Correlation
The correlation between MRSK and BTAL 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.
MRSK vs. BTAL
Compare and contrast key facts about Agility Shares Managed Risk ETF (MRSK) and AGFiQ US Market Neutral Anti-Beta Fund (BTAL).
MRSK and BTAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MRSK is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020. BTAL is a passively managed fund by AGF that tracks the performance of the Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index. It was launched on Sep 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRSK or BTAL.
Performance
MRSK vs. BTAL - Performance Comparison
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Key characteristics
MRSK:
0.33
BTAL:
0.16
MRSK:
0.49
BTAL:
0.35
MRSK:
1.07
BTAL:
1.04
MRSK:
0.35
BTAL:
0.11
MRSK:
1.04
BTAL:
0.40
MRSK:
3.88%
BTAL:
6.73%
MRSK:
13.67%
BTAL:
19.85%
MRSK:
-14.70%
BTAL:
-38.36%
MRSK:
-4.45%
BTAL:
-19.64%
Returns By Period
In the year-to-date period, MRSK achieves a -1.54% return, which is significantly lower than BTAL's 2.92% return.
MRSK
-1.54%
1.56%
-2.68%
4.49%
5.71%
N/A
N/A
BTAL
2.92%
-5.33%
3.87%
3.11%
1.59%
-3.42%
1.05%
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MRSK vs. BTAL - Expense Ratio Comparison
MRSK has a 0.99% expense ratio, which is lower than BTAL's 2.11% expense ratio.
Risk-Adjusted Performance
MRSK vs. BTAL — Risk-Adjusted Performance Rank
MRSK
BTAL
MRSK vs. BTAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Agility Shares Managed Risk ETF (MRSK) and AGFiQ US Market Neutral Anti-Beta Fund (BTAL). 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.
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Dividends
MRSK vs. BTAL - Dividend Comparison
MRSK's dividend yield for the trailing twelve months is around 0.45%, less than BTAL's 3.39% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
MRSK Agility Shares Managed Risk ETF | 0.45% | 0.45% | 0.60% | 1.11% | 14.20% | 0.27% | 0.00% | 0.00% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 3.39% | 3.49% | 6.14% | 1.00% | 0.00% | 0.00% | 0.88% | 0.39% |
Drawdowns
MRSK vs. BTAL - Drawdown Comparison
The maximum MRSK drawdown since its inception was -14.70%, smaller than the maximum BTAL drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for MRSK and BTAL.
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Volatility
MRSK vs. BTAL - Volatility Comparison
The current volatility for Agility Shares Managed Risk ETF (MRSK) is 2.98%, while AGFiQ US Market Neutral Anti-Beta Fund (BTAL) has a volatility of 5.64%. This indicates that MRSK experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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