MAFIX vs. RSBT

Last updated Apr 1, 2026

Compare and contrast key facts about Abbey Capital Multi Asset Fund Class I (MAFIX) and Return Stacked Bonds & Managed Futures ETF (RSBT).

MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018. RSBT is an actively managed fund by Return Stacked. It was launched on Feb 7, 2023.

Performance

MAFIX vs. RSBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abbey Capital Multi Asset Fund Class I (MAFIX) and Return Stacked Bonds & Managed Futures ETF (RSBT). The values are adjusted to include any dividend payments, if applicable.

MAFIX vs. RSBT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MAFIX Abbey Capital Multi Asset Fund Class I	-0.62%	8.41%	8.99%	0.83%
RSBT Return Stacked Bonds & Managed Futures ETF	5.19%	10.31%	-2.90%	-11.91%

Returns By Period

In the year-to-date period, MAFIX achieves a -0.62% return, which is significantly lower than RSBT's 5.19% return.

MAFIX

• 1D: -0.44%
• 1M: -7.26%
• YTD: -0.62%
• 6M: 4.09%
• 1Y: 14.51%
• 3Y*: 7.40%
• 5Y*: 6.27%
• 10Y*: —

RSBT

• 1D: 0.37%
• 1M: -4.56%
• YTD: 5.19%
• 6M: 11.52%
• 1Y: 14.67%
• 3Y*: 2.90%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MAFIX vs. RSBT - Expense Ratio Comparison

MAFIX has a 1.79% expense ratio, which is higher than RSBT's 0.97% expense ratio.

MAFIX

Abbey Capital Multi Asset Fund Class I

RSBT

Return Stacked Bonds & Managed Futures ETF

Return for Risk

MAFIX vs. RSBT — Risk / Return Rank

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

MAFIX

MAFIX Risk / Return Rank: 51
MAFIX Sharpe Ratio Rank: 54
MAFIX Sortino Ratio Rank: 51
MAFIX Omega Ratio Rank: 46
MAFIX Calmar Ratio Rank: 59
MAFIX Martin Ratio Rank: 42

RSBT

RSBT Risk / Return Rank: 54
RSBT Sharpe Ratio Rank: 57
RSBT Sortino Ratio Rank: 52
RSBT Omega Ratio Rank: 49
RSBT Calmar Ratio Rank: 69
RSBT Martin Ratio Rank: 42

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.

MAFIX vs. RSBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Multi Asset Fund Class I (MAFIX) and Return Stacked Bonds & Managed Futures ETF (RSBT). 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.

	MAFIX	RSBT	Difference
Sharpe ratio Return per unit of total volatility	1.00	0.99	+0.01
Sortino ratio Return per unit of downside risk	1.40	1.35	+0.05
Omega ratio Gain probability vs. loss probability	1.19	1.18	+0.01
Calmar ratio Return relative to maximum drawdown	1.36	1.72	-0.36
Martin ratio Return relative to average drawdown	4.34	3.77	+0.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MAFIX vs. RSBT - Sharpe Ratio Comparison

The current MAFIX Sharpe Ratio is 1.00, which is comparable to the RSBT Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of MAFIX and RSBT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MAFIX	RSBT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	0.99	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	-0.02	+0.90

Correlation

The correlation between MAFIX and RSBT is 0.68, 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.

Dividends

MAFIX vs. RSBT - Dividend Comparison

MAFIX's dividend yield for the trailing twelve months is around 11.85%, more than RSBT's 3.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
MAFIX Abbey Capital Multi Asset Fund Class I	11.85%	11.78%	4.57%	3.80%	4.12%	10.65%	10.29%	12.30%	9.36%
RSBT Return Stacked Bonds & Managed Futures ETF	3.04%	3.20%	0.00%	2.38%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

MAFIX vs. RSBT - Drawdown Comparison

The maximum MAFIX drawdown since its inception was -19.21%, smaller than the maximum RSBT drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for MAFIX and RSBT.

Drawdown Indicators

	MAFIX	RSBT	Difference
Max Drawdown Largest peak-to-trough decline	-19.21%	-23.60%	+4.39%
Max Drawdown (1Y) Largest decline over 1 year	-9.44%	-8.17%	-1.27%
Max Drawdown (5Y) Largest decline over 5 years	-19.21%	—	—
Current Drawdown Current decline from peak	-7.26%	-4.56%	-2.70%
Average Drawdown Average peak-to-trough decline	-3.46%	-13.22%	+9.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	4.04%	-1.08%

Volatility

MAFIX vs. RSBT - Volatility Comparison

The current volatility for Abbey Capital Multi Asset Fund Class I (MAFIX) is 3.04%, while Return Stacked Bonds & Managed Futures ETF (RSBT) has a volatility of 3.95%. This indicates that MAFIX experiences smaller price fluctuations and is considered to be less risky than RSBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MAFIX	RSBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.04%	3.95%	-0.91%
Volatility (6M) Calculated over the trailing 6-month period	10.36%	11.28%	-0.92%
Volatility (1Y) Calculated over the trailing 1-year period	14.54%	14.95%	-0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.39%	13.90%	-1.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.92%	13.90%	-0.98%