MCI vs. HTDIX
Compare and contrast key facts about Barings Corporate Investors (MCI) and Tactical Dividend and Momentum Fund (HTDIX).
HTDIX is managed by Hanlon. It was launched on Sep 8, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCI or HTDIX.
Key characteristics
| MCI | HTDIX | |
|---|---|---|
| YTD Return | 10.75% | 21.54% |
| 1Y Return | 31.67% | 27.76% |
| 3Y Return (Ann) | 15.85% | 0.30% |
| 5Y Return (Ann) | 10.79% | 5.22% |
| Sharpe Ratio | 1.53 | 2.39 |
| Sortino Ratio | 1.90 | 3.21 |
| Omega Ratio | 1.29 | 1.45 |
| Calmar Ratio | 3.42 | 1.31 |
| Martin Ratio | 8.21 | 14.42 |
| Ulcer Index | 4.11% | 1.94% |
| Daily Std Dev | 22.05% | 11.75% |
| Max Drawdown | -57.08% | -27.10% |
| Current Drawdown | -4.16% | 0.00% |
Correlation
The correlation between MCI and HTDIX is 0.10, 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.
Performance
MCI vs. HTDIX - Performance Comparison
In the year-to-date period, MCI achieves a 10.75% return, which is significantly lower than HTDIX's 21.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
MCI vs. HTDIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Corporate Investors (MCI) and Tactical Dividend and Momentum Fund (HTDIX). 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
MCI vs. HTDIX - Dividend Comparison
MCI's dividend yield for the trailing twelve months is around 8.20%, more than HTDIX's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCI Barings Corporate Investors | 8.20% | 7.70% | 7.31% | 6.01% | 7.28% | 7.12% | 8.16% | 7.86% | 7.75% | 6.96% | 7.55% | 8.04% |
HTDIX Tactical Dividend and Momentum Fund | 1.58% | 1.92% | 0.00% | 0.00% | 0.00% | 0.69% | 0.36% | 0.65% | 1.29% | 0.34% | 0.00% | 0.00% |
Drawdowns
MCI vs. HTDIX - Drawdown Comparison
The maximum MCI drawdown since its inception was -57.08%, which is greater than HTDIX's maximum drawdown of -27.10%. Use the drawdown chart below to compare losses from any high point for MCI and HTDIX. For additional features, visit the drawdowns tool.
Volatility
MCI vs. HTDIX - Volatility Comparison
Barings Corporate Investors (MCI) has a higher volatility of 4.50% compared to Tactical Dividend and Momentum Fund (HTDIX) at 3.88%. This indicates that MCI's price experiences larger fluctuations and is considered to be riskier than HTDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.