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MFUL vs. IYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFUL vs. IYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mindful Conservative ETF (MFUL) and iShares Morningstar Multi-Asset Income ETF (IYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFUL achieves a 2.90% return, which is significantly lower than IYLD's 4.72% return.


MFUL

1D
0.35%
1M
-0.18%
YTD
2.90%
6M
2.47%
1Y
6.12%
3Y*
4.66%
5Y*
10Y*

IYLD

1D
-0.04%
1M
-0.33%
YTD
4.72%
6M
4.52%
1Y
12.68%
3Y*
10.29%
5Y*
3.29%
10Y*
4.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFUL vs. IYLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MFUL
Mindful Conservative ETF
2.90%4.51%5.36%2.24%-12.46%-1.61%
IYLD
iShares Morningstar Multi-Asset Income ETF
4.72%15.44%2.00%12.55%-16.80%0.73%

Correlation

The correlation between MFUL and IYLD is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2021

0.59

The correlation between MFUL and IYLD shifts across timeframes, from 0.59 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MFUL vs. IYLD — Risk / Return Rank

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

MFUL
MFUL Risk / Return Rank: 4545
Overall Rank
MFUL Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MFUL Sortino Ratio Rank: 4545
Sortino Ratio Rank
MFUL Omega Ratio Rank: 4949
Omega Ratio Rank
MFUL Calmar Ratio Rank: 4040
Calmar Ratio Rank
MFUL Martin Ratio Rank: 4646
Martin Ratio Rank

IYLD
IYLD Risk / Return Rank: 7575
Overall Rank
IYLD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IYLD Sortino Ratio Rank: 8484
Sortino Ratio Rank
IYLD Omega Ratio Rank: 8181
Omega Ratio Rank
IYLD Calmar Ratio Rank: 6464
Calmar Ratio Rank
IYLD Martin Ratio Rank: 6767
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.

MFUL vs. IYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mindful Conservative ETF (MFUL) and iShares Morningstar Multi-Asset Income ETF (IYLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MFULIYLDDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.28

1.42

-0.14

Calmar ratioReturn relative to maximum drawdown

1.83

2.75

-0.92

Martin ratioReturn relative to average drawdown

6.87

10.57

-3.69

MFUL vs. IYLD - Sharpe Ratio Comparison

The current MFUL Sharpe Ratio is 1.46, which is lower than the IYLD Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of MFUL and IYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MFUL vs. IYLD - Drawdown Comparison

The maximum MFUL drawdown since its inception was -16.41%, smaller than the maximum IYLD drawdown of -30.23%. Use the drawdown chart below to compare losses from any high point for MFUL and IYLD.


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Drawdown Indicators


MFULIYLDDifference

Max Drawdown

Largest peak-to-trough decline

-16.41%

-30.23%

+13.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

-4.63%

+1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-4.74%

-5.20%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-22.57%

Max Drawdown (10Y)

Largest decline over 10 years

-30.23%

Current Drawdown

Current decline from peak

-0.83%

-0.77%

-0.06%

Average Drawdown

Average peak-to-trough decline

-9.38%

-4.52%

-4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

1.20%

-0.31%

Volatility

MFUL vs. IYLD - Volatility Comparison

Mindful Conservative ETF (MFUL) has a higher volatility of 1.83% compared to iShares Morningstar Multi-Asset Income ETF (IYLD) at 1.43%. This indicates that MFUL's price experiences larger fluctuations and is considered to be riskier than IYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFULIYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.43%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

3.58%

4.76%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

5.81%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.29%

7.87%

-3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.29%

9.56%

-5.27%

MFUL vs. IYLD - Expense Ratio Comparison

MFUL has a 1.10% expense ratio, which is higher than IYLD's 0.60% expense ratio.


Dividends

MFUL vs. IYLD - Dividend Comparison

MFUL's dividend yield for the trailing twelve months is around 3.02%, less than IYLD's 4.62% yield.


PositionTTM20252024202320222021202020192018201720162015
IYLD
iShares Morningstar Multi-Asset Income ETF
4.62%4.72%5.32%5.76%5.45%3.47%4.38%5.25%5.78%4.22%4.84%5.26%
MFUL
Mindful Conservative ETF
3.02%3.31%2.59%5.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MFUL and IYLD have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MFUL has higher volatility (1.83%) compared to IYLD (1.43%). In terms of maximum drawdown, MFUL dropped -16.41% vs IYLD's -30.23%.

On 3-year performance, IYLD leads with 10.29% vs 4.66% for MFUL. On fees, IYLD is cheaper at 0.60% per year. On volatility, IYLD has been the lower-risk option at 1.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IYLD has performed better with a 10.29% return vs 4.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYLD is cheaper with a 0.60% expense ratio, compared with 1.10% for MFUL.

IYLD has the higher dividend yield at 4.62%, compared with 3.02% for MFUL.

They also come from different issuers: Mohr Funds and iShares. Their fees differ too: 1.10% for MFUL and 0.60% for IYLD.

IYLD currently has the higher Sharpe Ratio (2.20 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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