MSFX vs. NVDA

Last updated Apr 1, 2026

Compare and contrast key facts about T-Rex 2X Long Microsoft Daily Target ETF (MSFX) and NVIDIA Corporation (NVDA).

MSFX is an actively managed fund by T-Rex. It was launched on Jan 10, 2024.

Performance

MSFX vs. NVDA - 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 NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

MSFX vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MSFX T-Rex 2X Long Microsoft Daily Target ETF	-44.31%	9.84%	3.81%
NVDA NVIDIA Corporation	-6.48%	38.92%	145.03%

Returns By Period

In the year-to-date period, MSFX achieves a -44.31% return, which is significantly lower than NVDA's -6.48% return.

MSFX

• 1D: 6.35%
• 1M: -12.12%
• YTD: -44.31%
• 6M: -54.13%
• 1Y: -19.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVDA

• 1D: 5.59%
• 1M: -1.57%
• YTD: -6.48%
• 6M: -6.52%
• 1Y: 60.95%
• 3Y*: 84.54%
• 5Y*: 66.14%
• 10Y*: 69.61%

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

Return for Risk

MSFX vs. NVDA — Risk / Return Rank

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

MSFX

MSFX Risk / Return Rank: 6
MSFX Sharpe Ratio Rank: 6
MSFX Sortino Ratio Rank: 7
MSFX Omega Ratio Rank: 7
MSFX Calmar Ratio Rank: 6
MSFX Martin Ratio Rank: 5

NVDA

NVDA Risk / Return Rank: 83
NVDA Sharpe Ratio Rank: 85
NVDA Sortino Ratio Rank: 82
NVDA Omega Ratio Rank: 80
NVDA Calmar Ratio Rank: 86
NVDA Martin Ratio Rank: 85

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. NVDA - 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 NVIDIA Corporation (NVDA). 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.

	MSFX	NVDA	Difference
Sharpe ratio Return per unit of total volatility	-0.36	1.48	-1.84
Sortino ratio Return per unit of downside risk	-0.20	2.17	-2.37
Omega ratio Gain probability vs. loss probability	0.97	1.27	-0.30
Calmar ratio Return relative to maximum drawdown	-0.34	2.92	-3.27
Martin ratio Return relative to average drawdown	-0.86	7.39	-8.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSFX vs. NVDA - Sharpe Ratio Comparison

The current MSFX Sharpe Ratio is -0.36, which is lower than the NVDA Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of MSFX and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MSFX	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.36	1.48	-1.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.29	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.39	0.61	-1.00

Correlation

The correlation between MSFX and NVDA is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MSFX vs. NVDA - Dividend Comparison

MSFX's dividend yield for the trailing twelve months is around 9.59%, more than NVDA's 0.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MSFX T-Rex 2X Long Microsoft Daily Target ETF	9.59%	5.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

Drawdowns

MSFX vs. NVDA - Drawdown Comparison

The maximum MSFX drawdown since its inception was -60.86%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for MSFX and NVDA.

Drawdown Indicators

	MSFX	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-60.86%	-89.72%	+28.86%
Max Drawdown (1Y) Largest decline over 1 year	-60.86%	-20.21%	-40.65%
Max Drawdown (5Y) Largest decline over 5 years	—	-66.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.34%	—
Current Drawdown Current decline from peak	-57.85%	-15.76%	-42.09%
Average Drawdown Average peak-to-trough decline	-19.07%	-36.40%	+17.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.49%	7.99%	+16.50%

Volatility

MSFX vs. NVDA - Volatility Comparison

T-Rex 2X Long Microsoft Daily Target ETF (MSFX) has a higher volatility of 13.18% compared to NVIDIA Corporation (NVDA) at 10.46%. This indicates that MSFX's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSFX	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.18%	10.46%	+2.72%
Volatility (6M) Calculated over the trailing 6-month period	39.27%	25.91%	+13.36%
Volatility (1Y) Calculated over the trailing 1-year period	53.16%	41.44%	+11.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.79%	51.74%	-3.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.79%	49.85%	-2.06%