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MMNIX vs. ISMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMNIX vs. ISMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Miller Market Neutral Income Fund Class I (MMNIX) and iShares Managed Futures Active ETF (ISMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MMNIX achieves a 3.85% return, which is significantly lower than ISMF's 6.76% return.


MMNIX

1D
-0.09%
1M
0.64%
YTD
3.85%
6M
4.14%
1Y
9.40%
3Y*
5Y*
10Y*

ISMF

1D
-0.14%
1M
-1.11%
YTD
6.76%
6M
6.76%
1Y
22.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMNIX vs. ISMF - Yearly Performance Comparison


Correlation

The correlation between MMNIX and ISMF is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2025

-0.15

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Return for Risk

MMNIX vs. ISMF — Risk / Return Rank

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

MMNIX
MMNIX Risk / Return Rank: 9999
Overall Rank
MMNIX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MMNIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
MMNIX Omega Ratio Rank: 9999
Omega Ratio Rank
MMNIX Calmar Ratio Rank: 100100
Calmar Ratio Rank
MMNIX Martin Ratio Rank: 100100
Martin Ratio Rank

ISMF
ISMF Risk / Return Rank: 9090
Overall Rank
ISMF Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISMF Sortino Ratio Rank: 8888
Sortino Ratio Rank
ISMF Omega Ratio Rank: 9292
Omega Ratio Rank
ISMF Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISMF Martin Ratio Rank: 9090
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.

MMNIX vs. ISMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Miller Market Neutral Income Fund Class I (MMNIX) and iShares Managed Futures Active ETF (ISMF). 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.


MMNIXISMFDifference
Sharpe ratioReturn per unit of total volatility

+3.23

Sortino ratioReturn per unit of downside risk

+7.32

Omega ratioGain probability vs. loss probability

2.76

1.60

+1.16

Calmar ratioReturn relative to maximum drawdown

20.99

5.76

+15.23

Martin ratioReturn relative to average drawdown

89.06

19.42

+69.64

MMNIX vs. ISMF - Sharpe Ratio Comparison

The current MMNIX Sharpe Ratio is 6.08, which is higher than the ISMF Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of MMNIX and ISMF, 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

MMNIX vs. ISMF - Drawdown Comparison

The maximum MMNIX drawdown since its inception was -0.49%, smaller than the maximum ISMF drawdown of -4.23%. Use the drawdown chart below to compare losses from any high point for MMNIX and ISMF.


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Drawdown Indicators


MMNIXISMFDifference

Max Drawdown

Largest peak-to-trough decline

-0.49%

-4.23%

+3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.46%

-3.94%

+3.48%

Current Drawdown

Current decline from peak

-0.09%

-1.49%

+1.40%

Average Drawdown

Average peak-to-trough decline

-0.06%

-1.28%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

1.17%

-1.06%

Volatility

MMNIX vs. ISMF - Volatility Comparison

The current volatility for Miller Market Neutral Income Fund Class I (MMNIX) is 0.51%, while iShares Managed Futures Active ETF (ISMF) has a volatility of 1.82%. This indicates that MMNIX experiences smaller price fluctuations and is considered to be less risky than ISMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMNIXISMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

1.82%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.14%

6.38%

-5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

1.59%

7.98%

-6.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.74%

7.73%

-5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.74%

7.73%

-5.99%

MMNIX vs. ISMF - Expense Ratio Comparison

MMNIX has a 1.69% expense ratio, which is higher than ISMF's 0.80% expense ratio.


Dividends

MMNIX vs. ISMF - Dividend Comparison

MMNIX's dividend yield for the trailing twelve months is around 4.56%, less than ISMF's 5.84% yield.


PositionTTM20252024
ISMF
iShares Managed Futures Active ETF
5.84%6.23%0.00%
MMNIX
Miller Market Neutral Income Fund Class I
4.56%5.03%4.74%

Frequently Asked Questions


MMNIX and ISMF have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISMF has higher volatility (1.82%) compared to MMNIX (0.51%). In terms of maximum drawdown, MMNIX dropped -0.49% vs ISMF's -4.23%.

MMNIX currently has the higher Sharpe Ratio (6.08 vs 2.85), 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

Find the right allocation for MMNIX and ISMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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