MSFX vs. MSFT
MSFX (T-Rex 2X Long Microsoft Daily Target ETF) is Leveraged Equities fund actively managed by T-Rex, while MSFT (Microsoft Corporation) is a stock. Over the past year, MSFX returned -50.92% vs -22.44% for MSFT. With a 0.99 correlation, they move nearly in lockstep.
Performance
MSFX vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, MSFX achieves a -47.64% return, which is significantly lower than MSFT's -23.71% return.
MSFX
- 1D
- -6.41%
- 1M
- -24.51%
- YTD
- -47.64%
- 6M
- -49.12%
- 1Y
- -50.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFT
- 1D
- -3.18%
- 1M
- -12.24%
- YTD
- -23.71%
- 6M
- -23.91%
- 1Y
- -22.44%
- 3Y*
- 3.92%
- 5Y*
- 7.61%
- 10Y*
- 23.62%
MSFX vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSFX T-Rex 2X Long Microsoft Daily Target ETF | -47.64% | 9.84% | 3.03% |
MSFT Microsoft Corporation | -23.71% | 15.58% | 10.94% |
Correlation
The correlation between MSFX and MSFT is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.99 |
The correlation between MSFX and MSFT has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
MSFX vs. MSFT — Risk / Return Rank
MSFX
MSFT
MSFX vs. MSFT - 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 Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.86 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.66 | -0.17 |
| Martin ratioReturn relative to average drawdown | -1.50 | -1.32 | -0.18 |
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Drawdowns
MSFX vs. MSFT - Drawdown Comparison
The maximum MSFX drawdown since its inception was -60.86%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MSFX and MSFT.
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Drawdown Indicators
| MSFX | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.86% | -69.38% | +8.52% |
Max Drawdown (1Y)Largest decline over 1 year | -60.86% | -33.91% | -26.95% |
Max Drawdown (3Y)Largest decline over 3 years | — | -33.91% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -60.36% | -31.80% | -28.56% |
Average DrawdownAverage peak-to-trough decline | -21.84% | -21.79% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.88% | 16.97% | +16.91% |
Volatility
MSFX vs. MSFT - Volatility Comparison
T-Rex 2X Long Microsoft Daily Target ETF (MSFX) has a higher volatility of 22.23% compared to Microsoft Corporation (MSFT) at 11.08%. This indicates that MSFX's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFX | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.23% | 11.08% | +11.15% |
Volatility (6M)Calculated over the trailing 6-month period | 46.52% | 22.93% | +23.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.28% | 26.01% | +26.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.69% | 26.78% | +22.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.69% | 27.11% | +22.58% |
Dividends
MSFX vs. MSFT - Dividend Comparison
MSFX's dividend yield for the trailing twelve months is around 10.20%, more than MSFT's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.97% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
MSFX T-Rex 2X Long Microsoft Daily Target ETF | 10.20% | 5.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, MSFX and MSFT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MSFX has higher volatility (22.23%) compared to MSFT (11.08%). In terms of maximum drawdown, MSFX dropped -60.86% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.87 vs -0.98), 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.
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