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.
Performance
MRSK vs. BTAL - Performance Comparison
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MRSK vs. BTAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MRSK Agility Shares Managed Risk ETF | -4.57% | 11.93% | 14.62% | 13.29% | -11.86% | 20.74% | 16.42% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | -4.03% | -20.17% | 12.83% | -15.11% | 20.48% | -6.81% | -21.67% |
Returns By Period
In the year-to-date period, MRSK achieves a -4.57% return, which is significantly lower than BTAL's -4.03% return.
MRSK
- 1D
- -0.62%
- 1M
- -5.52%
- YTD
- -4.57%
- 6M
- -1.23%
- 1Y
- 11.20%
- 3Y*
- 9.34%
- 5Y*
- 6.95%
- 10Y*
- —
BTAL
- 1D
- -1.07%
- 1M
- -1.50%
- YTD
- -4.03%
- 6M
- -9.59%
- 1Y
- -31.80%
- 3Y*
- -8.62%
- 5Y*
- -1.72%
- 10Y*
- -3.26%
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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.
Return for Risk
MRSK vs. BTAL — Risk / Return Rank
MRSK
BTAL
MRSK vs. BTAL - Risk-Adjusted Trends 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.
| MRSK | BTAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | -1.42 | +2.35 |
Sortino ratioReturn per unit of downside risk | 1.37 | -2.16 | +3.53 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.77 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | -0.92 | +2.38 |
Martin ratioReturn relative to average drawdown | 6.32 | -1.25 | +7.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MRSK | BTAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | -1.42 | +2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | -0.09 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | -0.17 | +1.00 |
Correlation
The correlation between MRSK and BTAL is -0.49. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MRSK vs. BTAL - Dividend Comparison
MRSK's dividend yield for the trailing twelve months is around 0.39%, less than BTAL's 2.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MRSK Agility Shares Managed Risk ETF | 0.39% | 0.37% | 0.44% | 0.60% | 1.11% | 14.20% | 4.29% | 0.00% | 0.00% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 2.59% | 2.49% | 3.49% | 6.14% | 1.01% | 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 -41.01%. Use the drawdown chart below to compare losses from any high point for MRSK and BTAL.
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Drawdown Indicators
| MRSK | BTAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.70% | -41.01% | +26.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.82% | -34.94% | +27.12% |
Max Drawdown (5Y)Largest decline over 5 years | -14.70% | -34.94% | +20.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.01% | — |
Current DrawdownCurrent decline from peak | -6.66% | -40.18% | +33.52% |
Average DrawdownAverage peak-to-trough decline | -3.64% | -21.67% | +18.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 25.73% | -23.92% |
Volatility
MRSK vs. BTAL - Volatility Comparison
The current volatility for Agility Shares Managed Risk ETF (MRSK) is 4.68%, while AGFiQ US Market Neutral Anti-Beta Fund (BTAL) has a volatility of 6.72%. 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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Volatility by Period
| MRSK | BTAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 6.72% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 15.84% | -6.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.10% | 22.50% | -10.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.64% | 18.36% | -6.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.91% | 17.04% | -5.13% |