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.
Performance
MUHLX vs. ITOT - Performance Comparison
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MUHLX vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUHLX Muhlenkamp Fund | 9.11% | 17.82% | 3.38% | 13.92% | 2.89% | 28.98% | 11.96% | 14.39% | -13.29% | 18.78% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Returns By Period
In the year-to-date period, MUHLX achieves a 9.11% return, which is significantly higher than ITOT's -3.31% return. Over the past 10 years, MUHLX has underperformed ITOT with an annualized return of 10.68%, while ITOT has yielded a comparatively higher 13.65% annualized return.
MUHLX
- 1D
- 2.42%
- 1M
- -5.65%
- YTD
- 9.11%
- 6M
- 10.37%
- 1Y
- 22.96%
- 3Y*
- 14.41%
- 5Y*
- 12.05%
- 10Y*
- 10.68%
ITOT
- 1D
- 0.72%
- 1M
- -4.34%
- YTD
- -3.31%
- 6M
- -1.32%
- 1Y
- 18.51%
- 3Y*
- 18.11%
- 5Y*
- 10.62%
- 10Y*
- 13.65%
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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.
Return for Risk
MUHLX vs. ITOT — Risk / Return Rank
MUHLX
ITOT
MUHLX vs. ITOT - Risk-Adjusted Trends 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.
| MUHLX | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.00 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.52 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 1.53 | +0.84 |
Martin ratioReturn relative to average drawdown | 8.57 | 7.25 | +1.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MUHLX | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.00 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.61 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.75 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.54 | -0.02 |
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.
Dividends
MUHLX vs. ITOT - Dividend Comparison
MUHLX's dividend yield for the trailing twelve months is around 3.06%, more than ITOT's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUHLX Muhlenkamp Fund | 3.06% | 3.34% | 0.58% | 0.89% | 6.80% | 7.77% | 10.28% | 1.26% | 14.70% | 4.30% | 0.00% | 11.02% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Drawdowns
MUHLX vs. ITOT - Drawdown Comparison
The maximum MUHLX drawdown since its inception was -62.05%, 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.
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Drawdown Indicators
| MUHLX | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.05% | -55.20% | -6.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.23% | -12.34% | +2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -25.36% | +6.73% |
Max Drawdown (10Y)Largest decline over 10 years | -40.85% | -35.00% | -5.85% |
Current DrawdownCurrent decline from peak | -5.65% | -5.51% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -10.81% | -7.02% | -3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.61% | +0.22% |
Volatility
MUHLX vs. ITOT - Volatility Comparison
Muhlenkamp Fund (MUHLX) has a higher volatility of 6.01% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.49%. 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.
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Volatility by Period
| MUHLX | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 5.49% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 9.78% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 18.68% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 17.36% | -2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 18.25% | -1.21% |