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MDAA vs. MKAM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDAA vs. MKAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Myriad Dynamic Asset Allocation ETF (MDAA) and MKAM ETF (MKAM). The values are adjusted to include any dividend payments, if applicable.

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MDAA vs. MKAM - Yearly Performance Comparison


2026 (YTD)2025
MDAA
Myriad Dynamic Asset Allocation ETF
0.65%-0.27%
MKAM
MKAM ETF
-1.48%1.53%

Returns By Period

In the year-to-date period, MDAA achieves a 0.65% return, which is significantly higher than MKAM's -1.48% return.


MDAA

1D
4.21%
1M
-9.77%
YTD
0.65%
6M
1Y
3Y*
5Y*
10Y*

MKAM

1D
0.94%
1M
-1.85%
YTD
-1.48%
6M
0.34%
1Y
7.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDAA vs. MKAM - Expense Ratio Comparison

MDAA has a 0.97% expense ratio, which is higher than MKAM's 0.96% expense ratio.


Return for Risk

MDAA vs. MKAM — Risk / Return Rank

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

MDAA

MKAM
MKAM Risk / Return Rank: 6868
Overall Rank
MKAM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
MKAM Sortino Ratio Rank: 6666
Sortino Ratio Rank
MKAM Omega Ratio Rank: 6262
Omega Ratio Rank
MKAM Calmar Ratio Rank: 7575
Calmar Ratio Rank
MKAM Martin Ratio Rank: 6868
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.

MDAA vs. MKAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Myriad Dynamic Asset Allocation ETF (MDAA) and MKAM ETF (MKAM). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MDAA vs. MKAM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MDAAMKAMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

1.45

-1.41

Correlation

The correlation between MDAA and MKAM is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MDAA vs. MKAM - Dividend Comparison

MDAA's dividend yield for the trailing twelve months is around 0.46%, less than MKAM's 3.10% yield.


TTM202520242023
MDAA
Myriad Dynamic Asset Allocation ETF
0.46%0.46%0.00%0.00%
MKAM
MKAM ETF
3.10%2.56%1.88%1.70%

Drawdowns

MDAA vs. MKAM - Drawdown Comparison

The maximum MDAA drawdown since its inception was -14.59%, which is greater than MKAM's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for MDAA and MKAM.


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Drawdown Indicators


MDAAMKAMDifference

Max Drawdown

Largest peak-to-trough decline

-14.59%

-5.01%

-9.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.72%

Current Drawdown

Current decline from peak

-11.00%

-2.82%

-8.18%

Average Drawdown

Average peak-to-trough decline

-3.11%

-1.17%

-1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

Volatility

MDAA vs. MKAM - Volatility Comparison


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Volatility by Period


MDAAMKAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

Volatility (6M)

Calculated over the trailing 6-month period

5.05%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

6.06%

+16.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

6.28%

+16.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.34%

6.28%

+16.06%