75% return, which is significantly lower than BLNDX's 13.54% 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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MAFIX vs. BLNDX - Expense Ratio Comparison
MAFIX has a 1.79% expense ratio, which is higher than BLNDX's 1.27% expense ratio.
Risk-Adjusted Performance
MAFIX vs. BLNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Multi Asset Fund Class I (MAFIX) and Standpoint Multi-Asset Fund Institutional (BLNDX). 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
MAFIX vs. BLNDX - Dividend Comparison
MAFIX's dividend yield for the trailing twelve months is around 0.91%, more than BLNDX's 0.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
MAFIX Abbey Capital Multi Asset Fund Class I | 0.91% | 0.99% | 3.84% | 3.04% | 1.64% | 10.10% | 9.36% |
BLNDX Standpoint Multi-Asset Fund Institutional | 0.77% | 0.88% | 0.53% | 4.70% | 1.21% | 0.00% | 0.00% |
Drawdowns
MAFIX vs. BLNDX - Drawdown Comparison
The maximum MAFIX drawdown since its inception was -13.28%, which is greater than BLNDX's maximum drawdown of -9.84%. Use the drawdown chart below to compare losses from any high point for MAFIX and BLNDX. For additional features, visit the drawdowns tool.
Volatility
MAFIX vs. BLNDX - Volatility Comparison
Abbey Capital Multi Asset Fund Class I (MAFIX) has a higher volatility of 4.05% compared to Standpoint Multi-Asset Fund Institutional (BLNDX) at 3.44%. This indicates that MAFIX's price experiences larger fluctuations and is considered to be riskier than BLNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.