MOOD vs. DYMIX

Last updated Jun 9, 2026

MOOD (Relative Sentiment Tactical Allocation ETF) and DYMIX (Dynamic Alpha Macro Fund Institutional) are both funds - MOOD is a Tactical Allocation fund actively managed by Relative Sentiment, while DYMIX is a Macro Trading fund actively managed by Dynamic Alpha Funds. Both are actively managed. Over the past year, MOOD returned 33.33% vs 26.04% for DYMIX. A 0.59 correlation means they provide meaningful diversification when combined. MOOD charges 0.68%/yr vs 1.98%/yr for DYMIX.

Performance

MOOD vs. DYMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Relative Sentiment Tactical Allocation ETF (MOOD) and Dynamic Alpha Macro Fund Institutional (DYMIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MOOD achieves a 12.64% return, which is significantly higher than DYMIX's 4.83% return.

MOOD

• 1D: 0.40%
• 1M: -0.30%
• YTD: 12.64%
• 6M: 14.97%
• 1Y: 33.33%
• 3Y*: 19.89%
• 5Y*: —
• 10Y*: —

DYMIX

• 1D: -2.19%
• 1M: -2.72%
• YTD: 4.83%
• 6M: 8.89%
• 1Y: 26.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MOOD vs. DYMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MOOD Relative Sentiment Tactical Allocation ETF	12.64%	30.39%	12.53%	7.46%
DYMIX Dynamic Alpha Macro Fund Institutional	4.83%	25.51%	18.38%	11.33%

Correlation

The correlation between MOOD and DYMIX is 0.59, 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	0.59
Correlation (All Time) Calculated using the full available price history since Oct 18, 2023	0.59

The correlation between MOOD and DYMIX has been stable across timeframes, ranging from 0.59 to 0.59 - a consistent structural relationship.

Return for Risk

MOOD vs. DYMIX — Risk / Return Rank

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

MOOD

MOOD Risk / Return Rank: 74
MOOD Sharpe Ratio Rank: 81
MOOD Sortino Ratio Rank: 67
MOOD Omega Ratio Rank: 84
MOOD Calmar Ratio Rank: 75
MOOD Martin Ratio Rank: 65

DYMIX

DYMIX Risk / Return Rank: 32
DYMIX Sharpe Ratio Rank: 37
DYMIX Sortino Ratio Rank: 34
DYMIX Omega Ratio Rank: 36
DYMIX Calmar Ratio Rank: 32
DYMIX Martin Ratio Rank: 19

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.

MOOD vs. DYMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Relative Sentiment Tactical Allocation ETF (MOOD) and Dynamic Alpha Macro Fund Institutional (DYMIX). 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.

	MOOD	DYMIX	Difference
Sharpe ratio: Return per unit of total volatility	2.34	1.64	+0.70
Sortino ratio: Return per unit of downside risk	2.76	2.25	+0.51
Omega ratio: Gain probability vs. loss probability	1.46	1.30	+0.16
Calmar ratio: Return relative to maximum drawdown	3.45	1.96	+1.49
Martin ratio: Return relative to average drawdown	10.67	4.45	+6.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MOOD vs. DYMIX - Sharpe Ratio Comparison

The current MOOD Sharpe Ratio is 2.34, which is higher than the DYMIX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of MOOD and DYMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MOOD	DYMIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.34	1.64	+0.70
Sharpe Ratio (All Time) Calculated using the full available price history	1.31	1.62	-0.31

Drawdowns

MOOD vs. DYMIX - Drawdown Comparison

The maximum MOOD drawdown since its inception was -14.34%, which is greater than DYMIX's maximum drawdown of -12.95%. Use the drawdown chart below to compare losses from any high point for MOOD and DYMIX.

Drawdown Indicators

	MOOD	DYMIX	Difference
Max Drawdown Largest peak-to-trough decline	-14.34%	-12.95%	-1.39%
Max Drawdown (1Y) Largest decline over 1 year	-9.71%	-12.95%	+3.24%
Max Drawdown (3Y) Largest decline over 3 years	-9.71%	—	—
Current Drawdown Current decline from peak	-2.14%	-11.66%	+9.52%
Average Drawdown Average peak-to-trough decline	-2.32%	-3.79%	+1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	5.70%	-2.57%

Volatility

MOOD vs. DYMIX - Volatility Comparison

Relative Sentiment Tactical Allocation ETF (MOOD) and Dynamic Alpha Macro Fund Institutional (DYMIX) have volatilities of 3.59% and 3.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MOOD	DYMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.59%	3.46%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	12.55%	11.48%	+1.07%
Volatility (1Y) Calculated over the trailing 1-year period	14.33%	15.50%	-1.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.10%	14.47%	-2.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.10%	14.47%	-2.37%

MOOD vs. DYMIX - Expense Ratio Comparison

MOOD has a 0.68% expense ratio, which is lower than DYMIX's 1.98% expense ratio.

Dividends

MOOD vs. DYMIX - Dividend Comparison

MOOD's dividend yield for the trailing twelve months is around 0.36%, less than DYMIX's 6.51% yield.

Position	TTM	2025	2024	2023	2022
DYMIX Dynamic Alpha Macro Fund Institutional	6.51%	6.82%	7.12%	0.42%	0.00%
MOOD Relative Sentiment Tactical Allocation ETF	0.36%	0.40%	1.33%	1.34%	1.43%

Frequently Asked Questions

Can I hold both MOOD and DYMIX in my portfolio?

MOOD and DYMIX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MOOD or DYMIX?

MOOD has higher volatility (3.59%) compared to DYMIX (3.46%). In terms of maximum drawdown, MOOD dropped -14.34% vs DYMIX's -12.95%.

Which has better risk-adjusted returns?

MOOD currently has the higher Sharpe Ratio (2.34 vs 1.64), 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.