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 0.87, 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:
0.64
ITOT:
1.78
MUHLX:
0.89
ITOT:
2.40
MUHLX:
1.13
ITOT:
1.33
MUHLX:
0.29
ITOT:
2.72
MUHLX:
2.03
ITOT:
10.69
MUHLX:
4.69%
ITOT:
2.16%
MUHLX:
14.88%
ITOT:
12.99%
MUHLX:
-68.37%
ITOT:
-55.20%
MUHLX:
-25.25%
ITOT:
-0.53%
Returns By Period
In the year-to-date period, MUHLX achieves a 5.42% return, which is significantly higher than ITOT's 4.10% return. Over the past 10 years, MUHLX has underperformed ITOT with an annualized return of 1.40%, while ITOT has yielded a comparatively higher 12.69% annualized return.
MUHLX
5.42%
-0.38%
-2.87%
9.39%
7.63%
1.40%
ITOT
4.10%
0.81%
10.75%
23.89%
13.94%
12.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 0.55%, less than ITOT's 1.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUHLX Muhlenkamp Fund | 0.55% | 0.58% | 0.89% | 0.38% | 0.00% | 0.27% | 0.41% | 0.40% | 0.34% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.18% | 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
Muhlenkamp Fund (MUHLX) has a higher volatility of 3.30% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.96%. This indicates that MUHLX's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.