MUHLX vs. ITOT
Compare and contrast key facts about Muhlenkamp Fund (MUHLX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
MUHLX is managed by Muhlenkamp. It was launched on Nov 1, 1988. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MUHLX or ITOT.
Correlation
The correlation between MUHLX and ITOT is 0.88, 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.
Performance
MUHLX vs. ITOT - Performance Comparison
Key characteristics
MUHLX:
0.50
ITOT:
0.27
MUHLX:
0.80
ITOT:
0.51
MUHLX:
1.11
ITOT:
1.07
MUHLX:
0.64
ITOT:
0.27
MUHLX:
2.18
ITOT:
1.18
MUHLX:
3.73%
ITOT:
4.43%
MUHLX:
16.40%
ITOT:
19.33%
MUHLX:
-68.37%
ITOT:
-55.20%
MUHLX:
-7.21%
ITOT:
-14.46%
Returns By Period
In the year-to-date period, MUHLX achieves a 0.48% return, which is significantly higher than ITOT's -10.48% return. Over the past 10 years, MUHLX has underperformed ITOT with an annualized return of 6.90%, while ITOT has yielded a comparatively higher 11.01% annualized return.
MUHLX
0.48%
-3.60%
-4.29%
9.14%
18.93%
6.90%
ITOT
-10.48%
-7.13%
-9.84%
6.08%
14.25%
11.01%
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MUHLX vs. ITOT - Expense Ratio Comparison
MUHLX has a 1.14% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
MUHLX vs. ITOT — Risk-Adjusted Performance Rank
MUHLX
ITOT
MUHLX vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Muhlenkamp Fund (MUHLX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
MUHLX vs. ITOT - Dividend Comparison
MUHLX's dividend yield for the trailing twelve months is around 7.87%, more than ITOT's 1.42% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUHLX Muhlenkamp Fund | 7.87% | 7.91% | 0.89% | 6.80% | 7.77% | 10.28% | 1.26% | 14.70% | 4.30% | 0.00% | 11.02% | 15.21% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.42% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
Drawdowns
MUHLX vs. ITOT - Drawdown Comparison
The maximum MUHLX drawdown since its inception was -68.37%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for MUHLX and ITOT. For additional features, visit the drawdowns tool.
Volatility
MUHLX vs. ITOT - Volatility Comparison
The current volatility for Muhlenkamp Fund (MUHLX) is 10.10%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 13.74%. This indicates that MUHLX experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.