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MAIPX vs. STTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAIPX vs. STTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MAI Managed Volatility Fund (MAIPX) and North SquareTrilogy Alternative Return Fund (STTIX). The values are adjusted to include any dividend payments, if applicable.

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MAIPX vs. STTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAIPX
MAI Managed Volatility Fund
-2.75%10.28%8.64%10.58%-3.59%12.81%4.39%16.13%-2.76%8.66%
STTIX
North SquareTrilogy Alternative Return Fund
-0.47%6.66%5.94%-1.89%-10.52%4.57%7.19%3.44%-6.48%4.90%

Returns By Period

In the year-to-date period, MAIPX achieves a -2.75% return, which is significantly lower than STTIX's -0.47% return. Over the past 10 years, MAIPX has outperformed STTIX with an annualized return of 6.51%, while STTIX has yielded a comparatively lower 1.90% annualized return.


MAIPX

1D
0.06%
1M
-2.51%
YTD
-2.75%
6M
-1.14%
1Y
8.04%
3Y*
7.73%
5Y*
6.19%
10Y*
6.51%

STTIX

1D
0.52%
1M
-2.06%
YTD
-0.47%
6M
0.34%
1Y
3.73%
3Y*
3.59%
5Y*
0.08%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAIPX vs. STTIX - Expense Ratio Comparison

MAIPX has a 0.99% expense ratio, which is lower than STTIX's 1.38% expense ratio.


Return for Risk

MAIPX vs. STTIX — Risk / Return Rank

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

MAIPX
MAIPX Risk / Return Rank: 4242
Overall Rank
MAIPX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MAIPX Sortino Ratio Rank: 3434
Sortino Ratio Rank
MAIPX Omega Ratio Rank: 6969
Omega Ratio Rank
MAIPX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MAIPX Martin Ratio Rank: 5151
Martin Ratio Rank

STTIX
STTIX Risk / Return Rank: 4545
Overall Rank
STTIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
STTIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
STTIX Omega Ratio Rank: 3333
Omega Ratio Rank
STTIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
STTIX Martin Ratio Rank: 3939
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.

MAIPX vs. STTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MAI Managed Volatility Fund (MAIPX) and North SquareTrilogy Alternative Return Fund (STTIX). 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.


MAIPXSTTIXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.91

-0.18

Sortino ratio

Return per unit of downside risk

1.16

1.33

-0.17

Omega ratio

Gain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

0.76

1.48

-0.71

Martin ratio

Return relative to average drawdown

5.07

4.15

+0.92

MAIPX vs. STTIX - Sharpe Ratio Comparison

The current MAIPX Sharpe Ratio is 0.74, which is comparable to the STTIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of MAIPX and STTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MAIPXSTTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.91

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.01

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.24

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.24

+0.39

Correlation

The correlation between MAIPX and STTIX is 0.41, 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

MAIPX vs. STTIX - Dividend Comparison

MAIPX's dividend yield for the trailing twelve months is around 1.24%, less than STTIX's 4.71% yield.


TTM20252024202320222021202020192018201720162015
MAIPX
MAI Managed Volatility Fund
1.24%1.33%2.20%4.59%2.26%0.00%0.32%1.74%2.89%2.12%0.80%4.17%
STTIX
North SquareTrilogy Alternative Return Fund
4.71%4.26%17.39%2.10%1.03%0.49%1.02%1.68%1.73%0.96%0.99%1.07%

Drawdowns

MAIPX vs. STTIX - Drawdown Comparison

The maximum MAIPX drawdown since its inception was -25.69%, which is greater than STTIX's maximum drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for MAIPX and STTIX.


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Drawdown Indicators


MAIPXSTTIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.69%

-18.71%

-6.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-2.68%

-6.81%

Max Drawdown (5Y)

Largest decline over 5 years

-11.77%

-18.71%

+6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-25.69%

-18.71%

-6.98%

Current Drawdown

Current decline from peak

-3.04%

-6.83%

+3.79%

Average Drawdown

Average peak-to-trough decline

-1.44%

-4.71%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

0.95%

+0.48%

Volatility

MAIPX vs. STTIX - Volatility Comparison

MAI Managed Volatility Fund (MAIPX) has a higher volatility of 2.42% compared to North SquareTrilogy Alternative Return Fund (STTIX) at 1.33%. This indicates that MAIPX's price experiences larger fluctuations and is considered to be riskier than STTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAIPXSTTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

1.33%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

2.45%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

4.10%

+7.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.80%

9.85%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.95%

7.80%

+3.15%