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MBXAX vs. RDMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MBXAX vs. RDMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst/Millburn Hedge Strategy Fund (MBXAX) and Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX). The values are adjusted to include any dividend payments, if applicable.

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MBXAX vs. RDMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MBXAX
Catalyst/Millburn Hedge Strategy Fund
7.93%4.13%13.17%-0.91%7.46%16.62%-0.72%13.59%-2.43%13.69%
RDMIX
Rational/ReSolve Adaptive Asset Allocation Fund
2.69%5.07%9.88%-0.52%-3.06%11.18%0.65%18.24%-7.65%3.85%

Returns By Period

In the year-to-date period, MBXAX achieves a 7.93% return, which is significantly higher than RDMIX's 2.69% return. Over the past 10 years, MBXAX has outperformed RDMIX with an annualized return of 8.00%, while RDMIX has yielded a comparatively lower 3.86% annualized return.


MBXAX

1D
-0.51%
1M
1.48%
YTD
7.93%
6M
9.84%
1Y
14.46%
3Y*
9.68%
5Y*
8.02%
10Y*
8.00%

RDMIX

1D
0.56%
1M
1.07%
YTD
2.69%
6M
2.08%
1Y
11.07%
3Y*
6.84%
5Y*
4.87%
10Y*
3.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MBXAX vs. RDMIX - Expense Ratio Comparison

MBXAX has a 2.18% expense ratio, which is higher than RDMIX's 1.97% expense ratio.


Return for Risk

MBXAX vs. RDMIX — Risk / Return Rank

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

MBXAX
MBXAX Risk / Return Rank: 6767
Overall Rank
MBXAX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MBXAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MBXAX Omega Ratio Rank: 7979
Omega Ratio Rank
MBXAX Calmar Ratio Rank: 5151
Calmar Ratio Rank
MBXAX Martin Ratio Rank: 6161
Martin Ratio Rank

RDMIX
RDMIX Risk / Return Rank: 3737
Overall Rank
RDMIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
RDMIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
RDMIX Omega Ratio Rank: 3838
Omega Ratio Rank
RDMIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
RDMIX Martin Ratio Rank: 2929
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.

MBXAX vs. RDMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst/Millburn Hedge Strategy Fund (MBXAX) and Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX). 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.


MBXAXRDMIXDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.88

+0.43

Sortino ratio

Return per unit of downside risk

1.75

1.23

+0.52

Omega ratio

Gain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratio

Return relative to maximum drawdown

1.23

0.98

+0.25

Martin ratio

Return relative to average drawdown

5.80

3.13

+2.67

MBXAX vs. RDMIX - Sharpe Ratio Comparison

The current MBXAX Sharpe Ratio is 1.31, which is higher than the RDMIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of MBXAX and RDMIX, 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


MBXAXRDMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.88

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.44

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.36

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.67

-0.02

Correlation

The correlation between MBXAX and RDMIX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MBXAX vs. RDMIX - Dividend Comparison

MBXAX has not paid dividends to shareholders, while RDMIX's dividend yield for the trailing twelve months is around 0.88%.


TTM2025202420232022202120202019201820172016
MBXAX
Catalyst/Millburn Hedge Strategy Fund
0.00%0.00%2.43%2.02%7.57%0.00%3.92%4.96%3.07%3.35%1.82%
RDMIX
Rational/ReSolve Adaptive Asset Allocation Fund
0.88%0.90%6.81%10.63%0.39%16.40%0.47%15.46%0.94%0.07%0.00%

Drawdowns

MBXAX vs. RDMIX - Drawdown Comparison

The maximum MBXAX drawdown since its inception was -31.75%, roughly equal to the maximum RDMIX drawdown of -31.57%. Use the drawdown chart below to compare losses from any high point for MBXAX and RDMIX.


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Drawdown Indicators


MBXAXRDMIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.75%

-31.57%

-0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-11.18%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-15.66%

-19.96%

+4.30%

Max Drawdown (10Y)

Largest decline over 10 years

-31.75%

-21.92%

-9.83%

Current Drawdown

Current decline from peak

-1.64%

-4.06%

+2.42%

Average Drawdown

Average peak-to-trough decline

-4.11%

-8.52%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

3.50%

-1.11%

Volatility

MBXAX vs. RDMIX - Volatility Comparison

The current volatility for Catalyst/Millburn Hedge Strategy Fund (MBXAX) is 2.35%, while Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) has a volatility of 3.86%. This indicates that MBXAX experiences smaller price fluctuations and is considered to be less risky than RDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MBXAXRDMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

3.86%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

5.24%

8.71%

-3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.79%

13.82%

-2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.76%

11.22%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.44%

11.36%

+2.08%