RDMIX vs. RSBT

Last updated Jun 4, 2026

RDMIX (Rational/ReSolve Adaptive Asset Allocation Fund) and RSBT (Return Stacked Bonds & Managed Futures ETF) are both funds - RDMIX is a Macro Trading fund managed by Rational Funds, while RSBT is a Nontraditional Bonds fund actively managed by Return Stacked. Over the past 3 years, RDMIX returned 9.79%/yr vs 4.98%/yr for RSBT. At a 0.35 correlation, their price movements are largely independent. RDMIX charges 1.97%/yr vs 0.97%/yr for RSBT.

Performance

RDMIX vs. RSBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) and Return Stacked Bonds & Managed Futures ETF (RSBT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RDMIX achieves a 13.75% return, which is significantly higher than RSBT's 10.49% return.

RDMIX

• 1D: 0.21%
• 1M: 2.16%
• YTD: 13.75%
• 6M: 12.39%
• 1Y: 27.48%
• 3Y*: 9.79%
• 5Y*: 5.50%
• 10Y*: 5.02%

RSBT

• 1D: -0.15%
• 1M: 3.56%
• YTD: 10.49%
• 6M: 12.19%
• 1Y: 28.83%
• 3Y*: 4.98%
• 5Y*: —
• 10Y*: —

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

RDMIX vs. RSBT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RDMIX Rational/ReSolve Adaptive Asset Allocation Fund	13.75%	5.07%	9.88%	0.58%
RSBT Return Stacked Bonds & Managed Futures ETF	10.49%	10.31%	-2.90%	-11.91%

Correlation

The correlation between RDMIX and RSBT is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (All Time) Calculated using the full available price history since Feb 9, 2023	0.35

The correlation between RDMIX and RSBT shifts across timeframes, from 0.35 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

RDMIX vs. RSBT — Risk / Return Rank

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

RDMIX

RDMIX Risk / Return Rank: 76
RDMIX Sharpe Ratio Rank: 79
RDMIX Sortino Ratio Rank: 74
RDMIX Omega Ratio Rank: 70
RDMIX Calmar Ratio Rank: 90
RDMIX Martin Ratio Rank: 66

RSBT

RSBT Risk / Return Rank: 66
RSBT Sharpe Ratio Rank: 61
RSBT Sortino Ratio Rank: 56
RSBT Omega Ratio Rank: 61
RSBT Calmar Ratio Rank: 84
RSBT Martin Ratio Rank: 66

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.

RDMIX vs. RSBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) and Return Stacked Bonds & Managed Futures ETF (RSBT). 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.

	RDMIX	RSBT	Difference
Sharpe ratio Return per unit of total volatility	2.57	2.07	+0.50
Sortino ratio Return per unit of downside risk	3.58	2.69	+0.89
Omega ratio Gain probability vs. loss probability	1.47	1.38	+0.09
Calmar ratio Return relative to maximum drawdown	4.63	4.58	+0.05
Martin ratio Return relative to average drawdown	12.88	12.25	+0.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RDMIX vs. RSBT - Sharpe Ratio Comparison

The current RDMIX Sharpe Ratio is 2.57, which is comparable to the RSBT Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of RDMIX and RSBT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RDMIX	RSBT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.57	2.07	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.09	+0.61

Drawdowns

RDMIX vs. RSBT - Drawdown Comparison

The maximum RDMIX drawdown since its inception was -31.57%, which is greater than RSBT's maximum drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for RDMIX and RSBT.

Drawdown Indicators

	RDMIX	RSBT	Difference
Max Drawdown Largest peak-to-trough decline	-31.57%	-23.60%	-7.97%
Max Drawdown (1Y) Largest decline over 1 year	-6.10%	-6.33%	+0.23%
Max Drawdown (3Y) Largest decline over 3 years	-16.54%	-18.98%	+2.44%
Max Drawdown (5Y) Largest decline over 5 years	-19.96%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-21.92%	—	—
Current Drawdown Current decline from peak	0.00%	-0.15%	+0.15%
Average Drawdown Average peak-to-trough decline	-8.39%	-12.64%	+4.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	2.36%	-0.17%

Volatility

RDMIX vs. RSBT - Volatility Comparison

The current volatility for Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) is 2.52%, while Return Stacked Bonds & Managed Futures ETF (RSBT) has a volatility of 3.10%. This indicates that RDMIX experiences smaller price fluctuations and is considered to be less risky than RSBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RDMIX	RSBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.52%	3.10%	-0.58%
Volatility (6M) Calculated over the trailing 6-month period	7.73%	9.97%	-2.24%
Volatility (1Y) Calculated over the trailing 1-year period	10.97%	13.99%	-3.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.17%	13.68%	-2.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.31%	13.68%	-2.37%

RDMIX vs. RSBT - Expense Ratio Comparison

RDMIX has a 1.97% expense ratio, which is higher than RSBT's 0.97% expense ratio.

Dividends

RDMIX vs. RSBT - Dividend Comparison

RDMIX's dividend yield for the trailing twelve months is around 0.79%, less than RSBT's 2.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
RDMIX Rational/ReSolve Adaptive Asset Allocation Fund	0.79%	0.90%	6.81%	10.63%	0.39%	16.40%	0.47%	15.46%	0.94%	0.07%
RSBT Return Stacked Bonds & Managed Futures ETF	2.90%	3.20%	0.00%	2.38%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RDMIX and RSBT in my portfolio?

RDMIX and RSBT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RDMIX or RSBT?

RSBT has higher volatility (3.10%) compared to RDMIX (2.52%). In terms of maximum drawdown, RDMIX dropped -31.57% vs RSBT's -23.60%.

Which has better risk-adjusted returns?

RDMIX currently has the higher Sharpe Ratio (2.57 vs 2.07), 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.