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MAFIX vs. BUFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAFIX and BUFF is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

MAFIX vs. BUFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abbey Capital Multi Asset Fund Class I (MAFIX) and Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
92.96%
44.18%
MAFIX
BUFF

Key characteristics

Sharpe Ratio

MAFIX:

0.44

BUFF:

2.70

Sortino Ratio

MAFIX:

0.64

BUFF:

3.93

Omega Ratio

MAFIX:

1.09

BUFF:

1.55

Calmar Ratio

MAFIX:

0.44

BUFF:

4.12

Martin Ratio

MAFIX:

1.12

BUFF:

24.01

Ulcer Index

MAFIX:

5.16%

BUFF:

0.56%

Daily Std Dev

MAFIX:

13.13%

BUFF:

4.95%

Max Drawdown

MAFIX:

-13.28%

BUFF:

-46.23%

Current Drawdown

MAFIX:

-8.99%

BUFF:

-0.75%

Returns By Period

In the year-to-date period, MAFIX achieves a 4.91% return, which is significantly lower than BUFF's 12.20% return.


MAFIX

YTD

4.91%

1M

-2.97%

6M

-5.09%

1Y

5.38%

5Y*

10.42%

10Y*

N/A

BUFF

YTD

12.20%

1M

0.31%

6M

5.03%

1Y

12.79%

5Y*

3.10%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MAFIX vs. BUFF - Expense Ratio Comparison

MAFIX has a 1.79% expense ratio, which is higher than BUFF's 0.99% expense ratio.


MAFIX
Abbey Capital Multi Asset Fund Class I
Expense ratio chart for MAFIX: current value at 1.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.79%
Expense ratio chart for BUFF: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

MAFIX vs. BUFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Multi Asset Fund Class I (MAFIX) and Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF). 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.


Sharpe ratio
The chart of Sharpe ratio for MAFIX, currently valued at 0.44, compared to the broader market-1.000.001.002.003.004.000.442.70
The chart of Sortino ratio for MAFIX, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.000.643.93
The chart of Omega ratio for MAFIX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.091.55
The chart of Calmar ratio for MAFIX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.0014.000.444.12
The chart of Martin ratio for MAFIX, currently valued at 1.12, compared to the broader market0.0020.0040.0060.001.1224.01
MAFIX
BUFF

The current MAFIX Sharpe Ratio is 0.44, which is lower than the BUFF Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of MAFIX and BUFF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.44
2.70
MAFIX
BUFF

Dividends

MAFIX vs. BUFF - Dividend Comparison

Neither MAFIX nor BUFF has paid dividends to shareholders.


TTM20232022202120202019201820172016
MAFIX
Abbey Capital Multi Asset Fund Class I
0.00%0.99%3.84%3.04%1.64%10.10%9.36%0.00%0.00%
BUFF
Innovator Laddered Fund of U.S. Equity Power Buffer ETF
0.00%0.00%0.00%0.00%1.78%1.68%1.74%1.55%0.18%

Drawdowns

MAFIX vs. BUFF - Drawdown Comparison

The maximum MAFIX drawdown since its inception was -13.28%, smaller than the maximum BUFF drawdown of -46.23%. Use the drawdown chart below to compare losses from any high point for MAFIX and BUFF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.99%
-0.75%
MAFIX
BUFF

Volatility

MAFIX vs. BUFF - Volatility Comparison

Abbey Capital Multi Asset Fund Class I (MAFIX) has a higher volatility of 5.54% compared to Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) at 1.36%. This indicates that MAFIX's price experiences larger fluctuations and is considered to be riskier than BUFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.54%
1.36%
MAFIX
BUFF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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