MSFX vs. BAMU

Last updated Jul 14, 2026

MSFX (T-Rex 2X Long Microsoft Daily Target ETF) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - MSFX is a Leveraged Equities fund actively managed by T-Rex, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. Both are actively managed. Over the past year, MSFX returned -50.30% vs 2.85% for BAMU. At a correlation of -0.01, they often move in opposite directions. MSFX charges 1.05%/yr vs 1.09%/yr for BAMU.

Performance

MSFX vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long Microsoft Daily Target ETF (MSFX) and Brookstone Ultra-Short Bond ETF (BAMU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MSFX achieves a -41.43% return, which is significantly lower than BAMU's 1.34% return.

MSFX

• 1D: 3.02%
• 1M: -1.84%
• 6M: -39.52%
• YTD: -41.43%
• 1Y: -50.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BAMU

• 1D: -0.02%
• 1M: 0.18%
• 6M: 1.26%
• YTD: 1.34%
• 1Y: 2.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MSFX vs. BAMU - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MSFX T-Rex 2X Long Microsoft Daily Target ETF	-41.43%	9.84%	3.03%
BAMU Brookstone Ultra-Short Bond ETF	1.34%	3.21%	4.04%

Correlation

The correlation between MSFX and BAMU is -0.19, 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	-0.19
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024	-0.01

The correlation between MSFX and BAMU shifts across timeframes, from -0.19 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MSFX vs. BAMU — Risk / Return Rank

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

MSFX

MSFX Risk / Return Rank: 2
MSFX Sharpe Ratio Rank: 2
MSFX Sortino Ratio Rank: 2
MSFX Omega Ratio Rank: 2
MSFX Calmar Ratio Rank: 3
MSFX Martin Ratio Rank: 2

BAMU

BAMU Risk / Return Rank: 99
BAMU Sharpe Ratio Rank: 98
BAMU Sortino Ratio Rank: 98
BAMU Omega Ratio Rank: 99
BAMU Calmar Ratio Rank: 99
BAMU Martin Ratio Rank: 99

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.

MSFX vs. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Microsoft Daily Target ETF (MSFX) and Brookstone Ultra-Short Bond ETF (BAMU). 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.

	MSFX	BAMU	Difference
Sharpe ratio: Return per unit of total volatility	-0.93	4.92	-5.85
Sortino ratio: Return per unit of downside risk	-1.32	8.68	-10.00
Omega ratio: Gain probability vs. loss probability	0.83	2.42	-1.58
Calmar ratio: Return relative to maximum drawdown	-0.79	24.20	-25.00
Martin ratio: Return relative to average drawdown	-1.38	96.16	-97.54

MSFX vs. BAMU - Sharpe Ratio Comparison

The current MSFX Sharpe Ratio is -0.93, which is lower than the BAMU Sharpe Ratio of 4.92. The chart below compares the historical Sharpe Ratios of MSFX and BAMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MSFX vs. BAMU - Drawdown Comparison

The maximum MSFX drawdown since its inception was -63.56%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for MSFX and BAMU.

Drawdown Indicators

	MSFX	BAMU	Difference
Max Drawdown Largest peak-to-trough decline	-63.56%	-0.36%	-63.20%
Max Drawdown (1Y) Largest decline over 1 year	-63.56%	-0.12%	-63.44%
Current Drawdown Current decline from peak	-55.66%	-0.02%	-55.64%
Average Drawdown Average peak-to-trough decline	-22.66%	-0.02%	-22.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.56%	0.03%	+36.53%

Volatility

MSFX vs. BAMU - Volatility Comparison

T-Rex 2X Long Microsoft Daily Target ETF (MSFX) has a higher volatility of 20.83% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.08%. This indicates that MSFX's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSFX	BAMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.83%	0.08%	+20.75%
Volatility (6M) Calculated over the trailing 6-month period	48.82%	0.36%	+48.46%
Volatility (1Y) Calculated over the trailing 1-year period	54.37%	0.58%	+53.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.22%	0.86%	+49.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.22%	0.86%	+49.36%

MSFX vs. BAMU - Expense Ratio Comparison

MSFX has a 1.05% expense ratio, which is lower than BAMU's 1.09% expense ratio.

Dividends

MSFX vs. BAMU - Dividend Comparison

MSFX's dividend yield for the trailing twelve months is around 9.12%, more than BAMU's 3.05% yield.

Position	TTM	2025	2024	2023
BAMU Brookstone Ultra-Short Bond ETF	3.05%	3.20%	3.97%	0.84%
MSFX T-Rex 2X Long Microsoft Daily Target ETF	9.12%	5.34%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MSFX and BAMU in my portfolio?

MSFX and BAMU have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MSFX or BAMU?

MSFX has higher volatility (20.83%) compared to BAMU (0.08%). In terms of maximum drawdown, MSFX dropped -63.56% vs BAMU's -0.36%.

Which ETF is better, MSFX or BAMU?

On 1-year performance, BAMU leads with 2.85% vs -50.30% for MSFX. On fees, MSFX is cheaper at 1.05% per year. On volatility, BAMU has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MSFX or BAMU?

Over the 1-year period, BAMU has performed better with a 2.85% return vs -50.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MSFX or BAMU?

MSFX is cheaper with a 1.05% expense ratio, compared with 1.09% for BAMU.

Which ETF pays a higher dividend yield, MSFX or BAMU?

MSFX has the higher dividend yield at 9.12%, compared with 3.05% for BAMU.

What is the main difference between MSFX and BAMU?

MSFX is categorized as Leveraged Equities, while BAMU is Ultrashort Bond. They also come from different issuers: T-Rex and Brookstone. Their fees differ too: 1.05% for MSFX and 1.09% for BAMU.

Which has better risk-adjusted returns?

BAMU currently has the higher Sharpe Ratio (4.92 vs -0.93), 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.